1,451 research outputs found

    Classical and quantum algorithms for scaling problems

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    This thesis is concerned with scaling problems, which have a plethora of connections to different areas of mathematics, physics and computer science. Although many structural aspects of these problems are understood by now, we only know how to solve them efficiently in special cases.We give new algorithms for non-commutative scaling problems with complexity guarantees that match the prior state of the art. To this end, we extend the well-known (self-concordance based) interior-point method (IPM) framework to Riemannian manifolds, motivated by its success in the commutative setting. Moreover, the IPM framework does not obviously suffer from the same obstructions to efficiency as previous methods. It also yields the first high-precision algorithms for other natural geometric problems in non-positive curvature.For the (commutative) problems of matrix scaling and balancing, we show that quantum algorithms can outperform the (already very efficient) state-of-the-art classical algorithms. Their time complexity can be sublinear in the input size; in certain parameter regimes they are also optimal, whereas in others we show no quantum speedup over the classical methods is possible. Along the way, we provide improvements over the long-standing state of the art for searching for all marked elements in a list, and computing the sum of a list of numbers.We identify a new application in the context of tensor networks for quantum many-body physics. We define a computable canonical form for uniform projected entangled pair states (as the solution to a scaling problem), circumventing previously known undecidability results. We also show, by characterizing the invariant polynomials, that the canonical form is determined by evaluating the tensor network contractions on networks of bounded size

    The rate of convergence of Bregman proximal methods: Local geometry vs. regularity vs. sharpness

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    We examine the last-iterate convergence rate of Bregman proximal methods - from mirror descent to mirror-prox and its optimistic variants - as a function of the local geometry induced by the prox-mapping defining the method. For generality, we focus on local solutions of constrained, non-monotone variational inequalities, and we show that the convergence rate of a given method depends sharply on its associated Legendre exponent, a notion that measures the growth rate of the underlying Bregman function (Euclidean, entropic, or other) near a solution. In particular, we show that boundary solutions exhibit a stark separation of regimes between methods with a zero and non-zero Legendre exponent: the former converge at a linear rate, while the latter converge, in general, sublinearly. This dichotomy becomes even more pronounced in linearly constrained problems where methods with entropic regularization achieve a linear convergence rate along sharp directions, compared to convergence in a finite number of steps under Euclidean regularization.Comment: 31 pages, 2 tables, 2 figure

    Learning and Control of Dynamical Systems

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    Despite the remarkable success of machine learning in various domains in recent years, our understanding of its fundamental limitations remains incomplete. This knowledge gap poses a grand challenge when deploying machine learning methods in critical decision-making tasks, where incorrect decisions can have catastrophic consequences. To effectively utilize these learning-based methods in such contexts, it is crucial to explicitly characterize their performance. Over the years, significant research efforts have been dedicated to learning and control of dynamical systems where the underlying dynamics are unknown or only partially known a priori, and must be inferred from collected data. However, much of these classical results have focused on asymptotic guarantees, providing limited insights into the amount of data required to achieve desired control performance while satisfying operational constraints such as safety and stability, especially in the presence of statistical noise. In this thesis, we study the statistical complexity of learning and control of unknown dynamical systems. By utilizing recent advances in statistical learning theory, high-dimensional statistics, and control theoretic tools, we aim to establish a fundamental understanding of the number of samples required to achieve desired (i) accuracy in learning the unknown dynamics, (ii) performance in the control of the underlying system, and (iii) satisfaction of the operational constraints such as safety and stability. We provide finite-sample guarantees for these objectives and propose efficient learning and control algorithms that achieve the desired performance at these statistical limits in various dynamical systems. Our investigation covers a broad range of dynamical systems, starting from fully observable linear dynamical systems to partially observable linear dynamical systems, and ultimately, nonlinear systems. We deploy our learning and control algorithms in various adaptive control tasks in real-world control systems and demonstrate their strong empirical performance along with their learning, robustness, and stability guarantees. In particular, we implement one of our proposed methods, Fourier Adaptive Learning and Control (FALCON), on an experimental aerodynamic testbed under extreme turbulent flow dynamics in a wind tunnel. The results show that FALCON achieves state-of-the-art stabilization performance and consistently outperforms conventional and other learning-based methods by at least 37%, despite using 8 times less data. The superior performance of FALCON arises from its physically and theoretically accurate modeling of the underlying nonlinear turbulent dynamics, which yields rigorous finite-sample learning and performance guarantees. These findings underscore the importance of characterizing the statistical complexity of learning and control of unknown dynamical systems.</p

