The aim of this thesis is to systematically study the statistical guarantee for two representative non-convex optimization problems arsing in the statistics community. The first one is the high-dimensional Gaussian mixture model, which is motivated by the estimation of multiple graphical models arising from heterogeneous observations. The second one is the low-rank tensor estimation model, which is motivated by high-dimensional interaction model. Both optimal statistical rates and numerical comparisons are studied in depth. In the first part of my thesis, we consider joint estimation of multiple graphical models arising from heterogeneous and high-dimensional observations. Unlike most previous approaches which assume that the cluster structure is given in advance, an appealing feature of our method is to learn cluster structure while estimating heterogeneous graphical models. This is achieved via a high dimensional version of Expectation Conditional Maximization (ECM) algorithm. A joint graphical lasso penalty is imposed on the conditional maximization step to extract both homogeneity and heterogeneity components across all clusters. Our algorithm is computationally efficient due to fast sparse learning routines and can be implemented without unsupervised learning knowledge. The superior performance of our method is demonstrated by extensive experiments and its application to a Glioblastoma cancer dataset reveals some new insights in understanding the Glioblastoma cancer. In theory, a non-asymptotic error bound is established for the output directly from our high dimensional ECM algorithm, and it consists of two quantities: statistical error (statistical accuracy) and optimization error (computational complexity). Such a result gives a theoretical guideline in terminating our ECM iterations. In the second part of my thesis, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradient descent, which ensures exact recovery in the noiseless case and stable recovery in the noisy case with high probability. The non-asymptotic analysis sheds light on an interplay between optimization error and statistical error. The proposed procedure is shown to be rate-optimal under certain conditions. As a technical by-product, novel high-order concentration inequalities are derived for studying high-moment sub-Gaussian tensors. An interesting tensor formulation illustrates the potential application to high-order interaction pursuit in high-dimensional linear regression

Cognitive radio (CR) is a cutting-edge wireless communication technology that adopts several existing communication concepts in order to efficiently utilize the spectrum and meet the users demands of high throughput and real-time systems. Conventionally, high throughput demands are met through adopting broadband and multi-antenna technologies such as, orthogonal frequency division multiplexing (OFDM) and Multi-Input Multi-Output (MIMO). Whereas, real-time application demands are met by analyzing metrics which characterize the delay limited channels, such as, outage probability over block-fading channels. Being an environmental friendly technology, energy efficiency metrics should be considered in the design of a CR application. This thesis tackles the energy efficiency of CR system from different aspects, utilizing different measuring metrics and constrains. Under the single-input single-output (SISO) OFDM we minimized the energy per goodbit (EPG) metric subject to several power and Quality of Service (QoS) constraints. In this approach, the minimum EPG metric is optimized via proposing two optimal and sub-optimal resource allocation schemes. We consider several parameters as optimization variables, such as, power policy, sensing threshold, and channel quality threshold. We also captured the impact of involving the media access control (MAC) layers parameters, such as, frame length, in the minimization of a modified EPG metric. Also, a MAC protocol, i.e., hybrid automatic repeat request (HARQ), and the associated power consumption of the retransmission mechanism is considered in the formulation of the problem. In this context, the optimal power and frame length are derived to minimize the modified EPG while considering several spectrum-sharing scenarios, which depend on sensing information. In MIMO based CR system, we maximized capacity to power ratio (CPR) (as an energy efficiency (EE) metric) subject to several power and QoS constraints. In this context, the impact of sensing information with imperfect channel state information (CSI) of the secondary channel has been considered. To realize a CR system with real-time applications we minimized the outage probability over M block-fading channel with several long-term and short-term energy constrains. We derive the minimum outage region and the associated optimal power. Tractable expressions to lower and upper bound the outage probability are derived. We then analyze the impact of utilizing the sensing process of primary user activity.

