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This paper deals with stability of a certain class of fractional order linear and nonlinear systems. The stability is investigated in the time domain and the frequency domain. The general stability conditions and several illustrative…

Dynamical Systems · Mathematics 2011-04-08 Ivo Petras

We propose a new way of thinking about one parameter persistence. We believe topological persistence is fundamentally not about decomposition theorems but a central role is played by a choice of metrics. Choosing a pseudometric between…

Algebraic Topology · Mathematics 2020-02-07 Wojciech Chachólski , Henri Riihimäki

Standard stochastic optimization methods are brittle, sensitive to stepsize choices and other algorithmic parameters, and they exhibit instability outside of well-behaved families of objectives. To address these challenges, we investigate…

Optimization and Control · Mathematics 2022-06-08 Hilal Asi , John C. Duchi

Local solutions for variational and quasi-variational inequalities are usually the best type of solutions that could practically be obtained when in case of lack of convexity or else when available numerical techniques are too limited for…

Optimization and Control · Mathematics 2024-05-16 Didier Aussel , Parin Chaipunya

Recently, many regularized procedures have been proposed for variable selection in linear regression, but their performance depends on the tuning parameter selection. Here a criterion for the tuning parameter selection is proposed, which…

Methodology · Statistics 2013-01-31 Yixin Fang , Junhui Wang , Wei Sun

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…

Optimization and Control · Mathematics 2021-11-01 Ashkan Mohammadi , Boris Mordukhovich

Stabilization is a key dependability property for dealing with unanticipated transient faults, as it guarantees that even in the presence of such faults, the system will recover to states where it satisfies its specification. One of the…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-06-12 Vidhya Tekken Valapil , Sandeep S. Kulkarni

For a sequence of dynamic optimization problems, we aim at discussing a notion of consistency over time. This notion can be informally introduced as follows. At the very first time step $t_0$, the decision maker formulates an optimization…

Optimization and Control · Mathematics 2010-05-21 Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen , Michel De Lara , Pierre Girardeau

This paper studies regularity properties of optimization-based controllers, which are obtained by solving optimization problems where the parameter is the system state and the optimization variable is the input to the system. Under a wide…

Optimization and Control · Mathematics 2024-08-08 Pol Mestres , Ahmed Allibhoy , Jorge Cortés

We study the complexity of central controller synthesis problems for finite-state Markov decision processes, where the objective is to optimize both the expected mean-payoff performance of the system and its stability. We argue that the…

Systems and Control · Computer Science 2013-05-20 Tomáš Brázdil , Krishnendu Chatterjee , Vojtěch Forejt , Antonín Kučera

Causality and stability are fundamental requirements for the differential equations describing predictable relativistic many-body systems. In this work, we investigate the stability and causality criteria in linear mode analysis. We discuss…

High Energy Physics - Theory · Physics 2024-02-22 Dong-Lin Wang , Shi Pu

We study the notion of robustness in stable matching problems. We first define robustness by introducing (a,b)-supermatches. An $(a,b)$-supermatch is a stable matching in which if $a$ pairs break up it is possible to find another stable…

Artificial Intelligence · Computer Science 2017-10-30 Begum Genc , Mohamed Siala , Barry O'Sullivan , Gilles Simonin

The article addresses a long-standing open problem on the justification of using variational Bayes methods for parameter estimation. We provide general conditions for obtaining optimal risk bounds for point estimates acquired from…

Statistics Theory · Mathematics 2017-12-27 Debdeep Pati , Anirban Bhattacharya , Yun Yang

Classical conditions for ensuring the robust stability of a linear system in feedback with a sector-bounded nonlinearity include small gain, circle, passivity, and conicity theorems. In this work, we present a similar stability condition,…

Optimization and Control · Mathematics 2019-09-18 Saman Cyrus , Laurent Lessard

We consider the stability of Robust Optimization problems with respect to perturbations in their uncertainty sets. We focus on Linear Optimization problems, including those with a possibly infinite number of constraints, also known as…

Optimization and Control · Mathematics 2015-09-23 Timothy C. Y. Chan , Philip Allen Mar

This article concerns the stability of a model for mass-spring systems with positive damping and negative stiness. It is well known that when the coefficients are frozen in time the system is unstable. Here we find conditions on the…

Classical Analysis and ODEs · Mathematics 2007-06-01 Julio G. Dix , Cesar A. Terrero-Escalante

This paper is devoted to the study of tilt stability in finite dimensional optimization via the approach of using the subgradient graphical derivative. We establish a new characterization of tilt-stable local minimizers for a broad class of…

Optimization and Control · Mathematics 2017-05-30 Nguyen Huy Chieu , Le Van Hien , Tran T. A. Nghia

An important issue in additive manufacturing is the reliability and reproducibility of parts. One major problem in achieving this are uncontrolled local variations in the obtained material properties which arise in the complex manufacturing…

Optimization and Control · Mathematics 2017-07-18 Jannis Greifenstein , Michael Stingl

In this paper we extend the stability results of [4]}. Our utility maximization problem is defined as an essential supremum of conditional expectations of the terminal values of wealth processes, conditioned on the filtration at the…

Portfolio Management · Quantitative Finance 2011-03-28 Erhan Bayraktar , Ross Kravitz
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