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Gabriel F. Machado

Publications and source records attributed to Gabriel F. Machado.

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Lifting-Free Quadratic Sum-Of-Squares Programming

Quadratic Sum-Of-Squares (QSOS) optimization problems appear in system identification and machine learning, but standard Schur-complement and second-order cone liftings enlarge conic dimensions and create computational bottlenecks for interior-point methods. This paper introduces a lifting-free regularization that preserves the original conic structure by adding a norm penalty to SOS variables, yielding closed-form primal updates and an unconstrained, concave dual with Lipschitz-continuous gradient. Accelerated first-order methods efficiently maximize this dual, and convergence analysis shows non-asymptotic recovery of the solution. Numerical experiments on constrained regression problems show the proposed method can be 40\% faster than existing solvers such as SCS and handle larger problems than MOSEK, with memory scaling only in the number of equality constraints.

math.OC

Sparse Identification of Nonlinear Dynamics with Side Information (SINDy-SI)

Modern societies have an abundance of data yet good system models are rare. Unfortunately, many of the current system identification and machine learning techniques fail to generalize outside of the training set, producing models that violate basic physical laws. This work proposes a novel method for the Sparse Identification of Nonlinear Dynamics with Side Information (SINDy-SI). SINDy-SI is an iterative method that uses Sum-of-Squares (SOS) programming to learn optimally fitted models while guaranteeing that the learned model satisfies side information, such as symmetry's and physical laws. Guided by the principle of Occam's razor, that the simplest or most regularized best fitted model is typically the superior choice, during each iteration SINDy-SI prunes the basis functions associated with small coefficients, yielding a sparse dynamical model upon termination. Through several numerical experiments we will show how the combination of side information constraints and sparse polynomial representation cultivates dynamical models that obey known physical laws while displaying impressive generalized performance beyond the training set.

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