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Polynomial approximations of functions are widely used in scientific computing. In certain applications, it is often desired to require the polynomial approximation to be non-negative (resp. non-positive), or bounded within a given range,…
We propose an efficient method to compute a small set of integer-constrained cone singularities, which induce a rotationally seamless conformal parameterization with low distortion. Since the problem only involves discrete variables, i.e.,…
In the field of unsupervised feature selection, sparse principal component analysis (SPCA) methods have attracted more and more attention recently. Compared to spectral-based methods, SPCA methods don't rely on the construction of a…
In recent years, there has been significant interest in the development of machine learning-based optimization proxies for AC Optimal Power Flow (AC-OPF). Although significant progress has been achieved in predicting high-quality primal…
We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…
We consider the problem of computing exact sums of squares (SOS) decompositions for certain classes of non-negative multivariate polynomials, relying on semidefinite programming (SDP) solvers. We provide a hybrid numeric-symbolic algorithm…
We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…
In this paper we generalize an explicit numerical scheme for the CIR process that we have proposed before. The advantage of the new proposed scheme is that preserves positivity and is well posed for a (little bit) broader set of parameters…
Occlusion in face recognition is a common yet challenging problem. While sparse representation based classification (SRC) has been shown promising performance in laboratory conditions (i.e. noiseless or random pixel corrupted), it performs…
Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main…
Optimization is at the core of control theory and appears in several areas of this field, such as optimal control, distributed control, system identification, robust control, state estimation, model predictive control and dynamic…
Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…
We study the Compressed Sensing (CS) problem, which is the problem of finding the most sparse vector that satisfies a set of linear measurements up to some numerical tolerance. We introduce an $\ell_2$ regularized formulation of CS which we…
We present Optimization Engine (OpEn): an open-source code generation tool for real-time embedded nonconvex optimization, which implements a novel numerical method. OpEn combines the proximal averaged Newton-type method for optimal control…
We discuss the application of random projections to conic programming: notably linear, second-order and semidefinite programs. We prove general approximation results on feasibility and optimality using the framework of formally real Jordan…
We developed a corporative stochastic approximation (CSA) type algorithm for semi-infinite programming (SIP), where the cut generation problem is solved inexactly. First, we provide general error bounds for inexact CSA. Then, we propose two…
This paper investigates a recently introduced notion of strong variational sufficiency in optimization problems whose importance has been highly recognized in optimization theory, numerical methods, and applications. We address a general…
Designing optimisation algorithms that perform well in general requires experimentation on a range of diverse problems. Training neural networks is an optimisation task that has gained prominence with the recent successes of deep learning.…
The smoothed particle hydrodynamics (SPH) method has been widely used to simulate incompressible and slightly compressible fluid flows. Adaptive refinement strategies to dynamically increase the resolution of the particles to capture sharp…
The goal for classification is to correctly assign labels to unseen samples. However, most methods misclassify samples with unseen labels and assign them to one of the known classes. Open-Set Classification (OSC) algorithms aim to maximize…