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The Alternating Direction Method of Multipliers (ADMM) has gained significant attention across a broad spectrum of machine learning applications. Incorporating the over-relaxation technique shows potential for enhancing the convergence rate…

Optimization and Control · Mathematics 2024-01-02 Jintao Song , Wenqi Lu , Yunwen Lei , Yuchao Tang , Zhenkuan Pan , Jinming Duan

Control contraction metrics (CCMs) are a new approach to nonlinear control design based on contraction theory. The resulting design problems are expressed as pointwise linear matrix inequalities and are and well-suited to solution via…

Optimization and Control · Mathematics 2014-06-06 Ian R. Manchester , Jean-Jacques E. Slotine

For linear time-invariant (LTI) systems, the design of an optimal controller is a commonly encountered problem in many applications. Among all the optimization approaches available, the linear quadratic regulator (LQR) methodology certainly…

Optimization and Control · Mathematics 2022-03-29 Zilong Cheng , Jun Ma , Xiaocong Li , Masayoshi Tomizuka , Tong Heng Lee

In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…

High Energy Physics - Lattice · Physics 2015-06-12 K. Jansen , H. Leovey , A. Nube , A. Griewank , M. Mueller-Preussker

Low-rank representation (LRR) is an effective method for subspace clustering and has found wide applications in computer vision and machine learning. The existing LRR solver is based on the alternating direction method (ADM). It suffers…

Optimization and Control · Mathematics 2011-09-05 Zhouchen Lin , Risheng Liu , Zhixun Su

This paper presents a synthesis approach aiming to guarantee a minimum upper-bound for the time taken to reach a target set of non-zero measure that encompasses the origin, while taking into account uncertainties and input and state…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Víctor Costa da Silva Campos , Mariella Maia Quadros , Luciano Frezzato , Leonardo Mozelli , Anh-Tu Nguyen

In this paper, we study state-feedback control of Markov jump linear systems with partial information. In particular, we assume that the controller can only access the mode signals according to a hidden-Markov observation process. Our…

Optimization and Control · Mathematics 2019-03-19 Masaki Ogura , Ahmet Cetinkaya , Tomohisa Hayakawa , Victor M. Preciado

A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

A novel unified approach to jointly optimize structural design parameters, actuator and sensor precision and controller parameters is presented in this paper. The joint optimization problem is posed as a covariance control problem, where…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Raman Goyal , Manoranjan Majji , Robert E. Skelton

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

Monte Carlo integration with variance reduction by means of control variates can be implemented by the ordinary least squares estimator for the intercept in a multiple linear regression model with the integrand as response and the control…

Statistics Theory · Mathematics 2021-04-02 Rémi Leluc , François Portier , Johan Segers

In this paper, we propose a sparsity-promoting feedback control design for stochastic linear systems with multiplicative noise. The objective is to identify a sparse control architecture that optimizes the closed-loop performance while…

Optimization and Control · Mathematics 2022-08-22 Yi Guo , Ognjen Stanojev , Gabriela Hug , Tyler Summers

Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Mario Zanon , Alberto Bemporad

Certified robustness is a critical property for deploying neural networks (NN) in safety-critical applications. A principle approach to achieving such guarantees is to constrain the global Lipschitz constant of the network. However,…

Machine Learning · Computer Science 2025-07-01 Zain ul Abdeen , Vassilis Kekatos , Ming Jin

In this paper, a modified robust model predictive control scheme is proposed for linear parametric variable (LPV) and hybrid systems based on a quasi-min-max algorithm. Using a new cost function resulted in reduced unwanted disturbances…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Soroush Sadeghnejad , Farshad Khadivar , Mojtaba Esfandiari , Golchehr Amirkhani , Hamed Moradi , Farzam Farahmand , Gholamreza Vossoughi

This paper deals with the problem of robust dynamic output feedback stabilization of interval fractional-order linear time invariant (FO-LTI) systems with the fractional order $1\le\alpha<2$. In this study, a new formulation based on the…

Systems and Control · Electrical Eng. & Systems 2020-04-02 Pouya Badri , Mahdi Sojoodi

Practical application of H[infinity] robust control relies on system identification of a valid model-set, described by a linear system in feedback with a stable norm-bounded uncertainty, which must explains all possible (or at least all…

Optimization and Control · Mathematics 2019-01-07 Gray C. Thomas , Luis Sentis

The development of multiple-relaxation-time (MRT) Lattice Boltzmann method (LBM) is a significant contribution in improving the numerical behavior, revealing the math and physics mechanism and extending the application of LBM. However, some…

Fluid Dynamics · Physics 2015-02-23 Yu Wang , Jingjing Shi

In this paper, we investigate the problem of unified prescribed performance tracking for a class of non-square strict-feedback nonlinear systems under relaxed controllability conditions. By using a skillful matrix decomposition and…

Systems and Control · Electrical Eng. & Systems 2025-08-15 Bing Zhou , Kai Zhao , Yongduan Song , Zhen Chen

In this paper we explore ways of numerically computing recursive dynamic monetary risk measures and utility functions. Computationally, this problem suffers from the curse of dimensionality and nested simulations are unfeasible if there are…

Computational Finance · Quantitative Finance 2021-04-13 Hampus Engsner