In the study of multi-agent systems (MASs), cooperative control is one of the most fundamental issues. As it covers a broad spectrum of applications in many industrial areas, there is a desire to design cooperative control protocols for different system and network setups. Motivated by this fact, in this thesis we focus on elaborating consensus protocol design, via model predictive control (MPC), under two different scenarios: (1) general constrained linear MASs with bounded additive disturbance; (2) linear MASs with input constraints underlying distributed communication networks. In Chapter 2, a tube-based robust MPC consensus protocol for constrained linear MASs is proposed. For undisturbed linear MASs without constraints, the results on designing a centralized linear consensus protocol are first developed by a suboptimal linear quadratic approach. In order to evaluate the control performance of the suboptimal consensus protocol, we use an infinite horizon linear quadratic objective function to penalize the disagreement among agents and the size of control inputs. Due to the non-convexity of the performance function, an optimal controller gain is difficult or even impossible to find, thus a suboptimal consensus protocol is derived. In the presence of disturbance, the original MASs may not maintain certain properties such as stability and cooperative performance. To this end, a tube-based robust MPC framework is introduced. When disturbance is involved, the original constraints in nominal prediction should be tightened so as to achieve robust constraint satisfaction, as the predicted states and the actual states are not necessarily the same. Moreover, the corresponding robust constraint sets can be determined offline, requiring no extra iterative online computation in implementation. In Chapter 3, a novel distributed MPC-based consensus protocol is proposed for general linear MASs with input constraints. For the linear MAS without constraints, a pre-stabilizing distributed linear consensus protocol is developed by an inverse optimal approach, such that the corresponding closed-loop system is asymptotically stable with respect to a consensus set. Implementing this pre-stabilizing controller in a distributed digital setting is however not possible, as it requires every local decision maker to continuously access the state of their neighbors simultaneously when updating the control input. To relax these requirements, the assumed neighboring state, instead of the actual state of neighbors, is used. In our distributed MPC scheme, each local controller minimizes a group of control variables to generate control input. Moreover, an additional state constraint is proposed to bound deviation between the actual and the assumed state. In this way, consistency is enforced between intended behaviors of an agent and what its neighbors believe it will behave. We later show that the closed-loop system converges to a neighboring set of the consensus set thanks to the bounded state deviation in prediction. In Chapter 4, conclusions are made and some research topics for future exploring are presented. / Graduate / 2021-03-31

This thesis gives a unified framework to formulate and solve resource management problems in radar systems. / As a crucial factor in improving radar performance for multiple target tracking (MTT), resource management problems are analyzed in this thesis with regard to sensor platform path planning, beam scheduling, and burst parameter design. This thesis addresses problems to deploy or adapt radar configurations for multisensor-multitarget tracking, including 1) the path planning of movable receivers and power allocation of transmitted signals, 2) the optimal beam steering of high-precision pencil beams, and 3) the pulsed repetition frequency (PRF) set selection and waveform design. Firstly, the coordinated sensor management on the ends of both receivers and transmitters for a multistatic radar is studied. A multistatic radar system consists of fixed transmitters and movable receivers. To form better transmitter-target-receiver geometry and to establish an effective power allocation scheme to illuminate targets with different priorities, a joint path planning and power allocation problems, which determines the moving trajectories of receivers mounted on unmanned airborne vehicles (UAVs) and the power allocation scheme of transmitted signals over a limited time horizon, is formulated as a weighted-sum optimization. The problem is solved with a genetic algorithm (GA) with a novel pre-selection operator. The pre-selection operator, which takes advantage of the receding horizon control (RHC) framework to improve population structures prior to the next generation, can accelerate the convergence of GA. Secondly, the beam steering strategies for a cooperative phased array radar system with high-precision beams are developed. Pencil beams with narrow beamwidth, which are designated to track targets for a phased array radar, offer efficient performance in an energy-saving design, but can cause partial observations. The novel concept of expected Cramér-Rao lower bound (EPCRLB) is proposed to model partial observations. A formulation based on PCRLB is given and solved with a hierarchical genetic algorithm (HGA). An optimal strategy based on EPCRLB, which is effective in performance and efficient in time, is proposed. Finally, a joint pulsed repetition frequency (PRF) set selection and waveform design is studied. The problem tries to improve blind zone maps while preventing targets from falling into blind zones. Waveform parameters are then optimized for the system to provide better tracking accuracy. The problem is first formulated as a bi-objective optimization problem and solved with a multiple-objective genetic algorithm. Then, a two-step strategy that prioritizes the visibility of targets is developed. Numerical results demonstrate the effectiveness of proposed strategies over simple approaches. / Thesis / Doctor of Philosophy (PhD) / This thesis formulates resource management problems in various radar systems. The problems use PCRLB, a theoretically achievable lower bound for estimators, as a metric to optimize, and help the configuration of radar resources in an efficient manner. Effective strategies and improved algorithms are proposed to solve the problems.

