This paper presents a novel time-adaptive estimation technique by revisiting the classical Wiener-Hopf equation. Any convex and not necessarily differentiable function can be used...
Many applications arising in a variety of fields can be well illustrated by the task of recovering the low-rank and sparse components of a given matrix. Recently, it is discovered...
The problem of maximizing a concave function f(x) in a simplex S can be solved approximately by a simple greedy algorithm. For given k, the algorithm can find a point x(k) on a k-...
Abstract. Reverse-convex programming (RCP) concerns global optimization of a specific class of non-convex optimization problems. We show that a recently proposed model for sparse ...
We describe the parallelization of an efficient algorithm for balanced truncation that allows to reduce models with state-space dimension up to O(105 ). The major computational tas...