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We consider a class of integer linear programs (IPs) that arise as discretizations of trust-region subproblems of a trust-region algorithm for the solution of control problems, where the control input is an integer-valued function on a…

Optimization and Control · Mathematics 2022-06-06 Marvin Severitt , Paul Manns

The DPG method with optimal test functions for solving linear quadratic optimal control problems with control constraints is studied. We prove existence of a unique optimal solution of the nonlinear discrete problem and characterize it…

Optimization and Control · Mathematics 2023-08-21 Thomas Führer , Francisco Fuica

We extend our previous work on a semi-Lagrangian adaptive rank (SLAR) integrator, in the finite difference framework for nonlinear Vlasov-Poisson systems, to the general high-order tensor setting. The proposed scheme retains the high-order…

Numerical Analysis · Mathematics 2025-10-30 Nanyi Zheng , William A. Sands , Daniel Hayes , Andrew J. Christlieb , Jing-Mei Qiu

In this paper, elliptic optimal control problems involving the $L^1$-control cost ($L^1$-EOCP) is considered. To numerically discretize $L^1$-EOCP, the standard piecewise linear finite element is employed. However, different from the finite…

Optimization and Control · Mathematics 2017-08-31 Xiaoliang Song , Bo Chen , Bo Yu

We propose a novel Riemannian manifold preconditioning approach for the tensor completion problem with rank constraint. A novel Riemannian metric or inner product is proposed that exploits the least-squares structure of the cost function…

Machine Learning · Computer Science 2016-05-27 Hiroyuki Kasai , Bamdev Mishra

A novel algorithm to solve the quadratic programming problem over ellipsoids is proposed. This is achieved by splitting the problem into two optimisation sub-problems, quadratic programming over a sphere and orthogonal projection. Next, an…

Optimization and Control · Mathematics 2017-11-15 Anh-Huy Phan , Masao Yamagishi , Danilo Mandic , Andrzej Cichocki

We resume the recent successes of the grid-based tensor numerical methods and discuss their prospects in real-space electronic structure calculations. These methods, based on the low-rank representation of the multidimensional functions and…

Numerical Analysis · Mathematics 2016-01-20 Venera Khoromskaia , Boris N. Khoromskij

We give reconstruction algorithms for subclasses of depth-3 arithmetic circuits. In particular, we obtain the first efficient algorithm for finding tensor rank, and an optimal tensor decomposition as a sum of rank-one tensors, when given…

Computational Complexity · Computer Science 2022-09-12 Shir Peleg , Amir Shpilka , Ben Lee Volk

We propose a new method for low-rank approximation of Moore-Penrose pseudoinverses (MPPs) of large-scale matrices using tensor networks. The computed pseudoinverses can be useful for solving or preconditioning of large-scale overdetermined…

Numerical Analysis · Mathematics 2016-07-06 Namgil Lee , Andrzej Cichocki

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

Tensor networks are a class of algorithms aimed at reducing the computational complexity of high-dimensional problems. They are used in an increasing number of applications, from quantum simulations to machine learning. Exploiting data…

Numerical Analysis · Mathematics 2024-10-25 Melven Röhrig-Zöllner , Manuel Joey Becklas , Jonas Thies , Achim Basermann

This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…

Statistics Theory · Mathematics 2021-02-08 Rungang Han , Rebecca Willett , Anru R. Zhang

Recently, there has been a growing interest in efficient numerical algorithms based on tensor networks and low-rank techniques to approximate high-dimensional functions and solutions to high-dimensional PDEs. In this paper, we propose a new…

Numerical Analysis · Mathematics 2023-08-16 Alec Dektor , Daniele Venturi

Tensors, which provide a powerful and flexible model for representing multi-attribute data and multi-way interactions, play an indispensable role in modern data science across various fields in science and engineering. A fundamental task is…

Machine Learning · Computer Science 2022-06-23 Tian Tong , Cong Ma , Ashley Prater-Bennette , Erin Tripp , Yuejie Chi

By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…

Functional Analysis · Mathematics 2019-01-11 R. N. Gumerov , A. S. Sharafutdinov

We develop numerical methods for elliptic systems governed by partial segregation constraints, in which three nonnegative components are required to have a vanishing pointwise product throughout the domain. This constraint enforces that at…

Numerical Analysis · Mathematics 2026-03-09 Farid Bozorgnia , Avetik Arakelyan , Vyacheslav Kungurtsev , Jan Valdman

In the realm of tensor optimization, the low-rank Tucker decomposition is crucial for reducing the number of parameters and for saving storage. We explore the geometry of Tucker tensor varieties -- the set of tensors with bounded Tucker…

Optimization and Control · Mathematics 2024-07-16 Bin Gao , Renfeng Peng , Ya-xiang Yuan

This paper examines the nonconvex quadratically constrained quadratic programming (QCQP) problems using an iterative method. One of the existing approaches for solving nonconvex QCQP problems relaxes the rank one constraint on the unknown…

Optimization and Control · Mathematics 2016-09-12 Chuangchuang Sun , Ran Dai

A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…

Optimization and Control · Mathematics 2017-10-13 Michael Cantoni , Farhad Farokhi , Eric C. Kerrigan , Iman Shames

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled
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