22 citations · 46 across the 18 of their papers we have counts for
3 papers · 1 filter
Stable Linear System Identification with Prior Knowledge by Riemannian Sequential Quadratic Optimization
Mitsuaki Obara, Kazuhiro Sato, Hiroki Sakamoto +2
We consider an identification method for a linear continuous time-invariant autonomous system from noisy state observations. In particular, we focus on the identification to satisf…
Unified Smoothing Approach for Best Hyperparameter Selection Problem Using a Bilevel Optimization Strategy
Jan Harold Alcantara, Chieu Thanh Nguyen, Takayuki Okuno +2
Strongly motivated from use in various fields including machine learning, the methodology of sparse optimization has been developed intensively so far. Especially, the recent advan…
Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems
Shun Arahata, Takayuki Okuno, Akiko Takeda
We propose a primal-dual interior-point method (IPM) with convergence to second-order stationary points (SOSPs) of nonlinear semidefinite optimization problems, abbreviated as NSDP…