Related papers: A sequential linear programming (SLP) approach for…
This paper proposes an algorithm to efficiently solve multistage stochastic programs with block separable recourse where each recourse problem is a multistage stochastic program with stage-wise independent uncertainty. The algorithm first…
The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and…
Data-Driven Predictive Control (DDPC) has been recently proposed as an effective alternative to traditional Model Predictive Control (MPC), in that the same constrained optimization problem can be addressed without the need to explicitly…
Dynamic programming (DP) is a fundamental method in operations research, but formulating DP models has traditionally required expert knowledge of both the problem context and DP techniques. Large Language Models (LLMs) offer the potential…
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…
This paper describes a new approach to solving some stochastic optimization problems for linear dynamic system with various parametric uncertainties. Proposed approach is based on application of tensor formalism for creation the…
Probabilistic Answer Set Programming under the credal semantics (PASP) extends Answer Set Programming with probabilistic facts that represent uncertain information. The probabilistic facts are discrete with Bernoulli distributions. However,…
Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…
We propose a data-driven Model Predictive Control (MPC) framework that employs a transformer encoder to generate multi-step predictions. To handle the nonconvex attention mechanism, we derive difference of convex (DC) representations of the…
A new approach to solving a class of rankconstrained semi-definite programming (SDP) problems, which appear in many signal processing applications such as transmit beamspace design in multiple-input multiple-output (MIMO) radar, downlink…
A novel sequential inferential method for Bayesian dynamic generalised linear models is presented, addressing both univariate and multivariate $k$-parametric exponential families. It efficiently handles diverse responses, including…
Physical dynamic networks most commonly consist of interconnections of physical components that can be described by diffusive couplings. These diffusive couplings imply that the cause-effect relationships in the interconnections are…
This paper presents a data-driven min-max model predictive control (MPC) scheme for linear parameter-varying (LPV) systems. Contrary to existing data-driven LPV control approaches, we assume that the scheduling signal is unknown during…
A new paradigm for large-scale spectrum occupancy learning based on long short-term memory (LSTM) recurrent neural networks is proposed. Studies have shown that spectrum usage is a highly correlated time series. Moreover, there is a…
To ensure the system stability of the $\bf{\mathcal{H}_{2}}$-guaranteed cost optimal decentralized control problem (ODC), an approximate semidefinite programming (SDP) problem is formulated based on the sparsity of the gain matrix of the…
The sparse nonlinear programming (SNP) problem has wide applications in signal and image processing, machine learning, pattern recognition, finance and management, etc. However, the computational challenge posed by SNP has not yet been well…
In health-pollution cohort studies, accurate predictions of pollutant concentrations at new locations are needed, since the locations of fixed monitoring sites and study participants are often spatially misaligned. For multi-pollution data,…
Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…
Owing to the advances in computational techniques and the increase in computational power, atomistic simulations of materials can simulate large systems with higher accuracy. Complex phenomena can be observed in such state-of-the-art…
Semi-supervised continual learning (SSCL) seeks to leverage both labeled and unlabeled data in a sequential learning setup, aiming to reduce annotation costs while managing continual data arrival. SSCL introduces complex challenges,…