Related papers: DRP scheme optimization
The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…
This paper is concerned with the problem of exact MAP inference in general higher-order graphical models by means of a traditional linear programming relaxation approach. In fact, the proof that we have developed in this paper is a rather…
Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…
In this paper, a reduced-rank scheme with joint iterative optimization is presented for direction of arrival estimation. A rank-reduction matrix and an auxiliary reduced-rank parameter vector are jointly optimized to calculate the output…
Several machine learning applications involve the optimization of higher-order derivatives (e.g., gradients of gradients) during training, which can be expensive in respect to memory and computation even with automatic differentiation. As a…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…
Recent advances in Rate-Distortion-Perception (RDP) theory highlight the importance of balancing compression level, reconstruction quality, and perceptual fidelity. While previous work has explored numerical approaches to approximate the…
Residual minimization is a widely used technique for solving Partial Differential Equations in variational form. It minimizes the dual norm of the residual, which naturally yields a saddle-point (min-max) problem over the so-called trial…
A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. A lot of recent effort has been devoted to developing…
A novel matrix approximation problem is considered herein: observations based on a few fully sampled columns and quasi-polynomial structural side information are exploited. The framework is motivated by quantum chemistry problems wherein…
Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…
This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…
We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…
Dynamic programming (DP) is an algorithmic design paradigm for the efficient, exact solution of otherwise intractable, combinatorial problems. However, DP algorithm design is often presented in an ad-hoc manner. It is sometimes difficult to…
We develop the method of stochastic modified equations (SME), in which stochastic gradient algorithms are approximated in the weak sense by continuous-time stochastic differential equations. We exploit the continuous formulation together…
In this paper we make a first attempt at understanding how to build an optimal approximate normal factor analysis model. The criterion we have chosen to evaluate the distance between different models is the I-divergence between the…
Optimization is finding the best solution, which mathematically amounts to locating the global minimum of some cost function. Optimization is traditionally automated with digital or quantum computers, each having their limitations and none…
The arrival of small-scale distributed energy generation in the future smart grid has led to the emergence of so-called prosumers, who can both consume as well as produce energy. By using local generation from renewable energy resources,…
We apply symmetry and invariance methods to analyse systems of difference equations. Non trivial symmetries are derived and their exact solutions obtained.
A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…