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In this paper, we investigate the optimal $\mathcal{H}_2$ model reduction problem for single-input single-output (SISO) continuous-time linear time-invariant (LTI) systems. A semi-definite relaxation (SDR) approach is proposed to determine…

Optimization and Control · Mathematics 2025-08-26 Wenshan Zhu , Imad Jaimoukha

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-order case, we propose a framework of transition from deterministic or…

Machine Learning · Computer Science 2021-11-30 Sanae Lotfi , Tiphaine Bonniot de Ruisselet , Dominique Orban , Andrea Lodi

Robust optimization (RO) is a powerful paradigm for decision making under uncertainty. Existing algorithms for solving RO, including the reformulation approach and the cutting-plane method, do not scale well, hindering the application of RO…

Optimization and Control · Mathematics 2024-04-09 Kai Tu , Zhi Chen , Man-Chung Yue

Model order reduction (MOR) is an important step in the design process of integrated circuits. Specifically, the electromagnetic models extracted from modern complex designs result in a large number of passive elements that introduce…

Numerical Analysis · Mathematics 2023-11-16 Christos Giamouzis , Dimitrios Garyfallou , Anastasis Vagenas , Nestor Evmorfopoulos

The majority of First Order methods for large-scale convex-concave saddle point problems and variational inequalities with monotone operators are proximal algorithms which at every iteration need to minimize over problem's domain X the sum…

Optimization and Control · Mathematics 2015-10-05 Bruce Cox , Anatoli Juditsky , Arkadi Nemirovski

In this article we investigate model order reduction of large-scale systems using time-limited balanced truncation, which restricts the well known balanced truncation framework to prescribed finite time intervals. The main emphasis is on…

Numerical Analysis · Mathematics 2018-01-08 Patrick Kürschner

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

Machine Learning · Statistics 2015-11-24 Zhanxing Zhu , Amos J. Storkey

Model order reduction is the approximation of dynamical systems into equivalent systems with smaller order. Model reduction has been studied extensively for different types of systems. In this paper, we present two methods for multi input…

Systems and Control · Electrical Eng. & Systems 2019-07-04 Karim Cherifi , Kamel Hariche

In this paper, we propose a novel adaptive reduced-rank strategy for very large multiuser multi-input multi-output (MIMO) systems. The proposed reduced-rank scheme is based on the concept of joint iterative optimization (JIO) of filters…

Information Theory · Computer Science 2013-02-20 Yunlong Cai , Rodrigo C. de Lamare

The low rank approximation of matrices is a crucial component in many data mining applications today. A competitive algorithm for this class of problems is the randomized block Lanczos algorithm - an amalgamation of the traditional block…

Numerical Analysis · Mathematics 2018-08-21 Qiaochu Yuan , Ming Gu , Bo Li

The computation of approximating e^tA B, where A is a large sparse matrix and B is a rectangular matrix, serves as a crucial element in numerous scientific and engineering calculations. A powerful way to consider this problem is to use…

Numerical Analysis · Mathematics 2023-08-29 H. Barkouki , A. H. Bentbib , K. Jbilou

This paper presents a novel adaptive multivariable smooth second-order sliding mode approach with the features of fast finite-time convergence, adaptation to disturbances and smooth. This approach can be directly applied to the controller…

Systems and Control · Electrical Eng. & Systems 2020-10-13 Xidong Wang

Continuing the previous initiatives arXiv: 2207.05347 and arXiv: 2212.06180, we pursue the exploration of operator growth and Krylov complexity in dissipative open quantum systems. In this paper, we resort to the bi-Lanczos algorithm…

Quantum Physics · Physics 2023-12-15 Aranya Bhattacharya , Pratik Nandy , Pingal Pratyush Nath , Himanshu Sahu

One of the grand enduring goals of AI is to create generalist agents that can learn multiple different tasks from diverse data via multitask learning (MTL). However, in practice, applying gradient descent (GD) on the average loss across all…

Machine Learning · Computer Science 2023-10-31 Bo Liu , Yihao Feng , Peter Stone , Qiang Liu

This paper studies the model order reduction of second-order index-1 descriptor systems using a tangential interpolation projection method based on the Iterative Rational Krylov Algorithm (IRKA). Our primary focus is to reduce the system…

Optimization and Control · Mathematics 2020-11-16 Md. Motlubar Rahman , M. Monir Uddin , L. S. Andallah , Mahtab Uddin

We propose algorithms for efficient time integration of large systems of oscillatory second order ordinary differential equations (ODEs) whose solution can be expressed in terms of trigonometric matrix functions. Our algorithms are based on…

Numerical Analysis · Mathematics 2023-04-07 M. A. Botchev , L. A. Knizhnerman , M. Schweitzer

Reliable adaptive beamforming is critical for large microphone arrays operating in highly dynamic acoustic environments. In scenarios characterized by fast-moving talkers and interferers, the available sample support for estimating the…

Signal Processing · Electrical Eng. & Systems 2026-05-13 Manan Mittal , Ryan M. Corey , John R. Buck , Andrew C. Singer

We consider the task of computing solutions of linear systems that only differ by a shift with the identity matrix as well as linear systems with several different right hand sides. In the past Krylov subspace methods have been developed…

High Energy Physics - Lattice · Physics 2012-05-03 Sebastian Birk , Andreas Frommer

In this contribution, a new framework for H2-optimal reduction of multiple-input, multiple- output linear dynamical systems by tangential interpolation is presented. The framework is motivated by the local nature of both tangential…

Numerical Analysis · Mathematics 2017-09-22 Alessandro Castagnotto , Boris Lohmann

We present an adaptation of two recent low-rank approximation technique proposed for first-order model reduction systems to the second-order systems. The resulting reduced order models are guaranteed to keep the second order structure which…

Dynamical Systems · Mathematics 2015-12-01 Younes Chahlaoui