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In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…

Optimization and Control · Mathematics 2020-07-21 Ilan Adler , Zhiyue Tom Hu , Tianyi Lin

In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…

Optimization and Control · Mathematics 2024-11-27 O. S. Savchuk , M. S. Alkousa , A. S. Shushko , A. A. Vyguzov , F. S. Stonyakin , D. A. Pasechnyuk , A. V. Gasnikov

Several construction methods for rational approximations to functions of one real variable are described in the present paper; the computational results that characterize the comparative accuracy of these methods are presented; an effect of…

Numerical Analysis · Mathematics 2025-10-20 Grigori Litvinov

This paper addresses the minimization of a finite sum of prox-convex functions under Lipschitz continuity of each component. We propose two variants of the splitting proximal point algorithms proposed in \cite{Bacak,Bertsekas}: one…

Optimization and Control · Mathematics 2026-01-13 Jose de Brito , Felipe Lara , Tran Van Thang

The article proposes an approach to complete-type and related Lyapunov-Krasovskii functionals that neither requires knowledge of the delay-Lyapunov matrix function nor does it involve linear matrix inequalities. The approach is based on…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Tessina H. Scholl , Veit Hagenmeyer , Lutz Gröll

In this paper, we construct an algorithm for minimising piecewise smooth functions for which derivative information is not available. The algorithm constructs a pair of quadratic functions, one on each side of the point with smallest known…

Optimization and Control · Mathematics 2020-12-14 Jonathan Grant-Peters , Raphael Hauser

We present a new algorithm for finding isolated zeros of a system of real-valued functions in a bounded interval in $\mathbb{R}^n$. It uses the Chebyshev proxy method combined with a mixture of subdivision, reduction methods, and…

This paper provides conditions to ensure contractive behavior of Filippov solutions generated by multi-modal piecewise smooth (PWS) systems. These conditions are instrumental in analyzing the asymptotic behavior of PWS systems, such as…

Systems and Control · Electrical Eng. & Systems 2025-12-19 Zonglin Liu , Kyra Borchhardt , Olaf Stursberg

We obtain the decay bounds for Chebyshev series coefficients of functions with finite Vitali variation on the unit square. A generalization of the well known identity, which relates exact and approximated coefficients, obtained using the…

Numerical Analysis · Mathematics 2022-05-12 Akansha

We propose an approach for approximating the partition function which is based on two steps: (1) computing the partition function of a simplified model which is obtained by deleting model edges, and (2) rectifying the result by applying an…

Machine Learning · Computer Science 2012-06-18 Arthur Choi , Adnan Darwiche

A new decomposition optimization algorithm, called \textit{path-following gradient-based decomposition}, is proposed to solve separable convex optimization problems. Unlike path-following Newton methods considered in the literature, this…

Optimization and Control · Mathematics 2012-09-21 Quoc Tran Dinh , Ion Necoara , Moritz Diehl

Accelerated proximal gradient methods have recently been developed for solving quasi-static incremental problems of elastoplastic analysis with some different yield criteria. It has been demonstrated through numerical experiments that these…

Optimization and Control · Mathematics 2020-11-13 Yoshihiro Kanno

We consider the problem of approximating an analytic function on a compact interval from its values at $M+1$ distinct points. When the points are equispaced, a recent result (the so-called impossibility theorem) has shown that the best…

Numerical Analysis · Mathematics 2018-04-09 Ben Adcock , Rodrigo Platte , Alexei Shadrin

We present a novel quantum algorithm for estimating Gibbs partition functions in sublinear time with respect to the logarithm of the size of the state space. This is the first speed-up of this type to be obtained over the seminal…

Quantum Physics · Physics 2023-01-18 Arjan Cornelissen , Yassine Hamoudi

Recently non-reversible samplers based on simulating piecewise deterministic Markov processes (PDMPs) have shown potential for efficient sampling in Bayesian inference problems. However, there remains a lack of guidance on how to best…

Methodology · Statistics 2021-12-28 Matthew Sutton , Paul Fearnhead

Previous works show convergence of rational Chebyshev approximants to the Pad\'e approximant as the underlying domain of approximation shrinks to the origin. In the present work, the asymptotic error and interpolation properties of rational…

Numerical Analysis · Mathematics 2024-10-08 Tobias Jawecki

In this paper we provide a reconstruction algorithm for piecewise-smooth functions with a-priori known smoothness and number of discontinuities, from their Fourier coefficients, posessing the maximal possible asymptotic rate of convergence…

Numerical Analysis · Mathematics 2014-03-18 Dmitry Batenkov

This paper is concerned with the error analysis of two types of sampling algorithms, namely model predictive path integral (MPPI) and an interacting particle system (\IPS) algorithm, that have been proposed in the literature for numerical…

Systems and Control · Electrical Eng. & Systems 2025-04-04 Anant A. Joshi , Amirhossein Taghvaei , Prashant G. Mehta

This paper presents an adaptive symplectic integrator, SQQ-PTQ, developed on the basis of the fixed-step symplectic integrator SQQ. To mitigate the Runge phenomenon, SQQ-PTQ employs Chebyshev interpolation for approximating the action,…

Numerical Analysis · Mathematics 2025-07-22 Keqi Ye , Zizhe Cai , Mingji Wang , Kun Yang , Xiaodong Liu

Pade approximants are used to find approximate vortex solutions of any winding number in the context of Gross-Pitaevskii equation for a uniform condensate and condensates with axisymmetric trapping potentials. Rational function and…

Soft Condensed Matter · Physics 2009-11-10 Natalia G. Berloff