Related papers: On solving infinite-dimensional Toeplitz Block LMI…
This paper is concerned with the thermoelastic obstacle scattering problem in three dimensions. A uniaxial perfectly matched layer (PML) method is firstly introduced to truncate the unbounded scattering problem, leading to a truncated PML…
Consider the scattering of a time-harmonic acoustic incident wave by a bounded, penetrable, and isotropic elastic solid, which is immersed in a homogeneous compressible air or fluid. The paper concerns the numerical solution for such an…
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By…
Learned iterative shrinkage thresholding algorithm (LISTA), which adopts deep learning techniques to learn optimal algorithm parameters from labeled training data, can be successfully applied to small-scale multidimensional harmonic…
Abstracting neural networks with constraints they impose on their inputs and outputs can be very useful in the analysis of neural network classifiers and to derive optimization-based algorithms for certification of stability and robustness…
This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the…
Lossless Convexification (LCvx) is a modeling approach that transforms a class of nonconvex optimal control problems, where nonconvexity primarily arises from control constraints, into convex problems through convex relaxations. These…
In this paper, we mainly study tilt stability and Lipschitz stability of convex optimization problems. Our characterizations are geometric and fully computable in many important cases. As a result, we apply our theory to the group Lasso…
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 note is devoted to inverse spectral problems for canonical Hamiltonian systems on the half-line. An approach to inverse spectral problems based on the use of truncated Toeplitz operators has been especially effective in the case when…
A Riemannian gradient descent algorithm and a truncated variant are presented to solve systems of phaseless equations $|Ax|^2=y$. The algorithms are developed by exploiting the inherent low rank structure of the problem based on the…
We consider the hydrodynamics of an incompressible fluid on a 2D periodic domain. There exists a family of stationary solutions with vorticity given by $\Omega^*=\alpha\cos (\mathbf{p} \cdot \mathbf{x} )+\beta \sin (\mathbf{p} \cdot…
We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite…
We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…
The Truncated Nonsmooth Newton Multigrid (TNNMG) method is a robust and efficient solution method for a wide range of block-separable convex minimization problems, typically stemming from discretizations of nonlinear and nonsmooth partial…
The inverse Toeplitz eigenvalue problem (ToIEP) concerns finding a vector that specifies the real-valued symmetric Toeplitz matrix with the prescribed set of eigenvalues. Since phase "calibration" errors in uniform linear antenna arrays…
This paper presents a convex optimization-based solution to the design of state-feedback controllers for solving the linear quadratic regulator (LQR) problem of uncertain discrete-time systems with multiplicative noise. To synthesize a…
We study a signature-driven numerical scheme to solve multi-dimensional linear-quadratic (LQ) stochastic control problems. Using that linear signature functionals are dense in the natural class of admissible controls, we show that our…
The rational covariance extension problem to determine a rational spectral density given a finite number of covariance lags can be seen as a matrix completion problem to construct an infinite-dimensional positive-definite Toeplitz matrix…
This paper investigates the robust stability and stabilization analysis of interval fractional-order systems with time-varying delay. The stability problem of such systems is solved first, and then using the proposed results a stabilization…