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In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

Communication is one of the bottlenecks of distributed optimisation and learning. To overcome this bottleneck, we propose a novel quantization method that transforms a vector into a sample of components' indices drawn from a categorical…

Optimization and Control · Mathematics 2025-01-31 Dmitrii Pasechniuk , Pavel Dvurechensky , César A. Uribe , Alexander Gasnikov

When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…

Optimization and Control · Mathematics 2023-05-01 Antonio Alcántara , Carlos Ruiz

Many problems in power systems involve optimizing a certain objective function subject to power flow equations and engineering constraints. A long-standing challenge in solving them is the nonconvexity of their feasible sets. In this paper,…

Optimization and Control · Mathematics 2023-10-03 Ling Zhang , Daniel Tabas , Baosen Zhang

Deep Neural Networks have achieved remarkable success relying on the developing availability of GPUs and large-scale datasets with increasing network depth and width. However, due to the expensive computation and intensive memory,…

Machine Learning · Computer Science 2020-09-07 E Zhenqian , Gao Weiguo

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

Numerical Analysis · Mathematics 2021-09-09 Mildred Aduamoah , Benjamin D. Goddard , John W. Pearson , Jonna C. Roden

Chance constrained program is computationally intractable due to the existence of chance constraints, which are randomly disturbed and should be satisfied with a probability. This paper proposes a two-layer randomized algorithm to address…

Optimization and Control · Mathematics 2019-11-11 Xun Shen , Jiancang Zhuang , Xingguo Zhang

An iterative optimization approach that simultaneously minimizes the energy and optimizes the Lagrange multipliers enforcing desired constraints is presented. The method is tested on previously established benchmark systems and it is proved…

Computational Physics · Physics 2018-08-15 D. Kidd , A. S. Umar , K. Varga

In this paper we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints, are locally smooth. For solving this problem, we propose a…

Optimization and Control · Mathematics 2024-12-02 Lahcen El Bourkhissi , Ion Necoara

This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…

Numerical Analysis · Mathematics 2021-06-08 Hao Luo , Xiaoping Xie

We have observed a common problem of solving for the marginal covariance of parameters introduced in new observations. This problem arises in several situations, including augmenting parameters to a Kalman filter, and computing weight for…

Signal Processing · Electrical Eng. & Systems 2020-05-12 Jianzhu Huai

In the last decade, various works have used statistics on relations to improve both the theory and practice of conjunctive query execution. Starting with the AGM bound which took advantage of relation sizes, later works incorporated…

Databases · Computer Science 2025-01-13 Kyle Deeds , Timo Camillo Merkl

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

The partially observable constrained optimization problems (POCOPs) impede data-driven optimization techniques since an infeasible solution of POCOPs can provide little information about the objective as well as the constraints. We endeavor…

Machine Learning · Computer Science 2023-12-27 Shengbo Wang , Ke Li

This paper is concerned with backward problem for nonlinear space fractional diffusion with additive noise on the right-hand side and the final value. To regularize the instable solution, we develop some new regularized method for solving…

Analysis of PDEs · Mathematics 2016-12-19 Erkan Nane , Nguyen Huy Tuan

We present a method for handling dose constraints as part of a convex programming framework for inverse treatment planning. Our method uniformly handles mean dose, maximum dose, minimum dose, and dose-volume (i.e., percentile) constraints…

Medical Physics · Physics 2019-03-05 Anqi Fu , Baris Ungun , Lei Xing , Stephen Boyd

Fractional wave equation arises in different type of physical problems such as the vibrating strings, propagation of electro-magnetic waves, and for many other systems. The exact analytical solution of the fractional differential equation…

Analysis of PDEs · Mathematics 2017-12-21 Uttam Ghosh , Md Ramjan Ali , Santanu Raut , Susmita Sarkar , Shantanu Das

In truncated partial-wave analysis, one fits observables that are bilinear in the amplitudes rather than the amplitudes themselves. Truncation is therefore not merely a restriction of the amplitude basis, but of the bilinear interference…

Nuclear Theory · Physics 2026-04-14 A. Švarc

Chance constraints are a valuable tool for the design of safe decisions in uncertain environments; they are used to model satisfaction of a constraint with a target probability. However, because of possible non-convexity and non-smoothness,…

Optimization and Control · Mathematics 2021-03-22 Yassine Laguel , Jérôme Malick , Wim Ackooij

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

Machine Learning · Computer Science 2018-03-02 Alan Mackey , Xiyang Luo , Elad Eban
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