Code verification by static analysis: a mathematical programming approach

Automatic verification of computer code is of paramount importance in embedded systems supplying essential services. One of the most important verification techniques is static code analysis by abstract interpretation: the concrete semantics of a programming language (i.e.the values $\chi$ that variable symbols {\tt x} appearing in a program can take during its execution) are replaced … Read more

Prediction of the binding affinities of peptides to class II MHC using a regularized thermodynamic model

The binding of peptide fragments of extracellular peptides to class II MHC is a crucial event in the adaptive immune response. Each MHC allotype generally binds a distinct subset of peptides and the enormous number of possible peptide epitopes prevents their complete experimental characterization. Computational methods can utilize the limited experimental data to predict the … Read more

Transmission Expansion Planning with Re-design

Expanding an electrical transmission network requires heavy investments that need to be carefully planned, often at a regional or national level. We study relevant theoretical and practical aspects of transmission expansion planning, set as a bilinear programming problem with mixed 0-1 variables. We show that the problem is NP-hard and that, unlike the so-called Network … Read more

Quasi-Newton methods on Grassmannians and multilinear approximations of tensors

In this paper we proposed quasi-Newton and limited memory quasi-Newton methods for objective functions defined on Grassmannians or a product of Grassmannians. Specifically we defined BFGS and L-BFGS updates in local and global coordinates on Grassmannians or a product of these. We proved that, when local coordinates are used, our BFGS updates on Grassmannians share … Read more

SINCO – a greedy coordinate ascent method for sparse inverse covariance selection problem

In this paper, we consider the sparse inverse covariance selection problem which is equivalent to structure recovery of a Markov Network over Gaussian variables. We introduce a simple but efficient greedy algorithm, called {\em SINCO}, for solving the Sparse INverse COvariance problem. Our approach is based on coordinate ascent method which naturally preserves the sparsity … Read more

Machine Learning for Global Optimization

In this paper we introduce the LeGO (Learning for Global Optimization) approach for global optimization in which machine learning is used to predict the outcome of a computationally expensive global optimization run, based upon a suitable training performed by standard runs of the same global optimization method. We propose to use a Support Vector Machine … Read more

A Note on the Behavior of the Randomized Kaczmarz Algorithm of Strohmer and Vershynin

In a recent paper by Strohmer and Vershynin (J. Fourier Anal. Appl. 15:262–278, 2009) a “randomized Kaczmarz algorithm” is proposed for solving consistent systems of linear equations {ai, x = bi }m i=1. In that algorithm the next equation to be used in an iterative Kaczmarz process is selected with a probability proportional to ai2. … Read more

Block-Iterative and String-Averaging Projection Algorithms in Proton Computed Tomography Image Reconstruction

Proton computed tomography (pCT) is an imaging modality that has been suggested as a means for reducing the range uncertainty during proton radiation treatments. By measuring the spatial location of individual protons pre- and post-patient, as well as the energy lost along the proton path, three dimensional maps of patient water equivalent electron densities can … Read more

Band Gap Optimization of Two-Dimensional Photonic Crystals Using Semidefinite Programming and Subspace Methods

In this paper, we consider the optimal design of photonic crystal band structures for two-dimensional square lattices. The mathematical formulation of the band gap optimization problem leads to an infinite-dimensional Hermitian eigenvalue optimization problem parametrized by the dielectric material and the wave vector. To make the problem tractable, the original eigenvalue problem is discretized using … Read more

An Augmented Lagrangian Approach for Sparse Principal Component Analysis

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components (PCs) are usually linear combinations of all the original variables, and it is thus often difficult to interpret the PCs. To … Read more