Related papers: KLAP: KYP lemma based low-rank approximation for $…
This paper proposes a simple yet highly accurate prediction-correction algorithm, SHARP, for unconstrained time-varying optimization problems. Its prediction is based on an extrapolation derived from the Lagrange interpolation of past…
In this paper, we develop a Topological Approximate Dynamic Programming (TADP) method for planningin stochastic systems modeled as Markov Decision Processesto maximize the probability of satisfying high-level systemspecifications expressed…
We study mean-field variational Bayesian inference using the TAP approach, for Z2-synchronization as a prototypical example of a high-dimensional Bayesian model. We show that for any signal strength $\lambda > 1$ (the weak-recovery…
As a variant of the routing and wavelength assignment problem (RWAP), the RWAP with partial path protection (RWAP-PPP) designs a reliable optical-fiber network for telecommunications. It assigns paths and wavelengths to meet communication…
We propose and analyze a new dynamical system with a closed-loop control law in a Hilbert space $\mathcal{H}$, aiming to shed light on the acceleration phenomenon for \textit{monotone inclusion} problems, which unifies a broad class of…
We propose a new algorithm for an adaptive optics system control law, based on the Linear Quadratic Gaussian approach and a Kalman Filter adaptation with localizations. It allows to handle non-stationary behaviors, to obtain performance…
In this paper, a novel nonlinear precoding (NLP) technique, namely constellation-oriented perturbation (COP), is proposed to tackle the scalability problem inherent in conventional NLP techniques. The basic concept of COP is to apply vector…
Designing optimal controllers for nonlinear dynamical systems often relies on reinforcement learning and adaptive dynamic programming (ADP) to approximate solutions of the Hamilton Jacobi Bellman (HJB) equation. However, these methods…
We consider the problem of minimizing the sum of a smooth function and a composition of a zero-one loss function with a linear operator, namely zero-one composite optimization problem (0/1-COP). It is a versatile model including the support…
Early stopping of iterative algorithms is an algorithmic regularization method to avoid over-fitting in estimation and classification. In this paper, we show that early stopping can also be applied to obtain the minimax optimal testing in a…
A regularized minimization model with $l_1$-norm penalty (RP) is introduced for training the autoencoders that belong to a class of two-layer neural networks. We show that the RP can act as an exact penalty model which shares the same…
We introduce a framework for approximate dynamic programming that we apply to discrete time chains on $\mathbb{Z}_+^d$ with countable action sets. Our approach is grounded in the approximation of the (controlled) chain's generator by that…
Quantum linear system solvers typically realize the inverse map as a polynomial transformation of the spectrum, so their practical cost hinges on implementing this transformation at a low polynomial degree. We introduce constrained optimal…
This paper focuses on radar waveform optimization for minimizing the Cram\'er-Rao bound (CRB) in a multiple-input multiple-output (MIMO) radar system. In contrast to conventional approaches relying on semi-definite programming (SDP) and…
In this paper, we study the problem of optimal multi-robot path planning (MPP) on graphs. We propose two multiflow based integer linear programming (ILP) models that computes minimum last arrival time and minimum total distance solutions…
The numerical realization of the dynamic programming principle for continuous-time optimal control leads to nonlinear Hamilton-Jacobi-Bellman equations which require the minimization of a nonlinear mapping over the set of admissible…
This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…
One of the most important open problems in machine scheduling is the problem of scheduling a set of jobs on unrelated machines to minimize the makespan. The best known approximation algorithm for this problem guarantees an approximation…
This paper describes a data-driven framework for approximate global optimization in which precomputed solutions to a sample of problems are retrieved and adapted during online use to solve novel problems. This approach has promise for…
As online music consumption increasingly shifts towards playlist-based listening, the task of playlist continuation, in which an algorithm suggests songs to extend a playlist in a personalized and musically cohesive manner, has become vital…