    Adjustable robust optimization with nonlinear recourses

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    Over the last century, mathematical optimization has become a prominent tool for decision making. Its systematic application in practical fields such as economics, logistics or defense led to the development of algorithmic methods with ever increasing efficiency. Indeed, for a variety of real-world problems, finding an optimal decision among a set of (implicitly or explicitly) predefined alternatives has become conceivable in reasonable time. In the last decades, however, the research community raised more and more attention to the role of uncertainty in the optimization process. In particular, one may question the notion of optimality, and even feasibility, when studying decision problems with unknown or imprecise input parameters. This concern is even more critical in a world becoming more and more complex —by which we intend, interconnected —where each individual variation inside a system inevitably causes other variations in the system itself. In this dissertation, we study a class of optimization problems which suffer from imprecise input data and feature a two-stage decision process, i.e., where decisions are made in a sequential order —called stages —and where unknown parameters are revealed throughout the stages. The applications of such problems are plethora in practical fields such as, e.g., facility location problems with uncertain demands, transportation problems with uncertain costs or scheduling under uncertain processing times. The uncertainty is dealt with a robust optimization (RO) viewpoint (also known as "worst-case perspective") and we present original contributions to the RO literature on both the theoretical and practical side

    When Deep Learning Meets Polyhedral Theory: A Survey

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    In the past decade, deep learning became the prevalent methodology for predictive modeling thanks to the remarkable accuracy of deep neural networks in tasks such as computer vision and natural language processing. Meanwhile, the structure of neural networks converged back to simpler representations based on piecewise constant and piecewise linear functions such as the Rectified Linear Unit (ReLU), which became the most commonly used type of activation function in neural networks. That made certain types of network structure \unicode{x2014}such as the typical fully-connected feedforward neural network\unicode{x2014} amenable to analysis through polyhedral theory and to the application of methodologies such as Linear Programming (LP) and Mixed-Integer Linear Programming (MILP) for a variety of purposes. In this paper, we survey the main topics emerging from this fast-paced area of work, which bring a fresh perspective to understanding neural networks in more detail as well as to applying linear optimization techniques to train, verify, and reduce the size of such networks

    Covering problem with minimum radius enclosing circle

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    This study extends the classical smallest enclosing circle problem in location science to optimize healthcare communication hubs. Given a set of demand points and potential groups, we identify the optimal number of subgroups to cover all points and the circle enclosing them with minimum radius. The center of this circle serves as the communication hub location, minimizing the distance between demand points and facilities subject to customer demand. We develop a nonconvex-nonlinear optimization model and propose a quadratic programming-based approximation algorithm to solve it. Tested on various hypothetical and real scenarios, our model effectively reduces the facility setup cost and identifies the optimal communication hub location

    Implicit Loss of Surjectivity and Facial Reduction: Theory and Applications

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    Facial reduction, pioneered by Borwein and Wolkowicz, is a preprocessing method that is commonly used to obtain strict feasibility in the reformulated, reduced constraint system. The importance of strict feasibility is often addressed in the context of the convergence results for interior point methods. Beyond the theoretical properties that the facial reduction conveys, we show that facial reduction, not only limited to interior point methods, leads to strong numerical performances in different classes of algorithms. In this thesis we study various consequences and the broad applicability of facial reduction. The thesis is organized in two parts. In the first part, we show the instabilities accompanied by the absence of strict feasibility through the lens of facially reduced systems. In particular, we exploit the implicit redundancies, revealed by each nontrivial facial reduction step, resulting in the implicit loss of surjectivity. This leads to the two-step facial reduction and two novel related notions of singularity. For the area of semidefinite programming, we use these singularities to strengthen a known bound on the solution rank, the Barvinok-Pataki bound. For the area of linear programming, we reveal degeneracies caused by the implicit redundancies. Furthermore, we propose a preprocessing tool that uses the simplex method. In the second part of this thesis, we continue with the semidefinite programs that do not have strictly feasible points. We focus on the doubly-nonnegative relaxation of the binary quadratic program and a semidefinite program with a nonlinear objective function. We closely work with two classes of algorithms, the splitting method and the Gauss-Newton interior point method. We elaborate on the advantages in building models from facial reduction. Moreover, we develop algorithms for real-world problems including the quadratic assignment problem, the protein side-chain positioning problem, and the key rate computation for quantum key distribution. Facial reduction continues to play an important role for providing robust reformulated models in both the theoretical and the practical aspects, resulting in successful numerical performances

