Related papers: Optimal least-squares solution to the hand-eye cal…
Benson's outer approximation algorithm and its variants are the most frequently used methods for solving linear multiobjective optimization problems. These algorithms have two intertwined components: one-dimensional linear optimization one…
Approximating a univariate function on the interval $[-1,1]$ with a polynomial is among the most classical problems in numerical analysis. When the function evaluations come with noise, a least-squares fit is known to reduce the effect of…
Hand-eye calibration, which consists in identifying the rigid- body transformation between a camera mounted on the robot end-effector and the end-effector itself, is a fundamental problem in robot vision. Mathematically, this problem can be…
Outer approximation methods have long been employed to tackle a variety of optimization problems, including linear programming, in the 1960s, and continue to be effective for solving variational inequalities, general convex problems, as…
Quadratic optimization problems (QPs) are ubiquitous, and solution algorithms have matured to a reliable technology. However, the precision of solutions is usually limited due to the underlying floating-point operations. This may cause…
The goal of this paper is to survey the properties of the eigenvalue relaxation for least squares binary problems. This relaxation is a convex program which is obtained as the Lagrangian dual of the original problem with an implicit compact…
Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
We propose a method for finding approximate solutions to multiple-choice knapsack problems. To this aim we transform the multiple-choice knapsack problem into a bi-objective optimization problem whose solution set contains solutions of the…
We construct least squares formulations of PDEs with inhomogeneous essential boundary conditions, where boundary residuals are not measured in unpractical fractional Sobolev norms, but which formulations nevertheless are shown to yield a…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
Multicriterion optimization and Pareto optimality are fundamental tools in economics. In this paper we propose a new relaxation method for solving multiple objective quadratic programming problems. Exploiting the technique of the linear…
Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…
Many computer models contain unknown parameters which need to be estimated using physical observations. Kennedy and O'Hagan (2001) shows that the calibration method based on Gaussian process models proposed by Kennedy and O'Hagan (2001) may…
Given a parametrized family of finite frames, we consider the optimization problem of finding the member of this family whose coefficient space most closely contains a given data vector. This nonlinear least squares problem arises naturally…
We present an algorithm for the minimization of a nonconvex quadratic function subject to linear inequality constraints and a two-sided bound on the 2-norm of its solution. The algorithm minimizes the objective using an active-set method by…
We propose a linear algorithm for determining two function parameters by their linear combination. These functions must satisfy the first order differential equations with polynomial coefficients and our parameters are the coefficients of…
We consider the simultaneous deblurring of a set of noisy images whose point spread functions are different but known and spatially invariant, and the noise is Gaussian. Currently available iterative algorithms that are typically used for…
Binary tomography is concerned with the recovery of binary images from a few of their projections (i.e., sums of the pixel values along various directions). To reconstruct an image from noisy projection data, one can pose it as a…
We consider the problem of ranking $N$ objects starting from a set of noisy pairwise comparisons provided by a crowd of equal workers. We assume that objects are endowed with intrinsic qualities and that the probability with which an object…