相关论文: Re-examining the Legendre-Gauss-Lobatto Pseudospec…
Factor graphs are a very powerful graphical representation, used to model many problems in robotics. They are widely spread in the areas of Simultaneous Localization and Mapping (SLAM), computer vision, and localization. In this paper we…
Historically, solving optimal control problems with high index differential algebraic equations (DAEs) has been considered extremely hard. Computational experience with Runge-Kutta (RK) methods confirms the difficulties. High index DAE…
A practical and efficient scheme for the higher order integration of the Landau-Lifschitz-Gilbert (LLG) equation is presented. The method is based on extrapolation of the two-step explicit midpoint rule and incorporates adaptive time step…
Entropy-based inference methods have gained traction for improving the reliability of Large Language Models (LLMs). However, many existing approaches, such as entropy minimization techniques, suffer from high computational overhead and fail…
For self-supervised speaker verification, the quality of pseudo labels decides the upper bound of the system due to the massive unreliable labels. In this work, we propose dynamic loss-gate and label correction (DLG-LC) to alleviate the…
The graphical lasso \citep{FHT2007a} is an algorithm for learning the structure in an undirected Gaussian graphical model, using $\ell_1$ regularization to control the number of zeros in the precision matrix ${\B\Theta}={\B\Sigma}^{-1}$…
Anomalous diffusions are ubiquitous in nature, whose functional distributions are governed by the backward Feynman-Kac equation. In this paper, the local discontinuous Galerkin (LDG) method is used to solve the 2D backward Feynman-Kac…
We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the…
This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…
A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…
This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…
A new integration scheme, combining the stability and the precision of usual pseudo-spectral codes with the locality of finite differences methods, is introduced. It turns out to be particularly suitable for the study of front and…
This paper introduces a new method of discretization that collocates both endpoints of the domain and enables the complete convergence of the costate variables associated with the Hamilton boundary-value problem. This is achieved through…
The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…
The Gaussian homotopy (GH) method is a popular approach to finding better stationary points for non-convex optimization problems by gradually reducing a parameter value $t$, which changes the problem to be solved from an almost convex one…
We introduce two novel interpolatory dynamical low-rank (DLR) approximation methods for the efficient time integration of the Boltzmann-BGK equation. Both methods overcome limitations of classic DLR schemes based on orthogonal projections…
Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to…
We propose an augmented Lagrangian-type algorithm for the solution of generalized Nash equilibrium problems (GNEPs). Specifically, we discuss the convergence properties with regard to both feasibility and optimality of limit points. This is…
The DPG method with optimal test functions for solving linear quadratic optimal control problems with control constraints is studied. We prove existence of a unique optimal solution of the nonlinear discrete problem and characterize it…
Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…