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With the development of deep learning, Dynamic Portfolio Optimization (DPO) problem has received a lot of attention in recent years, not only in the field of finance but also in the field of deep learning. Some advanced research in recent…

Computational Engineering, Finance, and Science · Computer Science 2025-01-16 Runsheng Lin , Zihan Xing , Mingze Ma , Raymond S. T. Lee

This paper presents a new method for reconstructing regions of interest (ROI) from a limited number of computed tomography (CT) measurements. Classical model-based iterative reconstruction methods lead to images with predictable features.…

Image and Video Processing · Electrical Eng. & Systems 2023-05-18 Marion Savanier , Emilie Chouzenoux , Jean-Christophe Pesquet , Cyril Riddell

Effective network slicing requires an infrastructure/network provider to deal with the uncertain demand and real-time dynamics of network resource requests. Another challenge is the combinatorial optimization of numerous resources, e.g.,…

Networking and Internet Architecture · Computer Science 2019-02-27 Nguyen Van Huynh , Dinh Thai Hoang , Diep N. Nguyen , Eryk Dutkiewicz

A novel algorithm to solve the quadratic programming problem over ellipsoids is proposed. This is achieved by splitting the problem into two optimisation sub-problems, quadratic programming over a sphere and orthogonal projection. Next, an…

Optimization and Control · Mathematics 2017-11-15 Anh-Huy Phan , Masao Yamagishi , Danilo Mandic , Andrzej Cichocki

In cellular-connected unmanned aerial vehicle (UAV) network, a minimization problem on the weighted sum of time cost and expected outage duration is considered. Taking advantage of UAV's adjustable mobility, an intelligent UAV navigation…

Signal Processing · Electrical Eng. & Systems 2021-09-20 Yuanjian Li , A. Hamid Aghvami , Daoyi Dong

In experimental High-Energy Physics, unfolding refers to the problem of estimating the underlying distribution of a physical observable from detector-level data, in the presence of statistical fluctuations and systematic uncertainties.…

Quantum Physics · Physics 2026-05-13 Simone Gasperini , Gianluca Bianco , Marco Lorusso , Carla Rieger , Michele Grossi

Unit commitment (UC) optimizes the start-up and shutdown schedules of generating units to meet load demand while minimizing costs. However, the increasing integration of renewable energy introduces uncertainties for real-time scheduling.…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Xiang Wei , Ziqing Zhu , Linghua Zhu , Ze Hu , Xian Zhang , Guibin Wang , Siqi Bu , Ka Wing Chan

This study explores the combination of automated machine learning (AutoML) with model-based deep unfolding (DU) for optimizing wireless beamforming and waveforms. We convert the iterative proximal gradient descent (PGD) algorithm into a…

Machine Learning · Computer Science 2026-04-23 Ahmet Kaplan

In recent years, large amounts of electronic health records (EHRs) concerning chronic diseases have been collected to facilitate medical diagnosis. Modeling the dynamic properties of EHRs related to chronic diseases can be efficiently done…

Machine Learning · Computer Science 2025-02-18 Di Wang , Yao Wang , Shao-Bo Lin

Quadratic programming (QP) underpins real-time robotics by enabling efficient, constrained optimization in state estimation, motion planning, and control. In legged locomotion and manipulation, essential modules like inverse dynamics, Model…

Robotics · Computer Science 2025-12-15 Van Nam Dinh

We study the expressibility and learnability of convex optimization solution functions and their multi-layer architectural extension. The main results are: \emph{(1)} the class of solution functions of linear programming (LP) and quadratic…

Machine Learning · Computer Science 2022-12-05 Ming Jin , Vanshaj Khattar , Harshal Kaushik , Bilgehan Sel , Ruoxi Jia

The practical realization of quantum programs that require large-scale qubit systems is hindered by current technological limitations. Distributed Quantum Computing (DQC) presents a viable path to scalability by interconnecting multiple…

Double Reinforcement Learning (DRL) enables efficient inference for policy values in nonparametric Markov decision processes (MDPs), but existing methods face two major obstacles: (1) they require stringent intertemporal overlap conditions…

Machine Learning · Statistics 2025-11-14 Lars van der Laan , David Hubbard , Allen Tran , Nathan Kallus , Aurélien Bibaut

Factorizing large matrices by QR with column pivoting (QRCP) is substantially more expensive than QR without pivoting, owing to communication costs required for pivoting decisions. In contrast, randomized QRCP (RQRCP) algorithms have proven…

Numerical Analysis · Mathematics 2018-04-17 Jianwei Xiao , Ming Gu , Julien Langou

Although the performance of popular optimization algorithms such as Douglas-Rachford splitting (DRS) and the ADMM is satisfactory in small and well-scaled problems, ill conditioning and problem size pose a severe obstacle to their reliable…

Optimization and Control · Mathematics 2024-04-17 Andreas Themelis , Lorenzo Stella , Panagiotis Patrinos

In this work we propose a new paradigm for designing efficient deep unrolling networks using operator sketching. The deep unrolling networks are currently the state-of-the-art solutions for imaging inverse problems. However, for…

Computer Vision and Pattern Recognition · Computer Science 2022-06-07 Junqi Tang , Subhadip Mukherjee , Carola-Bibiane Schönlieb

In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugate gradient method, an efficient algorithm is proposed to solve QCQP that exploits the…

Optimization and Control · Mathematics 2018-07-17 Akram Taati , Maziar Salahi

Many computer vision problems can be formulated as binary quadratic programs (BQPs). Two classic relaxation methods are widely used for solving BQPs, namely, spectral methods and semidefinite programming (SDP), each with their own…

Computer Vision and Pattern Recognition · Computer Science 2016-11-18 Peng Wang , Chunhua Shen , Anton van den Hengel

In this paper, we investigate a special class of quadratic-constrained quadratic programming (QCQP) with semi-definite constraints. Traditionally, since such a problem is non-convex and N-hard, the neural network (NN) is regarded as a…

Machine Learning · Computer Science 2024-07-10 Xiucheng Wang , Qi Qiu , Nan Cheng

This work presents a new three-operator splitting method to handle monotone inclusion and convex optimization problems. The proposed splitting serves as another natural extension of the Douglas-Rachford splitting technique to problems…

Optimization and Control · Mathematics 2025-10-03 Anshika Anshika , Jiaxing Li , Debdas Ghosh , Xiangxiong Zhang
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