Related papers: Worst-case search in constrained uncertainty space…
The precise tuning required to observe critical phenomena in gravitational collapse poses a challenge for most numerical codes. First, threshold estimation searches may be obstructed by the appearance of coordinate singularities, indicating…
In this paper we focus on the unconstrained binary quadratic optimization model, maximize x^t Qx, x binary, and consider the problem of identifying optimal solutions that are robust with respect to perturbations in the Q matrix.. We are…
We study the optimal lower and upper complexity bounds for finding approximate solutions to the composite problem $\min_x\ f(x)+h(Ax-b)$, where $f$ is smooth and $h$ is convex. Given access to the proximal operator of $h$, for strongly…
Strongly motivated from use in various fields including machine learning, the methodology of sparse optimization has been developed intensively so far. Especially, the recent advance of algorithms for solving problems with nonsmooth…
Finding approximate stationary points, i.e., points where the gradient is approximately zero, of non-convex but smooth objective functions $f$ over unrestricted $d$-dimensional domains is one of the most fundamental problems in classical…
We introduce a general methodology for quantitative model checking and control synthesis with supermartingale certificates. We show that every specification that is invariant to time shifts admits a stochastic invariant that bounds its…
We present a robust synthesis algorithm for uncertain linear time-varying (LTV) systems on finite horizons. The uncertain system is described as an interconnection of a known LTV system and a perturbation. The input-output behavior of the…
Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…
Kernel ridge regression (KRR), also known as the least-squares support vector machine, is a fundamental method for learning functions from finite samples. While most existing analyses focus on the noisy setting with constant-level label…
Machine learning (ML) methods are used in most technical areas such as image recognition, product recommendation, financial analysis, medical diagnosis, and predictive maintenance. An important aspect of implementing ML methods involves…
We develop a novel frequency-based H-infinity control method for a large class of infinite-dimensional Linear-Time-Invariant systems in transfer function form. Major benefits of our approach is that reduction or identification techniques…
We study the singular stochastic optimal control problem with model uncertainty, where the necessary conditions determined by the corresponding maximum principle are trivial. Robust integral form and pointwise second order necessary…
Recently, there has been substantial interest in clustering research that takes a beyond worst-case approach to the analysis of algorithms. The typical idea is to design a clustering algorithm that outputs a near-optimal solution, provided…
Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate $n^{-\alpha/d}$ for smoothness $\alpha$ in dimension $d$. Existing rate-optimal methods often depend…
This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines…
We develop a worst-case evaluation complexity bound for trust-region methods in the presence of unbounded Hessian approximations. We use the algorithm of arXiv:2103.15993v3 as a model, which is designed for nonsmooth regularized problems,…
A trust-region algorithm using inexact function and derivatives values is introduced for solving unconstrained smooth optimization problems. This algorithm uses high-order Taylor models and allows the search of strong approximate minimizers…
The \emph{Dominating $H$-Pattern} problem generalizes the classical $k$-Dominating Set problem: for a fixed \emph{pattern} $H$ and a given graph $G$, the goal is to find an induced subgraph $S$ of $G$ such that (1) $S$ is isomorphic to $H$,…
In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…
In this paper, we propose a novel framework for the synthesis of robust and optimal energy-aware controllers. The framework is based on energy timed automata, allowing for easy expression of timing constraints and variable energy rates. We…