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Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics,…

Data Structures and Algorithms · Computer Science 2019-08-07 Prasad Raghavendra , Tselil Schramm , David Steurer

We develop fast spectral algorithms for tensor decomposition that match the robustness guarantees of the best known polynomial-time algorithms for this problem based on the sum-of-squares (SOS) semidefinite programming hierarchy. Our…

Machine Learning · Computer Science 2017-06-28 Tselil Schramm , David Steurer

Rotation averaging is a synchronization process on single or multiple rotation groups, and is a fundamental problem in many computer vision tasks such as multi-view structure from motion (SfM). Specifically, rotation averaging involves the…

Computer Vision and Pattern Recognition · Computer Science 2021-02-11 Xinyi Li , Haibin Ling

This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…

Optimization and Control · Mathematics 2019-11-20 Danylo Malyuta , Michael Szmuk , Behcet Acikmese

This paper studies the polynomial optimization problem whose feasible set is a union of several basic closed semialgebraic sets. We propose a unified hierarchy of Moment-SOS relaxations to solve it globally. Under some assumptions, we prove…

Optimization and Control · Mathematics 2024-05-21 Jiawang Nie , Linghao Zhang

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…

Optimization and Control · Mathematics 2021-06-28 Carlos J. Nohra , Arvind U. Raghunathan , Nikolaos V. Sahinidis

This work presents a sum-of-squares (SOS) based framework to perform data-driven stabilization and robust control tasks on discrete-time linear systems where the full-state observations are corrupted by L-infinity bounded input,…

Optimization and Control · Mathematics 2023-03-31 Jared Miller , Tianyu Dai , Mario Sznaier

In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…

Optimization and Control · Mathematics 2022-12-29 Feng Guo , Meijun Zhang

Rotation estimation plays a fundamental role in computer vision and robot tasks, and extremely robust rotation estimation is significantly useful for safety-critical applications. Typically, estimating a rotation is considered a non-linear…

Computer Vision and Pattern Recognition · Computer Science 2025-06-16 Yinlong Liu , Tianyu Huang , Zhi-Xin Yang

We propose the stochastic average gradient (SAG) method for optimizing the sum of a finite number of smooth convex functions. Like stochastic gradient (SG) methods, the SAG method's iteration cost is independent of the number of terms in…

Optimization and Control · Mathematics 2016-05-12 Mark Schmidt , Nicolas Le Roux , Francis Bach

This work provides a theoretical analysis for optimally solving the pose estimation problem using total least squares for vector observations from landmark features, which is central to applications involving simultaneous localization and…

Robotics · Computer Science 2022-10-24 Saeed Maleki , Adhiti Raman , Yang Cheng , John Crassidis , Matthias Schmid

The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…

Machine Learning · Computer Science 2017-11-27 Fabien Lauer

This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle…

Machine Learning · Statistics 2019-10-08 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma , Yuling Yan

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Machine Learning · Statistics 2024-03-07 Xiao Ling , Paul Brooks

We propose the first general and practical framework to design certifiable algorithms for robust geometric perception in the presence of a large amount of outliers. We investigate the use of a truncated least squares (TLS) cost function,…

Optimization and Control · Mathematics 2020-10-20 Heng Yang , Luca Carlone

In this paper, we develop a dynamical system counterpart to the term sparsity sum-of-squares (TSSOS) algorithm proposed for static polynomial optimization. This allows for computational savings and improved scalability while preserving…

Optimization and Control · Mathematics 2023-10-10 Jie Wang , Corbinian Schlosser , Milan Korda , Victor Magron

The Sum of Squares (\sos{}) hierarchy gives an automatized technique to create a family of increasingly tight convex relaxations for binary programs. There are several problems for which a constant number of rounds of this hierarchy give…

Data Structures and Algorithms · Computer Science 2020-05-19 Victor Verdugo , José Verschae , Andreas Wiese

Pose-Graph optimization is a crucial component of many modern SLAM systems. Most prominent state of the art systems address this problem by iterative non-linear least squares. Both number of iterations and convergence basin of these…

Robotics · Computer Science 2018-09-05 Irvin Aloise , Giorgio Grisetti

This paper presents exact Semi-Definite Program (SDP) reformulations for infinite-dimensional moment optimization problems involving a new class of piecewise Sum-of-Squares (SOS)-convex functions and projected spectrahedral support sets.…

Optimization and Control · Mathematics 2024-07-03 Queenie Yingkun Huang , Vaithilingam Jeyakumar , Guoyin Li