相关论文: Residual minimizing shift parameters for the low-r…
A novel least-squares model-reference direct adaptive control (LS-MRAC) algorithm for multivariable (MIMO) plants is presented. The controller parameters are directly updated based on the output tracking error. The control law is crucially…
We propose a new method for the approximate solution of the Lyapunov equation with rank-$1$ right-hand side, which is based on extended rational Krylov subspace approximation with adaptively computed shifts. The shift selection is obtained…
Incorporating a non-Euclidean variable metric to first-order algorithms is known to bring enhancement. However, due to the lack of an optimal choice, such an enhancement appears significantly underestimated. In this work, we establish a…
Despite advances in learning-based methods, finding valid Lyapunov functions for nonlinear dynamical systems remains challenging. Current neural network approaches face two main issues: challenges in scalable verification and limited…
This paper proposes the capped least squares regression with an adaptive resistance parameter, hence the name, adaptive capped least squares regression. The key observation is, by taking the resistant parameter to be data dependent, the…
The implicitly shifted QR iteration is used as a restart procedure for the Arnoldi method for the calculation of a few dominant eigenvalues of a large matrix. We show that the underlying idea of implicit polynomial filtering can be utilized…
The problem of recovering a low-rank matrix from the linear constraints, known as affine matrix rank minimization problem, has been attracting extensive attention in recent years. In general, affine matrix rank minimization problem is a…
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…
This work considers the low-rank approximation of a matrix $A(t)$ depending on a parameter $t$ in a compact set $D \subset \mathbb{R}^d$. Application areas that give rise to such problems include computational statistics and dynamical…
This paper considers the problem of minimizing the sum of a smooth function and the Schatten-$p$ norm of the matrix. Our contribution involves proposing accelerated iteratively reweighted nuclear norm methods designed for solving the…
This work is concerned with the numerical solution of large-scale symmetric positive definite matrix equations of the form $A_1XB_1^\top + A_2XB_2^\top + \dots + A_\ell X B_\ell^\top = F$, as they arise from discretized partial differential…
A new technique of residual-type a posteriori error analysis is developed for the lowest-order Raviart-Thomas mixed finite element discretizations of convection-diffusion-reaction equations in two- or three-dimension. Both centered mixed…
We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…
We present a method for dimensionality reduction of an affine variational inequality (AVI) defined over a compact feasible region. Centered around the Johnson Lindenstrauss lemma, our method is a randomized algorithm that produces with high…
A few iterations of alternating least squares with a random starting point provably suffice to produce nearly optimal spectral- and Frobenius-norm accuracies of low-rank approximations to a matrix; iterating to convergence is unnecessary.…
We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…
Computing effective eigenvalues for neutron transport often requires a fine numerical resolution. The main challenge of such computations is the high memory effort of classical solvers, which limits the accuracy of chosen discretizations.…
Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…
The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…
Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…