相关论文: Sparse preconditioning for model predictive contro…
We present a stationary iteration method, namely Alternating Symmetric positive definite and Scaled symmetric positive semidefinite Splitting (ASSS), for solving the system of linear equations obtained by using finite element discretization…
In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to…
Modern control systems must operate in increasingly complex environments subject to safety constraints and input limits, and are often implemented in a hierarchical fashion with different controllers running at multiple time scales. Yet…
Nonnegative matrix factorization has been widely applied in face recognition, text mining, as well as spectral analysis. This paper proposes an alternating proximal gradient method for solving this problem. With a uniformly positive lower…
Reduced-order modeling techniques, including balanced truncation and $\mathcal{H}_2$-optimal model reduction, exploit the structure of linear dynamical systems to produce models that accurately capture the dynamics. For nonlinear systems…
Automatic forecasting is the task of receiving a time series and returning a forecast for the next time steps without any human intervention. Gaussian Processes (GPs) are a powerful tool for modeling time series, but so far there are no…
Model predictive control (MPC) for linear dynamical systems requires solving an optimal control structured quadratic program (QP) at each sampling instant. This paper proposes a primal active-set strategy (PRESAS) for the efficient solution…
We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…
Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…
While Remote control over wireless connections is a key enabler for scalable control systems consisting of multiple actuator-sensor pairs, i.e., control systems, it entails two technical challenges. Due to the lack of wireless resources,…
Developing suitable approximate models for analyzing and simulating complex nonlinear systems is practically important. This paper aims at exploring the skill of a rich class of nonlinear stochastic models, known as the conditional Gaussian…
Recent efforts in the development of autonomous driving technology have induced great advancements in perception, planning and control systems. Model predictive control is one of the most popular advanced control methods, but its…
Gaussian Processes (GPs) are highly expressive, probabilistic models. A major limitation is their computational complexity. Naively, exact GP inference requires $\mathcal{O}(N^3)$ computations with $N$ denoting the number of modeled points.…
Machine learning (ML) methods are becoming popular tools for the prediction and design of novel materials. In particular, neural network (NN) is a promising ML method, which can be used to identify hidden trends in the data. However, these…
Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…
Nonlinear acceleration algorithms improve the performance of iterative methods, such as gradient descent, using the information contained in past iterates. However, their efficiency is still not entirely understood even in the quadratic…
Large linear systems are ubiquitous in modern computational science and engineering. The main recipe for solving them is the use of Krylov subspace iterative methods with well-designed preconditioners. Recently, GNNs have been shown to be a…
Projected Gradient Descent denotes a class of iterative methods for solving optimization programs. Its applicability to convex optimization programs has gained significant popularity for its intuitive implementation that involves only…
We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…
Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…