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Cuts from Proofs: A Complete and Practical Technique for Solving Linear Inequalities Over Integers
Complete Practical Technique Linear Inequalities Over Integers
2016/5/24
We propose a novel, sound, and complete Simplex-based algorithm for solving linear inequalities over integers. Our algorithm, which can be viewed as a semantic generalization of the branch-and-bound t...
Control system analysis and synthesis via linear matrix inequalities
Control system analysis synthesis linear matrix inequalities
2015/7/13
A wide variety of problems in systems and control theory can be cast or recast as convex problems that involve linear matrix inequalities (LMIs). For a few very special cases there are “analytical sol...
A Primal-Dual Potential Reduction Method for Problems Involving Matrix Inequalities
Interior point algorithms Linear matrix inequaliües Semidefinite programming
2015/7/13
We describe a potential reduction method for convex optimization problems involving matrix inequalities. The method is based on the theory developed by Nesterov and Nemirovsky and generalizes Gonzaga ...
Multi-objective H2/H-infinity-Optimal Control via Finite Dimensional Q-Parametrization and Linear Matrix Inequalities
Finite Dimensional Q-Parametrization Linear Matrix Inequalities
2015/7/13
The problem of multi-objective H2/H-infinity optimal controller design is reviewed. There is as yet no exact solution to this problem. We present a method based on that proposed by Scherer. The proble...
Approximate Dynamic Programming via Iterated Bellman Inequalities
Convex Optimization Dynamic Programming Stochastic Control
2015/7/9
In this paper we introduce new methods for finding functions that lower bound the value function of a stochastic control problem, using an iterated form of the Bellman inequality. Our method is based ...
On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling
Lyapunov Inequalities Efficient Importance Sampling
2015/7/6
In this article we explain some connections between Lyapunov methods and subsolutions of an associated Isaacs equation for the design of efficient importance sampling schemes. As we shall see, subsolu...
Time-delayed Decentralized H∞Controller Design for Civil Structures:a Homotopy Method through Linear Matrix Inequalities
Time-delayed Decentralized H Controller Design Civil Structures:Linear Matrix Inequalities
2015/6/30
Traditional structural feedback control systems are centralized systems. The applications of these systems to large scale structures usually encounter a number of difficulties regarding system reliabi...
Riccati Differential Inequalities: Suboptimal H-infinity Controllers for Finite Horizon Time-Varying Systems
Riccati Differential Inequalities Suboptimal H-infinity
2015/6/19
In this paper we give a direct derivation of the solution to the continuous time finite horizon H-infinity synthesis problem. An explicit separation of the time domain cost function into past and futu...
This paper considers linear dynamic systems with an interconnection structure specified by a directed graph. We formulate linear matrix inequalities for computation of performance of the system based ...
Time-Delayed Decentralized H-Infinity Controller Design for Civil Structures: a Homotopy Method Through Linear Matrix Inequalities
Civil Structures Controller Design
2015/6/19
Traditional structural feedback control systems are centralized systems, whose applications to large scale structures encounter a number of practical difficulties in terms of system reliability, cost,...
Modern statistical estimation via oracle inequalities
Modern statistical estimation oracle inequalities
2015/6/17
A number of fundamental results in modern statistical theory involve thresholding estimators. This survey paper aims at reconstructing the history of how thresholding rules came to be popular in stati...
Some results on a $χ$-divergence, an~extended~Fisher information and~generalized~Cramer-Rao inequalities
Some results $χ$-divergence an~extended~Fisher information generalized~Cramer-Rao inequalities
2013/6/17
We propose a modified $\chi^{\beta}$-divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cram\'er-Rao inequalit...
Anisotropic oracle inequalities in noisy quantization
Quantization Deconvolution Fast rates Margin assumption,k-means clus-tering
2013/6/13
The effect of errors in variables in quantization is investigated. We prove general exact and non-exact oracle inequalities with fast rates for an empirical minimization based on a noisy sample $Z_i=X...
Testing Functional Inequalities
Conditional moment inequalities kernel estimation one-sided test local power Lp norm Poissonization
2012/9/17
This paper develops tests for inequality constraints of nonparametric re-gression functions. The test statistics involve a one-sided versionofLp-type functionals of kernel estimators (1≤p <∞). Drawing...
Lasso and probabilistic inequalities for multivariate point processes
Multivariate counting process Hawkes processes adaptive estimation Lasso procedure Bernstein-type inequalities.
2012/9/17
Due to its low computational cost, Lasso is an attractive regularization method for high-dimensional statistical settings. In this paper, we consider multivariate counting processes depending on an un...