<p> Interior point methods (IPMs) is a powerful tool in convex optimization. From the theoretical point of view, the convex set of feasible solutions is represented by a so-called barrier functional and the only information required by the algorithms is the evaluation of the barrier, its gradient and Hessian. As a result, IPM algorithms can be used for many types of convex problems and their theoretical performance depends on the properties of the barrier. In practice, performance depends on how the data structure is exploited at the linear algebra level. In this thesis, we make use of the object-oriented paradigm supported by C++ to create a platform where the aforementioned generality of IPM algorithms is valued and the possibility to exploit the data structure is available. We will illustrate the power of such an approach on optimization problems arrising in the field of Radiation Therapy, in particular Intensity Modulated Radiation Therapy. </p> / Thesis / Master of Science (MSc)

Multi-robot systems have recently witnessed a swell in interest in the past few years because of their various applications such as agricultural autonomy, medical robotics, industrial and commercial automation and, search and rescue. In this thesis, we particularly investigate the behavior of multi-robot systems with respect to stable topology control in asymmetric interaction settings. From theoretical perspective, we first classify stable topologies, and identify the conditions under which we can determine whether a topology is stable or not. Then, we design a limited fields-of-view (FOV) controller for robots that use sensors like cameras for coordination which induce asymmetric robot to robot interactions. Finally, we conduct a rigorous theoretical analysis to qualitatively determine which interactions are suitable for stable directed topology control of multi-robot systems with asymmetric interactions. In this regard, we solve an optimal topology selection problem to determine the topology with the best interactions based on a suitable metric that represents the quality of interaction. Further, we solve this optimal problem distributively and validate the distributed optimization formulation with extensive simulations.  For experimental purposes, we developed a portable multi-robot testbed which enables us to conduct multi-robot topology control experiments in both indoor and outdoor settings and validate our theoretical findings. Therefore, the contribution of this thesis is two fold: i) We provide rigorous theoretical analysis of  stable coordination of multi-robot systems with directed graphs, demonstrating the graph structures that induce stability for a broad class of coordination objectives; ii) We develop a testbed that enables validating multi-robot topology control in both indoor and outdoor settings. / Doctor of Philosophy / In this thesis, we address the problem of collaborative tasks in a multi-robot system where we investigate how interactions within members of the multi-robot system can induce instability. We conduct rigorous theoretical analysis and identify when the system will be unstable and hence classify interactions that will lead to stable multi-robot coordination. Our theoretical analysis tries to emulate realistic interactions in a multi-robot system such as limited interactions (blind spots) that exist when on-board cameras are used to detect and track other robots in the vicinity. So we study how these limited interactions induce instability in the multi-robot system. To verify our theoretical analysis experimentally,  we developed a portable multi-robot testbed that enables us to test our theory on stable coordination of multi-robot system with a team of Unmanned Aerial Vehicles (UAVs) in both indoor and outdoor settings. With this feature of the testbed we are able to investigate the difference in the multi-robot system behavior when tested in controlled indoor environments versus an uncontrolled outdoor environment. Ultimately, the motivation behind this thesis is to emulate realistic conditions for multi-robot cooperation and investigate suitable conditions for them to work in a stable and safe manner. Therefore, our contribution is twofold ; i) We provide rigorous theoretical analysis that enables stable coordination of multi-robot systems with limited interactions induced by sensor capabilities such as cameras; ii) We developed a testbed that enables testing of our theoretical contribution with a team of real robots in realistic environmental conditions.

