Related papers: Accelerated and Improved Stabilization for High Or…
Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…
Expanding and improving the repertoire of numerical methods for studying quantum lattice models is an ongoing focus in many-body physics. While the density matrix renormalization group (DMRG) has been established as a practically useful…
Space-time adaptive processing (STAP) is one of the most effective approaches to suppressing ground clutters in airborne radar systems. It basically takes two forms, i.e., full-dimension STAP (FD-STAP) and reduced-dimension STAP (RD-STAP).…
Finite element plate and shell formulations are ubiquitous in structural analysis for modeling all kinds of slender structures, both for static and dynamic analyses. The latter are particularly challenging as the high order nature of the…
The analysis of structure-preserving numerical methods for the Poisson--Nernst--Planck (PNP) system has attracted growing interests in recent years. In this work, we provide an optimal rate convergence analysis and error estimate for finite…
For constrained system which has several independent first integrals, we give a new stabilization method which named adjustment-stabilization method. It can stabilize all known constants of motion for a given dynamical system very well…
A stability analysis is performed on high-order schemes formulated using the Flux Reconstruction (FR) approach. The one-dimensional advection model equation is used for the assessment of the stability region of these schemes when coupled…
In this paper, we propose a distributed computing approach to solving large-scale robust stability problems on the simplex. Our approach is to formulate the robust stability problem as an optimization problem with polynomial variables and…
This paper aims to investigate the distributed stochastic optimization problems on compact embedded submanifolds (in the Euclidean space) for multi-agent network systems. To address the manifold structure, we propose a distributed…
An implicit mass-matrix penalization (IMMP) of Hamiltonian dynamics is proposed, and associated dynamical integrators, as well as sampling Monte-Carlo schemes, are analyzed for systems with multiple time scales. The penalization is based on…
We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…
The Moment/Sum-of-squares hierarchy provides a way to compute the global minimizers of polynomial optimization problems (POP), at the cost of solving a sequence of increasingly large semidefinite programs (SDPs). We consider large-scale…
A second order accurate (in time) numerical scheme is proposed and analyzed for the Poisson-Nernst-Planck equation (PNP) system, reformulated as a non-constant mobility $H^{-1}$ gradient flow in the Energetic Variational Approach (EnVarA).…
Robot design optimization, imitation learning and system identification share a common problem which requires optimization over robot or task parameters at the same time as optimizing the robot motion. To solve these problems, we can use…
We study stochastic optimization from a joint continuous-discrete point of view. Starting from a second-order stochastic differential equation interpreted as a noisy accelerated gradient flow, we discretize the dynamics by a fully implicit…
We analyze two classical algorithms for solving additively composite convex optimization problems where the objective is the sum of a smooth term and a nonsmooth regularizer: proximal stochastic gradient method for a single regularizer; and…
Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…
We introduce the first differentiable approximation of range-partition entropy, a complexity measure from computational geometry that directly bounds algorithmic runtime. Unlike architectural modifications, our method is a complementary…
In this paper, we focus on the relaxed proximal point algorithm (RPPA) for solving convex (possibly nonsmooth) optimization problems. We conduct a comprehensive study on three types of relaxation schedules: (i) constant schedule with…
Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…