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This paper is concerned with the computing efficiency of model predictive control (MPC) problems for dynamical systems with both rate and amplitude constraints on the inputs. Instead of augmenting the decision variables of the underlying…

Optimization and Control · Mathematics 2020-03-13 Idris Kempf , Paul Goulart , Stephen Duncan

The alternating direction method of multipliers (ADMM) is a flexible method to solve a large class of convex minimization problems. Particular features are its unconditional convergence with respect to the involved step size and its direct…

Numerical Analysis · Mathematics 2017-04-21 Sören Bartels , Marijo Milicevic

Multiple time scale molecular dynamics enhances computational efficiency by updating slow motions less frequently than fast motions. However, in practice the largest outer time step possible is limited not by the physical forces but by…

Statistical Mechanics · Physics 2011-01-13 Joseph A. Morrone , Thomas E. Markland , Michele Ceriotti , B. J. Berne

Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…

Optimization and Control · Mathematics 2024-09-13 Sihan Zeng , Thinh T. Doan

The selective fixed-filter active noise control (SFANC) method selecting the best pre-trained control filters for various types of noise can achieve a fast response time. However, it may lead to large steady-state errors due to inaccurate…

Systems and Control · Electrical Eng. & Systems 2023-03-13 Zhengding Luo , Dongyuan Shi , Woon-Seng Gan

Variance-reduced gradient estimators for policy gradient methods have been one of the main focus of research in the reinforcement learning in recent years as they allow acceleration of the estimation process. We propose a variance-reduced…

Machine Learning · Computer Science 2023-11-28 Saber Salehkaleybar , Sadegh Khorasani , Negar Kiyavash , Niao He , Patrick Thiran

A Newton-type active set algorithm for large-scale minimization subject to polyhedral constraints is proposed. The algorithm consists of a gradient projection step, a second-order Newton-type step in the null space of the constraint matrix,…

Optimization and Control · Mathematics 2021-01-12 William W. Hager , Davoud Ataee Tarzanagh

In decentralized active noise control (ANC) systems, crosstalk between multichannel secondary sources and error microphones significantly degrades control accuracy. Moreover, prefiltering reference signals in filtered-x (Fx) type algorithms…

Systems and Control · Electrical Eng. & Systems 2025-11-06 Yijing Chu , Qinxuan Xiang , Sipei Zhao , Ming Wu , Y. Zhao , Guangzheng Yu

We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achieves the optimal…

Optimization and Control · Mathematics 2019-10-29 Necdet Serhat Aybat , Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar

Quantum noise in a model of singly resonant frequency doubling including phase mismatch and driving in the harmonic mode is analyzed. The general formulae about the fixed points and their stability as well as the squeezing spectra…

Quantum Physics · Physics 2007-05-23 C. Cabrillo , J. L. Roldan , P. Garcia-Fernandez

We consider an unconstrained problem of minimizing a smooth convex function which is only available through noisy observations of its values, the noise consisting of two parts. Similar to stochastic optimization problems, the first part is…

Optimization and Control · Mathematics 2020-09-22 Eduard Gorbunov , Pavel Dvurechensky , Alexander Gasnikov

Filtered-X LMS (FxLMS) is commonly used for active noise control (ANC), wherein the soundfield is minimized at a desired location. Given prior knowledge of the spatial region of the noise or control sources, we could improve FxLMS by…

Machine Learning · Computer Science 2026-02-25 Kanad Sarkar , Austin Lu , Manan Mittal , Yongjie Zhuang , Ryan Corey , Andrew Singer

Research in traditional Active Noise Control(ANC) often abstracts acoustic channels with band-limited filter coefficients. This is a limitation in exploring structural and positional aspects of ANC. As a solution to this, we propose the use…

Sound · Computer Science 2018-02-28 C. K. Sajil , C. L. Biji , S. Nair Achuthsankar

We present a generalization of Nesterov's accelerated gradient descent algorithm. Our algorithm (AGNES) provably achieves acceleration for smooth convex and strongly convex minimization tasks with noisy gradient estimates if the noise…

Machine Learning · Statistics 2024-11-04 Kanan Gupta , Jonathan W. Siegel , Stephan Wojtowytsch

We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient (AG) methods for minimizing strongly convex functions when…

Optimization and Control · Mathematics 2019-11-07 Necdet Serhat Aybat , Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar

By assigning the massive computing tasks of the traditional multichannel active noise control (MCANC) system to several distributed control nodes, distributed multichannel active noise control (DMCANC) techniques have become effective…

Audio and Speech Processing · Electrical Eng. & Systems 2023-03-16 Junwei Ji , Dongyuan Shi , Zhengding Luo , Xiaoyi Shen , Woon-Seng Gan

Accelerated algorithms have broad applications in large-scale optimization, due to their generality and fast convergence. However, their stability in the practical setting of noise-corrupted gradient oracles is not well-understood. This…

Optimization and Control · Mathematics 2018-08-01 Michael B. Cohen , Jelena Diakonikolas , Lorenzo Orecchia

A two-step enhancement method based on spectral subtraction and phase spectrum compensation is presented in this paper for noisy speeches in adverse environments involving non-stationary noise and medium to low levels of SNR. The magnitude…

Audio and Speech Processing · Electrical Eng. & Systems 2018-03-02 Md Tauhidul Islam , Asaduzzaman , Celia Shahnaz , Wei-Ping Zhu , M. Omair Ahmad

Spatially selective active noise control (ANC) hearables are designed to reduce unwanted noise from certain directions while preserving desired sounds from other directions. In previous studies, the target signal has been defined either as…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-17 Tong Xiao , Simon Doclo

We propose a continuous-time scheme for large-scale optimization that introduces individual, adaptive momentum coefficients regulated by the kinetic energy of each model parameter. This approach automatically adjusts to local landscape…

Machine Learning · Computer Science 2026-02-03 Aikaterini Karoni , Rajit Rajpal , Benedict Leimkuhler , Gabriel Stoltz