In this paper, we analyze the recently proposed stochastic primal-dual hybrid gradient (SPDHG) algorithm and provide new theoretical results. In particular, we prove almost sure convergence of the iterates to a solution with convexity and linear convergenc ...
We consider high-dimensional random optimization problems where the dynamical variables are subjected to nonconvex excluded volume constraints. We focus on the case in which the cost function is a simple quadratic cost and the excluded volume constraints a ...
This paper proposes a Control by Interconnection design, for a class of constrained Port-Hamiltonian systems, which is based on an associated Model Predictive Control optimization problem. This associated optimization problem allows to consider both state ...
We address for the first time the problem of correcting group discriminations within a score function, while minimizing the individual error. Each group is described by a probability density function on the set of profiles. We first solve the problem analy ...
Adjustable robust minimization problems where the objective or constraints depend in a convex way on the adjustable variables are generally difficult to solve. In this paper, we reformulate the original adjustable robust nonlinear problem with a polyhedral ...
This paper introduces an approach to supporting high-dimensional data cubes at interactive query speeds and moderate storage cost. The approach is based on binary(-domain) data cubes that are judiciously partially materialized; the missing information can ...
Drastic variations of energy costs are witnessed in past decades, especially for low-carbon technologies, where decreasing and increasing trends co-existed. Estimating the cost evolution in the future is hence essential in long-term energy planning. Despit ...
