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A digital twin is a surrogate model that has the main feature to mirror the original process behavior. Associating the dynamical process with a digital twin model of reduced complexity has the significant advantage to map the dynamics with…
Primal-Dual Interior-Point methods are capable of solving constrained convex optimization problems to tight tolerances in a fast and robust manner. The derivatives of the primal-dual solution with respect to the problem matrices can be…
In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by noise. A proper data fidelity term (log-likelihood) is introduced to reflect the statistics of the noise (e.g. Gaussian,…
Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…
In many practical applications of constrained optimization, scale and solving time limits make traditional optimization solvers prohibitively slow. Thus, the research question of how to design optimization proxies -- machine learning models…
This paper describes a new online convex optimization method which incorporates a family of candidate dynamical models and establishes novel tracking regret bounds that scale with the comparator's deviation from the best dynamical model in…
Online learning algorithms are fast, memory-efficient, easy to implement, and applicable to many prediction problems, including classification, regression, and ranking. Several online algorithms were proposed in the past few decades, some…
We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…
In the context of linear inverse problems, we propose and study a general iterative regularization method allowing to consider large classes of regularizers and data-fit terms. The algorithm we propose is based on a primal-dual diagonal…
The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…
We present a novel camera path optimization framework for the task of online video stabilization. Typically, a stabilization pipeline consists of three steps: motion estimating, path smoothing, and novel view rendering. Most previous…
We develop a dynamic version of the primal-dual method for optimization problems, and apply it to obtain the following results. (1) For the dynamic set-cover problem, we maintain an $O(f^2)$-approximately optimal solution in $O(f \cdot \log…
This paper derives a discrete dual problem for a prototypical hybrid high-order method for convex minimization problems. The discrete primal and dual problem satisfy a weak convex duality that leads to a priori error estimates with…
We propose a modified primal-dual method for general convex optimization problems with changing constraints. We obtain properties of Lagrangian saddle points for these problems which enable us to establish convergence of the proposed…
Online parameter identification is of importance, e.g., for model predictive control. Since the parameters have to be identified simultaneously to the process of the modeled system, dynamical update laws are used for state and parameter…
Ill-posed inverse problems are fundamental in many domains, ranging from astrophysics to medical imaging. Emerging diffusion models provide a powerful prior for solving these problems. Existing maximum-a-posteriori (MAP) or posterior…
High-velocity streams of high-dimensional data pose significant "big data" analysis challenges across a range of applications and settings. Online learning and online convex programming play a significant role in the rapid recovery of…
This work shows how adaptivity can enhance value realization of digital twins in civil engineering. We focus on adapting the state transition models within digital twins represented through probabilistic graphical models. The bi-directional…
Dynamic positron emission tomography (PET) images can reveal the distribution of tracers in the organism and the dynamic processes involved in biochemical reactions, and it is widely used in clinical practice. Despite the high effectiveness…
Variational regularization of ill-posed inverse problems is based on minimizing the sum of a data fidelity term and a regularization term. The balance between them is tuned using a positive regularization parameter, whose automatic choice…