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CDC
2008
IEEE
236views Control Systems» more  CDC 2008»
14 years 2 months ago
Non-monotonic Lyapunov functions for stability of discrete time nonlinear and switched systems
Abstract— We relax the monotonicity requirement of Lyapunov’s theorem to enlarge the class of functions that can provide certificates of stability. To this end, we propose two...
Amir Ali Ahmadi, Pablo A. Parrilo
COLT
2010
Springer
13 years 5 months ago
Composite Objective Mirror Descent
We present a new method for regularized convex optimization and analyze it under both online and stochastic optimization settings. In addition to unifying previously known firstor...
John Duchi, Shai Shalev-Shwartz, Yoram Singer, Amb...
SIAMSC
2008
139views more  SIAMSC 2008»
13 years 7 months ago
Probing the Pareto Frontier for Basis Pursuit Solutions
The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) fits the least-squares problem only approximat...
Ewout van den Berg, Michael P. Friedlander
SIAMMAX
2010
145views more  SIAMMAX 2010»
13 years 2 months ago
Adaptive First-Order Methods for General Sparse Inverse Covariance Selection
In this paper, we consider estimating sparse inverse covariance of a Gaussian graphical model whose conditional independence is assumed to be partially known. Similarly as in [5],...
Zhaosong Lu
SIAMJO
2008
139views more  SIAMJO 2008»
13 years 7 months ago
An Augmented Primal-Dual Method for Linear Conic Programs
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
Florian Jarre, Franz Rendl