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Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

机器学习 · 计算机科学 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

There has been significant interest and progress recently in algorithms that solve regression problems involving tall and thin matrices in input sparsity time. These algorithms find shorter equivalent of a n*d matrix where n >> d, which…

数据结构与算法 · 计算机科学 2013-04-05 Mu Li , Gary L. Miller , Richard Peng

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an…

最优化与控制 · 数学 2022-12-13 Harshal D. Kaushik , Sepideh Samadi , Farzad Yousefian

Traffic is a problem in many urban areas worldwide. Traffic flow is dictated by certain devices such as traffic lights. The traffic lights signal when each lane is able to pass through the intersection. Often, static schedules interfere…

神经与进化计算 · 计算机科学 2015-03-17 Eric Lienert

Projection-based iterative methods for solving large over-determined linear systems are well-known for their simplicity and computational efficiency. It is also known that the correct choice of a sketching procedure (i.e., preprocessing…

数值分析 · 数学 2019-12-03 Elizaveta Rebrova , Deanna Needell

This paper considers the hyperparameter optimization problem of mathematical techniques that arise in the numerical solution of differential and integral equations. The well-known approaches grid and random search, in a parallel algorithm…

数值分析 · 数学 2023-04-28 Alireza Afzal Aghaei , Kourosh Parand

Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…

系统与控制 · 计算机科学 2014-12-10 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

While the development of fully autonomous vehicles is one of the major research fields in the Intelligent Transportation Systems (ITSs) domain, the upcoming longterm transition period - the hybrid vehicular traffic - is often neglected.…

网络与互联网体系结构 · 计算机科学 2019-11-22 Benjamin Sliwa , Thomas Liebig , Tim Vranken , Michael Schreckenberg , Christian Wietfeld

In this paper, we discuss our approach and algorithmic framework for solving large-scale security constrained optimal power flow (SCOPF) problems. SCOPF is a mixed integer non-convex optimization problem that aims to obtain the minimum…

最优化与控制 · 数学 2020-06-02 Mohammadhafez Bazrafshan , Kyri Baker , Javad Mohammadi

The problem of maneuvering a vehicle through a race course in minimum time requires computation of both longitudinal (brake and throttle) and lateral (steering wheel) control inputs. Unfortunately, solving the resulting nonlinear optimal…

机器人学 · 计算机科学 2019-02-05 Nitin R. Kapania , John Subosits , J Christian Gerdes

The indefinite least squares (ILS) problem is a generalization of the famous linear least squares problem. It minimizes an indefinite quadratic form with respect to a signature matrix. For this problem, we first propose an impressively…

数值分析 · 数学 2022-03-30 Yanjun Zhang , Hanyu Li

High fidelity scientific simulations modeling physical phenomena typically require solving large linear systems of equations which result from discretization of a partial differential equation (PDE) by some numerical method. This step often…

数学软件 · 计算机科学 2020-07-01 Mohammad Shafaet Islam , Qiqi Wang

Intelligent Transportation Systems (ITS) have become an important pillar in modern "smart city" framework which demands intelligent involvement of machines. Traffic load recognition can be categorized as an important and challenging issue…

计算机视觉与模式识别 · 计算机科学 2018-08-16 Somdip Dey , Grigorios Kalliatakis , Sangeet Saha , Amit Kumar Singh , Shoaib Ehsan , Klaus McDonald-Maier

We consider the problem of optimal path planning on a manifold which is the image of a smooth function. Optimal path-planning is of crucial importance for motion planning, image processing, and statistical data analysis. In this work, we…

最优化与控制 · 数学 2024-12-19 Edward Huynh , Christian Parkinson

An iterative scheme can be used to find a steady-state solution to the Boltzmann equation, however, it is very slow to converge in the near-continuum flow regime. In this paper, a synthetic iterative scheme is developed to speed up the…

计算物理 · 物理学 2017-04-05 Lei Wu , Jun Zhang , Haihu Liu , Yonghao Zhang , Jason Reese

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

We present in this paper first-order alternating linearization algorithms based on an alternating direction augmented Lagrangian approach for minimizing the sum of two convex functions. Our basic methods require at most $O(1/\epsilon)$…

最优化与控制 · 数学 2010-10-14 Donald Goldfarb , Shiqian Ma , Katya Scheinberg

We propose a decomposition framework for the parallel optimization of the sum of a differentiable (possibly nonconvex) function and a (block) separable nonsmooth, convex one. The latter term is usually employed to enforce structure in the…

分布式、并行与集群计算 · 计算机科学 2015-06-18 Francisco Facchinei , Gesualdo Scutari , Simone Sagratella

Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…

机器学习 · 统计学 2025-12-30 O. Deniz Akyildiz , Pierre Del Moral , Joaquín Miguez

System optimum (SO) routing, wherein the total travel time of all users is minimized, is a holy grail for transportation authorities. However, SO routing may discriminate against users who incur much larger travel times than others to…

系统与控制 · 电气工程与系统科学 2022-02-10 Devansh Jalota , Kiril Solovey , Matthew Tsao , Stephen Zoepf , Marco Pavone