Related papers: Sensitivity analysis for parametric nonlinear prog…
We present two analytical formulae for estimating the sensitivity -- namely, the gradient or Jacobian -- at given realizations of an arbitrary-dimensional random vector with respect to its distributional parameters. The first formula…
The goal of this paper is to provide a simple approach to perform local sensitivity analysis using Physics-informed neural networks (PINN). The main idea lies in adding a new term in the loss function that regularizes the solution in a…
Spingarn's method of partial inverses has found many applications in nonlinear analysis and in optimization. We show that it can be employed to solve composite monotone inclusions in duality, thus opening a new range of applications for the…
We present a novel approach to construction of a formal semantics for a programming language. Our approach, using a parametric denotational semantics, allows the semantics to be easily extended to support new language features, and…
Employing the ideas of non-linear preconditioning and testing of the classical proximal point method, we formalise common arguments in convergence rate and convergence proofs of optimisation methods to the verification of a simple…
In this paper, we study the local linear convergence properties of a versatile class of Primal-Dual splitting methods for minimizing composite non-smooth convex optimization problems. Under the assumption that the non-smooth components of…
This tutorial serves as an introduction to recently developed non-asymptotic methods in the theory of -- mainly linear -- system identification. We emphasize tools we deem particularly useful for a range of problems in this domain, such as…
We consider a primal-dual algorithm for minimizing $f(x)+h\square l(Ax)$ with Fr\'echet differentiable $f$ and $l^*$. This primal-dual algorithm has two names in literature: Primal-Dual Fixed-Point algorithm based on the Proximity Operator…
Experimental designs based on the classical D-optimal criterion minimize the volume of the linear-approximation inference regions for the parameters using local sensitivity coefficients. For nonlinear models, these designs can be unreliable…
This paper describes the design process for developing a nonlinear model predictive controller for fault tolerant flight control. After examining and implementing a number of numerical techniques, this paper identifies pseudospectral…
Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…
In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…
There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…
Motivated by risk assessment of coastal flooding, we consider time-consuming simulators with a spatial output. The aim is to perform sensitivity analysis (SA), quantifying the influence of input parameters on the output. There are three…
We propose a new method for linear second-order cone programs. It is based on the sequential quadratic programming framework for nonlinear programming. In contrast to interior point methods, it can capitalize on the warm-start capabilities…
Many analyses in particle and nuclear physics use simulations to infer fundamental, effective, or phenomenological parameters of the underlying physics models. When the inference is performed with unfolded cross sections, the observables…
In this paper we provide a detailed analysis of the iteration complexity of dual first order methods for solving conic convex problems. When it is difficult to project on the primal feasible set described by convex constraints, we use the…
We study infeasible-start primal-dual interior-point methods for convex optimization problems given in a typically natural form we denote as Domain-Driven formulation. Our algorithms extend many advantages of primal-dual interior-point…
This paper is aimed to prove the strong duality theorem for continuous-time linear programming problems in which the coefficients are assumed to be piecewise continuous functions. The previous paper proved the strong duality theorem for the…
Fairness metrics are a core tool in the fair machine learning literature (FairML), used to determine that ML models are, in some sense, "fair". Real-world data, however, are typically plagued by various measurement biases and other violated…