Online Convex Optimization (OCO) is a field in the intersection of game theory, optimization, and machine learning which has been receiving increasing attention due to its recent applications to a wide range of topics such as complexity theory and graph sparsification. Besides the usually simple description and implementation of OCO algorithms, a lot of this recent success is due to a deepening of our understanding of the OCO setting and their algorithms by using cornerstone ideas from convex analysis and optimization such as the powerful results from convex duality theory. In this text we present a mostly self-contained introduction to the field of online convex optimization. We first describe the online learning and online convex optimization settings, proposing an alternative way to formalize both of them so we can make formal claims in a clear and unambiguous fashion while not cluttering the readers understanding. We then present an overview of the main concepts of convex analysis we use, with a focus on building intuition. With respect to algorithms for OCO, we first present and analyze the Adaptive Follow the Regularized Leader (AdaFTRL) together with an analysis which relies mainly on the duality between strongly convex and strongly smooth functions. We then describe the Adaptive Online Mirror Descent (AdaOMD) and the Adaptive Dual Averaging (AdaDA) algorithms and analyze both by writing them as special cases of the AdaFTRL algorithm. Additionally, we show simple sufficient conditions for Eager and Lazy Online Mirror Descent (the non-adaptive counter-parts of AdaOMD and AdaDA) to be equivalent. We also present the well-known AdaGrad and Online Newton Step algorithms as special cases of the AdaReg algorithm, proposed by Gupta, Koren, and Singer, which is itself a special case of the AdaOMD algorithm. We conclude by taking a bird\'s-eyes view of the connections shown throughout the text, forming a ``genealogy\'\' of OCO algorithms, and discuss some possible path for future research. / Otimização Convexa Online (OCO) é uma área na intersecção de teoria dos jogos, otimização e aprendizado de máquina que tem recebido maior atenção recentemente devido a suas recentes aplicações em uma grande gama de áreas como complexidade computacional e esparsificação de grafos. Além dos algoritmos de OCO usualmente terem descrições diretas e poderem ser implementados de forma relativamente simples, muito do recente sucesso da área foi possível graças a um melhor entendimento do cenário e dos algoritmos de OCO que se deu com uso de conhecidas ideias de análise e otimização convexa como a poderosa teoria de dualidade convexa. Nesse texto nós apresentamos uma introdução (em sua maioria auto-contida) à área de otimização convexa online. Primeiro, descrevemos os cenários de aprendizado online e de otimização convexa online, propondo uma forma alternativa de formalizar ambos os modelos de forma que conseguimos enunciar afirmações claras e formais de forma que não atrapalha o entendimento do leitor. Nós então apresentamos um resumo dos principais conceitos e resultados de análise convexa que usamos no texto com um foco em criar intuição sobre os mesmos. Com relação a algoritmos para OCO, nós começamos apresentando o algoritmo Adaptive Follow the Regularized Leader (AdaFTRL) e analisamos sua eficácia com um resultado sobre a dualidade de funções strongly convex e strongly smooth. Na sequência, descrevemos os algoritmos Adaptive Online Mirror Descent (AdaOMD) e Adaptive Dual Averaging (AdaDA), analisando a eficácia de cada um escrevendo eles como instâncias do algoritmo AdaFTRL. Além disso, nós mostramos condições simples para que as versões Eager e Lazy do Online Mirror Descent (que são as versões não adaptativas do AdaOMD e do AdaDA, respectivamente) sejam equivalentes. Também apresentamos os algoritmos AdaGrad e Online Newton Step, bem conhecidos na literatura sobre OCO, como casos especiais do algoritmo AdaReg, esse último um algoritmo proposto por Gupta, Koren, and Singer, que, por sua vez, é um caso especial do algoritmo AdaOMD. Nós concluímos o texto com uma visão global das conexões entre os algoritmos que mostramos durante o texto, formando uma \"genealogia\" de algoritmos para OCO, além de discutirmos possíveis direções futuras de pesquisa.

