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In this paper, we develop an efficient decoder via the proximal alternating direction method of multipliers (proximal-ADMM) technique for nonbinary linear block codes in the Galois field. Its main contents are as follows: first, exploiting…
Approximate Bayesian computation (ABC) is the most popular approach to inferring parameters in the case where the data model is specified in the form of a simulator. It is not possible to directly implement standard Monte Carlo methods for…
The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…
Proximal methods such as the Alternating Direction Method of Multipliers (ADMM) are effective at solving constrained quadratic programs (QPs). To tackle infeasible QPs, slack variables are often introduced to ensure feasibility, which…
Embedding randomization procedures in the Alternating Direction Method of Multipliers (ADMM) has recently attracted an increasing amount of interest as a remedy to the fact that the direct multi-block generalization of ADMM is not…
In this paper we apply an augmented Lagrange method to a class of semilinear elliptic optimal control problems with pointwise state constraints. We show strong convergence of subsequences of the primal variables to a local solution of the…
This paper presents a novel approach for distributed model predictive control (MPC) for piecewise affine (PWA) systems. Existing approaches rely on solving mixed-integer optimization problems, requiring significant computation power or…
MPC is widely used in real-time applications, but practical implementations are typically restricted to convex QP formulations to ensure fast and certified execution. Koopman-based MPC enables QP-based control of nonlinear systems by…
Recently, minimax optimization received renewed focus due to modern applications in machine learning, robust optimization, and reinforcement learning. The scale of these applications naturally leads to the use of first-order methods.…
To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…
Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…
This paper proposes a dual Riemannian alternating direction method of multipliers (ADMM) for solving low-rank semidefinite programs with unit diagonal constraints. We recast the ADMM subproblem as a Riemannian optimization problem over the…
Collaborative transportation of heavy payloads via loco-manipulation is a challenging yet essential capability for legged robots operating in complex, unstructured environments. Centralized planning methods, e.g., holistic trajectory…
We introduce a twice differentiable augmented Lagrangian for nonlinear optimization with general inequality constraints and show that a strict local minimizer of the original problem is an approximate strict local solution of the augmented…
This work is concerned with the optimization of nonconvex, nonsmooth composite optimization problems, whose objective is a composition of a nonlinear mapping and a nonsmooth nonconvex function, that can be written as an infimal convolution…
We present an algorithm based on the alternating direction method of multipliers (ADMM) for solving nonlinear matrix decompositions (NMD). Given an input matrix $X \in \mathbb{R}^{m \times n}$ and a factorization rank $r \ll \min(m, n)$,…
Motion planning for manipulators under task space constraints is difficult as it constrains the joint configurations to always lie on an implicitly defined manifold. It is possible to view task constrained motion planning as an optimization…
We introduce a general framework for estimation of inverse covariance, or precision, matrices from heterogeneous populations. The proposed framework uses a Laplacian shrinkage penalty to encourage similarity among estimates from disparate,…
This paper focuses on distributed learning-based control of decentralized multi-agent systems where the agents' dynamics are modeled by Gaussian Processes (GPs). Two fundamental problems are considered: the optimal design of experiment for…
In this paper, we propose a novel solution for non-convex problems of multiple variables, especially for those typically solved by an alternating minimization (AM) strategy that splits the original optimization problem into a set of…