Related papers: Shonan Rotation Averaging: Global Optimality by Su…
The spectral risk has wide applications in machine learning, especially in real-world decision-making, where people are not only concerned with models' average performance. By assigning different weights to the losses of different sample…
This paper considers the problem of minimizing the ordered weighted average (or ordered median) function of finitely many rational functions over compact semi-algebraic sets. Ordered weighted averages of rational functions are not, in…
Flows around compact objects are necessarily transonic. Due to their dissipative nature, finding of sonic points is not trivial. Becker and Le in 2003 (BL03) proposed a novel methodology to obtain global transonic solutions, using iterative…
Global optimization of black-box functions from noisy samples is a fundamental challenge in machine learning and scientific computing. Traditional methods such as Bayesian Optimization often converge to local minima on multi-modal…
Many geometric estimation problems take the form of synchronization over the special Euclidean group: estimate the values of a set of poses given noisy measurements of a subset of their pairwise relative transforms. This problem is…
This paper proposes an elegant optimization framework consisting of a mix of linear-matrix-inequality and second-order-cone constraints. The proposed framework generalizes the semidefinite relaxation (SDR) enabled solution to the typical…
This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…
This paper presents a novel approach to the problem of almost global attitude stabilization. The reduced attitude is steered along a geodesic path on the n-sphere. Meanwhile, the full attitude is stabilized on SO(n). This action,…
Many important challenges in science and technology can be cast as optimization problems. When viewed in a statistical physics framework, these can be tackled by simulated annealing, where a gradual cooling procedure helps search for…
This paper studies the problem of maximizing the sum of traces of matrix quadratic forms on a product of Stiefel manifolds. This orthogonal trace-sum maximization (OTSM) problem generalizes many interesting problems such as generalized…
This paper is related to our previous works [1][2] on the error estimate of the averaging technique, for systems with one fast angular variable. In the cited references, a general method (of mixed analytical and numerical type) has been…
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…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
This paper presents a practical method for finding the globally optimal solution to the sum-of-ratios problem arising in image processing, engineering and management. Unlike traditional methods which may get trapped in local minima due to…
We present an efficient neural-based approach to estimate the instantaneous flow field around an airfoil from limited surface pressure measurements. The model, denoted SNN-POD, relies on two independent shallow neural networks to predict…
In this paper, we propose a multi-input multi-output beamforming transmit optimization model for joint radar sensing and multi-user communications, where the design of the beamformers is formulated as an optimization problem whose objective…
We introduce a new framework for analyzing (Quasi-}Newton type methods applied to non-smooth optimization problems. The source of randomness comes from the evaluation of the (approximation) of the Hessian. We derive, using a variant of…
This paper is concerned with optimal power flow (OPF), which is the problem of optimizing the transmission of electricity in power systems. Our main contributions are as follows: (i) we propose a novel parabolic relaxation, which transforms…
We consider the reconstruction of the shape and the impedance function of an obstacle from measurements of the scattered field at receivers outside the object. The data is assumed to be generated by plane waves impinging on the obstacle…
We consider the acoustic-n-point (AnP) problem, which estimates the pose of a 2D forward-looking sonar (FLS) according to n 3D-2D point correspondences. We explore the nature of the measured partial spherical coordinates and reveal their…