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Mario Sznaier

Mario Sznaier contributes to research discovery and scholarly infrastructure.

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Published work

8 published item(s)

preprint2026arXiv

Randomized Atomic Feature Models for Physics-Informed Identification of Dynamic Systems

We present a physics-informed framework for system identification based on randomized stable atomic features. Impulse responses are represented as random superpositions of stable atoms, namely damped complex exponentials associated with poles sampled inside a prescribed disk. Identification is then cast as a convex regularized least-squares problem with optional linear, second-order-cone, and KYP constraints. The approach generalizes random Fourier and random Laplace features to the damped, nonstationary regime relevant to engineering systems while retaining modal interpretability and scalable finite-dimensional computation. The main analytic point is an operator-theoretic Disk-Bochner viewpoint: positive measures over stable poles generate positive-definite kernels with a radius-dependent shift defect, while a converse scalar disk moment representation for an arbitrary kernel is characterized by subnormality of the canonical shift. We prove this statement, establish an RKHS-to-l1 embedding, show that sampled poles induce a valid finite atomic gauge, discuss random-feature convergence, and state sparse-recovery guarantees conditionally on the restricted-eigenvalue properties of the realized disk-Vandermonde or input-output design matrix. We also connect the normalized transfer function problem to Nevanlinna-Pick interpolation and LFT set-membership. The framework directly encodes stability margins, modal localization, DC-gain bounds, monotonicity, passivity, relative degree, settling-time targets, and time/frequency-domain error bounds. Numerical comparisons illustrate how physically meaningful priors can compensate for poor excitation and improve constrained impulse-response recovery in an under-informative data setting.

preprint2022arXiv

A Globally Convergent LP and SOCP-based algorithm for Semidefinite Programming

Semidefinite programs (SDP) are one of the most versatile frameworks in numerical optimization, serving as generalizations of many conic programs and as relaxations of NP-hard combinatorial problems. Their main drawback is their computational and memory complexity, which sets a practical limit to the size of problems solvable by off-the-shelf SDP solvers. To circumvent this fact, many algorithms have been proposed to exploit the structure of particular problems and increase the scalability of SDPs for those problem instances. Progress has been less steep, however, for general-case SDPs. In this paper, motivated by earlier results by Ahmadi and Hall, we show that a general SDP can be solved to $ε$-optimality, in polynomial time, by performing a sequence of less computationally demanding Linear or Second Order Cone programs. In addition, we provide a bound on the number of iterations required to achieve $ε$-optimality. These results are illustrated using random SDPs and well-known problems from the SDPLib dataset.

preprint2022arXiv

Euclidean Distance Bounds for LMI Analytic Centers using a Novel Bound on the Lambert Function

Linear matrix inequalities (LMIs) are ubiquitous in modern control theory, as well as in a variety of other fields in science and engineering. Their analytic centers, i.e. the maximum determinant elements of the feasible set spanned by these LMIs, are the solution of many well-known problems in statistics, communications, geometry, and control and can be approximated to arbitrary precision by semidefinite programs (SDPs). The quality of these approximations is measured with respect to the difference in log-determinant of both the exact and the approximate solution to these SDPs, a quantity that follows directly from the duality theory of semidefinite programming. However, in many applications the relevant parameters are functions of the entries of the LMI argument $X$. In these cases it is of interest to develop metrics that quantify the quality of approximate solutions based on the error on these parameters, something that the log-determinant error fails to capture due to the non-linear interaction of all the matrix entries. In this work we develop upper bounds on the Frobenius norm error between suboptimal solutions $X_f$ and the exact optimizer $X_*$ of maximum determinant problems, a metric that provides a direct translation to the entry-wise error of $X$ and thus to the relevant parameters of the application. We show that these bounds can be expressed through the use of the Lambert function $W(x)$, i.e. the solution of the equation $W(x) e^{W(x)}= x$, and derive novel bounds for one of its branches to generate efficient closed-form bounds on the Euclidean distance to the LMI analytic center. Finally, we test the quality of these bounds numerically in the context of interior point methods termination criteria.

preprint2021arXiv

A Convex Optimization Approach to Learning Koopman Operators

Koopman operators provide tractable means of learning linear approximations of non-linear dynamics. Many approaches have been proposed to find these operators, typically based upon approximations using an a-priori fixed class of models. However, choosing appropriate models and bounding the approximation error is far from trivial. Motivated by these difficulties, in this paper we propose an optimization based approach to learning Koopman operators from data. Our results show that the Koopman operator, the associated Hilbert space of observables and a suitable dictionary can be obtained by solving two rank-constrained semi-definite programs (SDP). While in principle these problems are NP-hard, the use of standard relaxations of rank leads to convex SDPs. Further, these SDPs exhibit chordal sparsity leading to algorithms that scale linearly with the number of data points.

preprint2021arXiv

Decomposed Structured Subsets for Semidefinite and Sum-of-Squares Optimization

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of matrix variables and the number of constraints increases. To improve scalability, SDPs can be approximated with lower and upper bounds through the use of structured subsets (e.g., diagonally-dominant and scaled-diagonally dominant matrices). Meanwhile, any underlying sparsity or symmetry structure may be leveraged to form an equivalent SDP with smaller positive semidefinite constraints. In this paper, we present a notion of decomposed structured subsets}to approximate an SDP with structured subsets after an equivalent conversion. The lower/upper bounds found by approximation after conversion become tighter than the bounds obtained by approximating the original SDP directly. We apply decomposed structured subsets to semidefinite and sum-of-squares optimization problems with examples of H-infinity norm estimation and constrained polynomial optimization. An existing basis pursuit method is adapted into this framework to iteratively refine bounds.

preprint2020arXiv

Key Frame Proposal Network for Efficient Pose Estimation in Videos

Human pose estimation in video relies on local information by either estimating each frame independently or tracking poses across frames. In this paper, we propose a novel method combining local approaches with global context. We introduce a light weighted, unsupervised, key frame proposal network (K-FPN) to select informative frames and a learned dictionary to recover the entire pose sequence from these frames. The K-FPN speeds up the pose estimation and provides robustness to bad frames with occlusion, motion blur, and illumination changes, while the learned dictionary provides global dynamic context. Experiments on Penn Action and sub-JHMDB datasets show that the proposed method achieves state-of-the-art accuracy, with substantial speed-up.

preprint2020arXiv

Peak Estimation and Recovery with Occupation Measures

Peak Estimation aims to find the maximum value of a state function achieved by a dynamical system. This problem is non-convex when considering standard Barrier and Density methods for invariant sets, and has been treated heuristically by using auxiliary functions. A convex formulation based on occupation measures is proposed in this paper to solve peak estimation. This method is dual to the auxiliary function approach. Our method will converge to the optimal solution and can recover trajectories even from approximate solutions. This framework is extended to safety analysis by maximizing the minimum of a set of costs along trajectories.

preprint2019arXiv

Chordal Decomposition in Rank Minimized Semidefinite Programs with Applications to Subspace Clustering

Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been applied to speed up the solution of sparse SDPs, but methods for dealing with rank constraints are underdeveloped. This paper leverages a minimum rank completion result to decompose the rank constraint on a single large matrix into multiple rank constraints on a set of smaller matrices. The re-weighted heuristic is used as a proxy for rank, and the specific form of the heuristic preserves the sparsity pattern between iterations. Implementations of rank-minimized SDPs through interior-point and first-order algorithms are discussed. The problem of subspace clustering is used to demonstrate the computational improvement of the proposed method.