Related papers: Optimization Problems with Diseconomies of Scale v…

Sparsity is a fundamental modeling principle in statistics, signal processing, and data science. However, optimization with sparsity constraints is notoriously difficult. We introduce a new convex relaxation framework for {sparse…

Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…

Many resource allocation tasks are challenging global (i.e., non-convex) optimization problems. The main issue is that the computational complexity of these problems grows exponentially in the number of variables instead of polynomially as…

In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…

In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…

Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…

Methods for reconstructing the topology of complex networks from time-resolved observations of node dynamics are gaining relevance across scientific disciplines. Of biggest practical interest are methods that make no assumptions about…

This paper considers the optimization-based traffic allocation problem among multiple end points in connectionless networks. The network utility function is modeled as a non-concave function, since it is the best description of the quality…

Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously…

Supercomputers are equipped with an increasingly large number of cores to use computational power as a way of solving problems that are otherwise intractable. Unfortunately, getting serial algorithms to run in parallel to take advantage of…

With increased reliance on cyber infrastructure, large scale power networks face new challenges owing to computational scalability. In this paper we focus on developing an asynchronous decentralized solution framework for the Unit…

We explore the problem of efficiently implementing shared data structures in an asynchronous computing environment. We start with a traditional FIFO queue, showing that full replication is possible with a delay of only a single round-trip…

Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…

We address the problem of allocating limited resources in a network under persistent yet statistically unknown adversarial attacks. Each node in the network may be degraded, but not fully disabled, depending on its available defensive…

In this paper, we present decomposition techniques for solving large-scale instances of the security-constrained optimal power flow (SCOPF) problem with primary response. Specifically, under each contingency state, we require that the nodal…

Generating time-optimal, collision-free trajectories for autonomous mobile robots involves a fundamental trade-off between guaranteeing safety and managing computational complexity. State-of-the-art approaches formulate spline-based motion…

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…

Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…

In communication networks, optimization is essential in enhancing performance metrics, e.g., network utility. These optimization problems often involve sum-of-products (or ratios) terms, which are typically non-convex and NP-hard, posing…