With this thesis we bring some new results and improve some existing ones in conjugate duality and some of the areas it is applied in. First we recall the way Lagrange, Fenchel and Fenchel - Lagrange dual problems to a given primal optimization problem can be obtained via perturbations and we present some connections between them. For the Fenchel - Lagrange dual problem we prove strong duality under more general conditions than known so far, while for the Fenchel duality we show that the convexity assumptions on the functions involved can be weakened without altering the conclusion. In order to prove the latter we prove also that some formulae concerning conjugate functions given so far only for convex functions hold also for almost convex, respectively nearly convex functions. After proving that the generalized geometric dual problem can be obtained via perturbations, we show that the geometric duality is a special case of the Fenchel - Lagrange duality and the strong duality can be obtained under weaker conditions than stated in the existing literature. For various problems treated in the literature via geometric duality we show that Fenchel - Lagrange duality is easier to apply, bringing moreover strong duality and optimality conditions under weaker assumptions. The results presented so far are applied also in convex composite optimization and entropy optimization. For the composed convex cone - constrained optimization problem we give strong duality and the related optimality conditions, then we apply these when showing that the formula of the conjugate of the precomposition with a proper convex K - increasing function of a K - convex function on some n - dimensional non - empty convex set X, where K is a k - dimensional non - empty closed convex cone, holds under weaker conditions than known so far. Another field were we apply these results is vector optimization, where we provide a general duality framework based on a more general scalarization that includes as special cases and improves some previous results in the literature. Concerning entropy optimization, we treat first via duality a problem having an entropy - like objective function, from which arise as special cases some problems found in the literature on entropy optimization. Finally, an application of entropy optimization into text classification is presented.

Doctor of Philosophy / Department of Industrial & Manufacturing Systems Engineering / Chih-Hang Wu / Recently, interdisciplinary (management, engineering, science, and economics) collaboration research has been growing to achieve the synergy and to reinforce the weakness of each discipline. Along this trend, this research combines three topics: mathematical programming, data mining, and supply chain management. A new pegging algorithm is developed for solving the continuous nonlinear knapsack problem. An efficient solving approach is proposed for solving the ν-support vector machine for classification problem in the field of data mining. The new pegging algorithm is used to solve the subproblem of the support vector machine problem. For the supply chain management, this research proposes an efficient integrated solving approach for the supplier selection problem. The support vector machine is applied to solve the problem of selecting potential supplies in the procedure of the integrated solving approach. In the first part of this research, a new pegging algorithm solves the continuous nonlinear knapsack problem with box constraints. The problem is to minimize a convex and differentiable nonlinear function with one equality constraint and box constraints. Pegging algorithm needs to calculate primal variables to check bounds on variables at each iteration, which frequently is a time-consuming task. The newly proposed dual bound algorithm checks the bounds of Lagrange multipliers without calculating primal variables explicitly at each iteration. In addition, the calculation of the dual solution at each iteration can be reduced by a proposed new method for updating the solution. In the second part, this research proposes several streamlined solution procedures of ν-support vector machine for the classification. The main solving procedure is the matrix splitting method. The proposed method in this research is a specified matrix splitting method combined with the gradient projection method, line search technique, and the incomplete Cholesky decomposition method. The method proposed can use a variety of methods for line search and parameter updating. Moreover, large scale problems are solved with the incomplete Cholesky decomposition and some efficient implementation techniques. To apply the research findings in real-world problems, this research developed an efficient integrated approach for supplier selection problems using the support vector machine and the mixed integer programming. Supplier selection is an essential step in the procurement processes. For companies considering maximizing their profits and reducing costs, supplier selection requires seeking satisfactory suppliers and allocating proper orders to the selected suppliers. In the early stage of supplier selection, a company can use the support vector machine classification to choose potential qualified suppliers using specific criteria. However, the company may not need to purchase from all qualified suppliers. Once the company determines the amount of raw materials and components to purchase, the company then selects final suppliers from which to order optimal order quantities at the final stage of the process. Mixed integer programming model is then used to determine final suppliers and allocates optimal orders at this stage.

In this dissertation, we focus on solving Nonlinear Least Squares problems using a supervised approach. In particular, we developed a Supervised Descent Method (SDM), performed thorough theoretical analysis, and demonstrated its effectiveness on optimizing analytic functions, and four other real-world applications: Inverse Kinematics, Rigid Tracking, Face Alignment (frontal and multi-view), and 3D Object Pose Estimation. In Rigid Tracking, SDM was able to take advantage of more robust features, such as, HoG and SIFT. Those non-differentiable image features were out of consideration of previous work because they relied on gradient-based methods for optimization. In Inverse Kinematics where we minimize a non-convex function, SDM achieved significantly better convergence than gradient-based approaches. In Face Alignment, SDM achieved state-of-the-arts results. Moreover, it was extremely computationally efficient, which makes it applicable for many mobile applications. In addition, we provided a unified view of several popular methods including SDM on sequential prediction, and reformulated them as a sequence of function compositions. Finally, we suggested some future research directions on SDM and sequential prediction.