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16 papers · 2 filters

math.OC2011★ 6 cited

Low-rank optimization with trace norm penalty

B. Mishra, G. Meyer, F. Bach +1

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank op…

math.OC2011★ 8 cited

Periodic control laws for bilinear quantum systems with discrete spectrum

Nabile Boussaïd, Marco Caponigro, Thomas Chambrion

We provide bounds on the error between dynamics of an infinite dimensional bilinear Schrödinger equation and of its finite dimensional Galerkin approximations. Standard averaging m…

math.OC2011★ 58 cited

Curse of dimensionality reduction in max-plus based approximation methods: theoretical estimates and improved pruning algorithms

Stephane Gaubert, William McEneaney, Zheng Qu

Max-plus based methods have been recently developed to approximate the value function of possibly high dimensional optimal control problems. A critical step of these methods consis…

math.OC2011★ 12 cited

On conditions for asymptotic stability of dissipative infinite-dimensional systems with intermittent damping

Falk Hante, Mario Sigalotti, Marius Tucsnak

We study the asymptotic stability of a dissipative evolution in a Hilbert space subject to intermittent damping. We observe that, even if the intermittence satisfies a persistent e…

math.OC2011★ 4 cited

Multigrid methods for two-player zero-sum stochastic games

Marianne Akian, Sylvie Detournay

We present a fast numerical algorithm for large scale zero-sum stochastic games with perfect information, which combines policy iteration and algebraic multigrid methods. This algo…

math.OC2011★ 205 cited

Information-Geometric Optimization Algorithms: A Unifying Picture via Invariance Principles

Yann Ollivier, Ludovic Arnold, Anne Auger +1

We present a canonical way to turn any smooth parametric family of probability distributions on an arbitrary search space into a continuous-time black-box optimization method o…