Related papers: Convex invertible cones and Nevanlinna-Pick interp…
This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…
We study a general class of convex submodular optimization problems with indicator variables. Many applications such as the problem of inferring Markov random fields (MRFs) with a sparsity or robustness prior can be naturally modeled in…
Inverse optimal control problem emerges in different practical applications, where the goal is to design a cost function in order to approximate given optimal strategies of an expert. Typical application is in robotics for generation of…
I describe a verifiable criterion for the solvability of the 2 by 2 spectral Nevanlinna-Pick problem with two interpolation points, and likewise for three other special cases of the mu-synthesis problem. The problem is to construct an…
Given a domain $\Omega$ in $\mathbb{C}^m$, and a finite set of points $z_1,z_2,\ldots, z_n\in \Omega$ and $w_1,w_2,\ldots, w_n\in \mathbb{D}$ (the open unit disc in the complex plane), the \textit{Pick interpolation problem} asks when there…
Most of the optimal guidance problems can be formulated as nonconvex optimization problems, which can be solved indirectly by relaxation, convexification, or linearization. Although these methods are guaranteed to converge to the global…
The problem of resolving the fine details of a signal from its coarse scale measurements or, as it is commonly referred to in the literature, the super-resolution problem arises naturally in engineering and physics in a variety of settings.…
Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…
We propose that the LP-Newton method can be used to solve conic LPs over a conic box, whenever linear optimization over an otherwise unconstrained conic box is easy. In particular, if $\leq_\mathcal{K}$ is the partial order induced by a…
A nonstandard application of bivariate polynomial interpolation is discussed: the implicitization of a rational algebraic curve given by its parametric equations. Three different approaches using the same interpolation space are considered,…
Making use of integral representations, we develop a unified approach to establish blow up profiles, compactness and existence of positive solutions of the conformally invariant equations $P_\sigma(v)= Kv^{\frac{n+2\sigma}{n-2\sigma}}$ on…
The Nevanlinna matrix of a half-line Jacobi operator coincides, up to multiplication with a constant matrix, with the monodromy matrix of an associated canonical system. This canonical system is discrete in a certain sense, and is…
This paper is concerned with the numerical solution of nonlinear ill-posed operator equations involving convex constraints. We study a Newton-type method which consists in applying linear Tikhonov regularization with convex constraints to…
Image recovery in optical interferometry is an ill-posed nonlinear inverse problem arising from incomplete power spectrum and bispectrum measurements. We reformulate this nonlin- ear problem as a linear problem for the supersymmetric rank-1…
We establish existence of positive non-decreasing radial solutions for a nonlocal nonlinear Neumann problem both in the ball and in the annulus. The nonlinearity that we consider is rather general, allowing for supercritical growth (in the…
In this paper we answer Iwaniec and Sbordone's conjecture \cite{IB94} concerning very weak solutions to the $p$-Laplace equation. Namely, on one hand we show that distributional solutions of the $p$-Laplace equation in $W^{1,r}$ for $p \neq…
We consider a slightly subcritical Dirichlet problem with a non-power nonlinearity in a bounded smooth domain. For this problem, standard compact embeddings cannot be used to guarantee the existence of solutions as in the case of power-type…
A positive function (conductivity) on the edges of a graph induces the Dirichlet-to- Neumann map between boundary values of harmonic functions. The inverse conductivity problem is to find the conductivity from the Dirichlet-to-Neumann map.…
This work studies the strong duality of non-convex matrix factorization problems: we show that under certain dual conditions, these problems and its dual have the same optimum. This has been well understood for convex optimization, but…
This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…