Polyak momentum (PM), also known as the heavy-ball method, is a widely used optimization method that enjoys an asymptotic optimal worst-case complexity on quadratic objectives.
Optimization and Control
There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies.
Statistics Theory Methodology Statistics Theory
The recent emergence of navigational tools has changed traffic patterns and has now enabled new types of congestion-aware routing control like dynamic road pricing.
Dynamical Systems Systems and Control Systems and Control Optimization and Control
In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models.
Optimization and Control
The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as Python and MATLAB.
Optimization and Control Numerical Analysis Programming Languages
First of all, the authors focused on the program of a two-semester course of lectures on convex optimization, which is given to students of MIPT.
Optimization and Control Numerical Analysis Numerical Analysis 65-01, 90-01, 65K05, 90C30, 90C90 G.1.6
We use the adjoint of the derivative to implement differentiable log-log convex optimization layers in PyTorch and TensorFlow.
Optimization and Control
The Hadamard conjecture states that Hadamard matrices of order $n$ exist whenever $n$ is $1$, $2$, or a multiple of $4$.
Combinatorics
PySINDy is a Python package for the discovery of governing dynamical systems models from data.
Dynamical Systems Computational Physics
This paper describes autonomous racing of RC race cars based on mathematical optimization.
Optimization and Control Robotics Systems and Control