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We give a new fast method for evaluating sprectral approximations of nonlinear polynomial functionals. We prove that the new algorithm is convergent if the functions considered are smooth enough, under a general assumption on the spectral…

数值分析 · 数学 2012-07-17 Erwan Faou , Fabio Nobile , Christophe Vuillot

multiplication operator on a Hilbert space may be approximated with finite sections by choosing an orthonormal basis of the Hilbert space. Nonzero multiplication operators on $L^2$ spaces of functions are never compact and then such…

数值分析 · 数学 2007-05-23 Stefano Serra Capizzano

A sum-of-squares is a polynomial that can be expressed as a sum of squares of other polynomials. Determining if a sum-of-squares decomposition exists for a given polynomial is equivalent to a linear matrix inequality feasibility problem.…

最优化与控制 · 数学 2013-03-07 Peter Seiler , Qian Zheng , Gary Balas

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

最优化与控制 · 数学 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

This paper proposes lower bounds on a quantity called $L^p$-norm joint spectral radius, or in short, $p$-radius, of a finite set of matrices. Despite its wide range of applications to, for example, stability analysis of switched linear…

最优化与控制 · 数学 2016-11-04 Masaki Ogura , Victor M. Preciado , Raphaël Jungers

We introduce a convergent hierarchy of lower bounds on the minimum value of a real form over the unit sphere. The main practical advantage of our hierarchy over the real sum-of-squares (RSOS) hierarchy is that the lower bound at each level…

最优化与控制 · 数学 2025-07-15 Benjamin Lovitz , Nathaniel Johnston

The famous Gelfand formula $\rho(A)= \limsup_{n\to\infty}\|A^{n}\|^{1/n}$ for the spectral radius of a matrix is of great importance in various mathematical constructions. Unfortunately, the range of applicability of this formula is…

环与代数 · 数学 2009-09-13 Victor Kozyakin

In this paper, we develop an approach to recursively estimate the quadratic risk for matrix recovery problems regularized with spectral functions. Toward this end, in the spirit of the SURE theory, a key step is to compute the (weak)…

最优化与控制 · 数学 2012-11-07 Charles-Alban Deledalle , Samuel Vaiter , Gabriel Peyré , Jalal Fadili , Charles Dossal

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

最优化与控制 · 数学 2019-01-25 Ching-pei Lee , Stephen J. Wright

Generalized Fourier series with orthogonal polynomial bases have useful applications in several fields, including differential equations, pattern recognition, and image and signal processing. However, computing the generalized Fourier…

数值分析 · 数学 2015-02-09 Ashley Prater

Numerous interesting properties in nonlinear systems analysis can be written as polynomial optimization problems with nonconvex sum-of-squares problems. To solve those problems efficiently, we propose a sequential approach of local…

最优化与控制 · 数学 2023-10-03 Torbjørn Cunis , Benoît Legat

Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…

机器学习 · 统计学 2024-12-17 Ziyuan Chen , Fang Yao

Photoacoustic computed tomography (PACT) is a non-invasive imaging modality, similar to ultrasound, with wide-ranging medical applications. Conventional PACT images are degraded by wavefront distortion caused by the heterogeneous speed of…

图像与视频处理 · 电气工程与系统科学 2025-08-05 Tianao Li , Manxiu Cui , Cheng Ma , Emma Alexander

In theory, hierarchies of semidefinite programming (SDP) relaxations based on sum of squares (SOS) polynomials have been shown to provide arbitrarily close approximations for a general polynomial optimization problem (POP). However, due to…

最优化与控制 · 数学 2018-12-31 Xiaolong Kuang , Bissan Ghaddar , Joe Naoum-Sawaya , Luis F. Zuluaga

Appropriate estimation of Region of Attraction for a nonlinear dynamical system plays a key role in system analysis and control design. Sum-of-Squares optimization is a powerful tool enabling Region of Attraction estimation for polynomial…

系统与控制 · 电气工程与系统科学 2023-05-22 Bhaskar Biswas , Dmitry Ignatyev , Argyrios Zolotas , Antonios Tsourdos

We consider the Subset Sum Ratio Problem ($SSR$), in which given a set of integers the goal is to find two subsets such that the ratio of their sums is as close to~1 as possible, and introduce a family of variations that capture additional…

数据结构与算法 · 计算机科学 2020-03-17 Nikolaos Melissinos , Aris Pagourtzis , Theofilos Triommatis

The moment-sum of squares hierarchy by Lasserre has become an established technique for solving polynomial optimization problems. It provides a monotonically increasing series of tight bounds, but has well-known scalability limitations. For…

最优化与控制 · 数学 2024-02-09 Daria Shaydurova , Volker Kaibel , Sebastian Sager

Measuring scattered light is central to many laser-based gas diagnostic techniques, e.g., coherent anti-Stokes Raman spectroscopy (CARS) and filtered Rayleigh scattering (FRS). To produce quantitative measurements with such techniques, a…

计算物理 · 物理学 2020-05-18 Gregory J. Hunt , Cody R. Ground , Robin L. Hunt

In many applications it is important to understand the sensitivity of eigenvalues of a matrix polynomial to perturbations of the polynomial. The sensitivity commonly is described by condition numbers or pseudospectra. However, the…

数值分析 · 数学 2017-04-06 Silvia Noschese , Lothar Reichel

We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…

概率论 · 数学 2022-09-29 Johannes Alt , Laszlo Erdos , Torben Krüger