    Semidefinite Programming Relaxations of the Simplified Wasserstein Barycenter Problem: An ADMM Approach

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    The Simplified Wasserstein Barycenter problem, the problem of picking k points each chosen from a distinct set of n points as to minimize the sum of distances to their barycenter, finds applications in various areas of data science. Despite the simple formulation, it is a hard computational problem. The difficulty comes in the lack of efficient algorithms for approximating the solution. In this thesis, I propose a doubly non-negative relaxation to this problem and apply the alternating direction method of multipliers (ADMM) with intermediate update of multipliers, to efficiently compute tight lower and upper bounds on its optimal value for certain input data distributions. Our empirics show that generically the gap between upper and lower bounds is zero, though problems with symmetries exhibit positive gaps

    Globally Optimal Resource Allocation Design for Discrete Phase Shift IRS-Assisted Multiuser Networks with Perfect and Imperfect CSI

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    Intelligent reflecting surfaces (IRSs) are a promising low-cost solution for achieving high spectral and energy efficiency in future communication systems by enabling the customization of wireless propagation environments. Despite the plethora of research on resource allocation design for IRS-assisted multiuser communication systems, the optimal design and the corresponding performance upper bound are still not fully understood. To bridge this gap in knowledge, in this paper, we investigate the optimal resource allocation design for IRS-assisted multiuser systems employing practical discrete IRS phase shifters. In particular, we jointly optimize the beamforming vector at the base station (BS) and the discrete IRS phase shifts to minimize the total transmit power for the cases of perfect and imperfect channel state information (CSI) knowledge. To this end, two novel algorithms based on the generalized Benders decomposition (GBD) method are developed to obtain the globally optimal solution for perfect and imperfect CSI, respectively. Moreover, to facilitate practical implementation, we propose two corresponding low-complexity suboptimal algorithms with guaranteed convergence by capitalizing on successive convex approximation (SCA). In particular, for imperfect CSI, we adopt a bounded error model to characterize the CSI uncertainty and propose a new transformation to convexify the robust quality-of-service (QoS) constraints. Our numerical results confirm the optimality of the proposed GBD-based algorithms for the considered system for both perfect and imperfect CSI. Furthermore, we unveil that both proposed SCA-based algorithms can achieve a close-to-optimal performance within a few iterations. Moreover, compared with the state-of-the-art solution based on the alternating optimization (AO) method, the proposed SCA-based scheme achieves a significant performance gain with low complexity

    Set-based state estimation and fault diagnosis using constrained zonotopes and applications

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    This doctoral thesis develops new methods for set-based state estimation and active fault diagnosis (AFD) of (i) nonlinear discrete-time systems, (ii) discrete-time nonlinear systems whose trajectories satisfy nonlinear equality constraints (called invariants), (iii) linear descriptor systems, and (iv) joint state and parameter estimation of nonlinear descriptor systems. Set-based estimation aims to compute tight enclosures of the possible system states in each time step subject to unknown-but-bounded uncertainties. To address this issue, the present doctoral thesis proposes new methods for efficiently propagating constrained zonotopes (CZs) through nonlinear mappings. Besides, this thesis improves the standard prediction-update framework for systems with invariants using new algorithms for refining CZs based on nonlinear constraints. In addition, this thesis introduces a new approach for set-based AFD of a class of nonlinear discrete-time systems. An affine parametrization of the reachable sets is obtained for the design of an optimal input for set-based AFD. In addition, this thesis presents new methods based on CZs for set-valued state estimation and AFD of linear descriptor systems. Linear static constraints on the state variables can be directly incorporated into CZs. Moreover, this thesis proposes a new representation for unbounded sets based on zonotopes, which allows to develop methods for state estimation and AFD also of unstable linear descriptor systems, without the knowledge of an enclosure of all the trajectories of the system. This thesis also develops a new method for set-based joint state and parameter estimation of nonlinear descriptor systems using CZs in a unified framework. Lastly, this manuscript applies the proposed set-based state estimation and AFD methods using CZs to unmanned aerial vehicles, water distribution networks, and a lithium-ion cell.Comment: My PhD Thesis from Federal University of Minas Gerais, Brazil. Most of the research work has already been published in DOIs 10.1109/CDC.2018.8618678, 10.23919/ECC.2018.8550353, 10.1016/j.automatica.2019.108614, 10.1016/j.ifacol.2020.12.2484, 10.1016/j.ifacol.2021.08.308, 10.1016/j.automatica.2021.109638, 10.1109/TCST.2021.3130534, 10.1016/j.automatica.2022.11042
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