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Inspired by applications in optimal control of semilinear elliptic partial differential equations and physics-integrated imaging, differential equation constrained optimization problems with constituents that are only accessible through…

Optimization and Control · Mathematics 2020-08-26 Guozhi Dong , Michael Hintermueller , Kostas Papafitsoros

Maximizing the precision in estimating parameters in a quantum system subject to instrumentation constraints is cast as a convex optimization problem. We account for prior knowledge about the parameter range by developing a worst-case and…

Quantum Physics · Physics 2008-04-01 Robert L. Kosut

In this paper, we identify partial correlation information structures that allow for simpler reformulations in evaluating the maximum expected value of mixed integer linear programs with random objective coefficients. To this end, assuming…

Optimization and Control · Mathematics 2018-10-25 Divya Padmanabhan , Karthik Natarajan , Karthyek R. A. Murthy

We propose an extended full-waveform inversion formulation that includes general convex constraints on the model. Though the full problem is highly nonconvex, the overarching optimization scheme arrives at geologically plausible results by…

Optimization and Control · Mathematics 2016-08-23 Ernie Esser , Lluis Guasch , Tristan van Leeuwen , Aleksandr Y. Aravkin , Felix J. Herrmann

We study an inverse problem for the fractional wave equation with a potential by the measurement taking on arbitrary subsets of the exterior in the space-time domain. We are interested in the issues of uniqueness and stability estimate in…

Analysis of PDEs · Mathematics 2023-04-06 Pu-Zhao Kow , Yi-Hsuan Lin , Jenn-Nan Wang

We revisit the problem of fair representation learning by proposing Fair Partial Least Squares (PLS) components. PLS is widely used in statistics to efficiently reduce the dimension of the data by providing representation tailored for the…

Machine Learning · Computer Science 2025-02-25 Elena M. De-Diego , Adrián Perez-Suay , Paula Gordaliza , Jean-Michel Loubes

Regularization-based approaches for injecting constraints in Machine Learning (ML) were introduced to improve a predictive model via expert knowledge. We tackle the issue of finding the right balance between the loss (the accuracy of the…

Machine Learning · Computer Science 2020-05-22 Michele Lombardi , Federico Baldo , Andrea Borghesi , Michela Milano

Random projection techniques based on Johnson-Lindenstrauss lemma are used for randomly aggregating the constraints or variables of optimization problems while approximately preserving their optimal values, that leads to smaller-scale…

Optimization and Control · Mathematics 2021-07-13 Terunari Fuji , Pierre-Louis Poirion , Akiko Takeda

We study the problem of minimizing a nonnegative separable concave function over a compact feasible set. We approximate this problem to within a factor of 1+epsilon by a piecewise-linear minimization problem over the same feasible set. Our…

Optimization and Control · Mathematics 2012-01-17 Thomas L. Magnanti , Dan Stratila

We propose a novel algorithm for solving non-convex, nonlinear equality-constrained finite-sum optimization problems. The proposed algorithm incorporates an additional sampling strategy for sample size update into the well-known framework…

Optimization and Control · Mathematics 2025-08-05 Nataša Krejić , Nataša Krklec Jerinkić , Tijana Ostojić , Nemanja Vučićević

The solution of a causal fractionary wave equation in an infinite potential well was obtained. First, the so-called "free particle" case was solved, giving as normalizable solutions a superposition of damped oscillations similar to a wave…

Quantum Physics · Physics 2020-07-15 Luis Fernando Mora Mora

This paper presents a framework for abstracting uncertain or non-polynomial components of dynamical systems using polynomial constraints. This enables the application of polynomial-based analysis tools, such as sum-of-squares programming,…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Neelay Junnarkar , Peter Seiler , Murat Arcak

Factor analysis, a classical multivariate statistical technique is popularly used as a fundamental tool for dimensionality reduction in statistics, econometrics and data science. Estimation is often carried out via the Maximum Likelihood…

Optimization and Control · Mathematics 2018-01-19 Koulik Khamaru , Rahul Mazumder

We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…

Optimization and Control · Mathematics 2025-05-02 Michael Muehlebach , Michael I. Jordan

In this article, we consider the problem of estimating fractional processes based on noisy high-frequency data. Generalizing the idea of pre-averaging to a fractional setting, we exhibit a sequence of consistent estimators for the unknown…

Statistics Theory · Mathematics 2026-01-14 David Chen , Yu Cheng , Carsten Chong , Pierre Gentine , Wangdong Jia , Bryce Monier , Shiyang Shen

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

In information theory, some optimization problems result in convex optimization problems on strictly convex functionals of probability densities. In this note, we study these problems and show conditions of minimizers and the uniqueness of…

Information Theory · Computer Science 2020-03-17 Tomohiro Nishiyama

The aim of this paper is to exhibit a necessary and sufficient condition of optimality for functionals depending on fractional integrals and derivatives, on indefinite integrals and on presence of time delay. We exemplify with one example,…

Classical Analysis and ODEs · Mathematics 2015-12-22 Ricardo Almeida

This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…

Optimization and Control · Mathematics 2026-05-11 Lixin Tang , Xingyu Wang , Liwei Zhang

This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…

Methodology · Statistics 2012-09-05 Jamie Hall , Michael K. Pitt , Robert Kohn