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Many learning algorithms are formulated in terms of finding model parameters which minimize a data-fitting loss function plus a regularizer. When the regularizer involves the l0 pseudo-norm, the resulting regularization path consists of a…
We revisit adaptive time stepping, one of the classical topics of numerical analysis and computational engineering. While widely used in application and subject of many theoretical works, a complete understanding is still missing. Apart…
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…
In this work we consider algorithms for reconstructing time-varying data into a finite sum of discrete trajectories, alternatively, an off-the-grid sparse-spikes decomposition which is continuous in time. Recent work showed that this…
Structural learning, a method to estimate the parameters for discrete energy minimization, has been proven to be effective in solving computer vision problems, especially in 3D scene parsing. As the complexity of the models increases,…
The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…
Distributed parameter estimation for large-scale systems is an active research problem. The goal is to derive a distributed algorithm in which each agent obtains a local estimate of its own subset of the global parameter vector, based on…
Molecular dynamics is one of the most commonly used approaches for studying the dynamics and statistical distributions of many physical, chemical, and biological systems using atomistic or coarse-grained models. It is often the case,…
This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory…
An effective technique for solving optimization problems over massive data sets is to partition the data into smaller pieces, solve the problem on each piece and compute a representative solution from it, and finally obtain a solution…
This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…
In this paper, we consider the problem of scheduling an application on a parallel computational platform. The application is a particular task graph, either a linear chain of tasks, or a set of independent tasks. The platform is made of…
A moldable job is a job that can be executed on an arbitrary number of processors, and whose processing time depends on the number of processors allotted to it. A moldable job is monotone if its work doesn't decrease for an increasing…
This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…
Many combinatorial optimisation problems can be modelled as valued constraint satisfaction problems. In this paper, we present a polynomial-time algorithm solving the valued constraint satisfaction problem for a fixed number of variables…
Isotonic regression provides a flexible, tuning-free approach to estimating monotonic functions without imposing global curvature constraints, yet the estimated regression function is inherently a step function. This paper addresses a key…
In this paper, we propose two simple yet efficient computational algorithms to obtain approximate optimal designs for multi-dimensional linear regression on a large variety of design spaces. We focus on the two commonly used optimal…
This paper describes the adaptation of a well-scaling parallel algorithm for computing Morse-Smale segmentations based on path compression to a distributed computational setting. Additionally, we extend the algorithm to efficiently compute…
This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…
We expose in a tutorial fashion the mechanisms which underlie the synthesis of optimization algorithms based on dynamic integral quadratic constraints. We reveal how these tools from robust control allow to design accelerated gradient…