Related papers: A New Optimal Stepsize For Approximate Dynamic Pro…

Selecting an effective step-size is a fundamental challenge in first-order optimization, especially for problems with non-Euclidean geometries. This paper presents a novel adaptive step-size strategy for optimization algorithms that rely on…

The performance of an algorithm often critically depends on its parameter configuration. While a variety of automated algorithm configuration methods have been proposed to relieve users from the tedious and error-prone task of manually…

Quadratic programs arise in robotics, communications, smart grids, and many other applications. As these problems grow in size, finding solutions becomes much more computationally demanding, and new algorithms are needed to efficiently…

Markov Decision Processes (MDP) is an useful framework to cast optimal sequential decision making problems. Given any MDP the aim is to find the optimal action selection mechanism i.e., the optimal policy. Typically, the optimal policy…

We present adaptive gradient methods (both basic and accelerated) for solving convex composite optimization problems in which the main part is approximately smooth (a.k.a. $(\delta, L)$-smooth) and can be accessed only via a (potentially…

For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…

Approximate dynamic programming has been investigated and used as a method to approximately solve optimal regulation problems. However, the extension of this technique to optimal tracking problems for continuous time nonlinear systems has…

Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in…

In this work, we present a generic step-size choice for the ADMM type proximal algorithms. It admits a closed-form expression and is theoretically optimal with respect to a worst-case convergence rate bound. It is simply given by the ratio…

We propose a planning and control approach to physics-based manipulation. The key feature of the algorithm is that it can adapt to the accuracy requirements of a task, by slowing down and generating `careful' motion when the task requires…

In this work, we solve a 49-year open problem, the general optimal step-size for ADMM-type algorithms. For a convex program: $\text{min.} \,\, f({x}) + g({z})$, $\text{s.t.}\, {A}{x} - {B}{z} = {c} $, given an arbitrary fixed-point…

In many service systems, especially those in healthcare, customer waiting times can result in increased service requirements. Such service slowdowns can significantly impact system performance. Therefore, it is important to properly account…

Normalization techniques are a boon for modern deep learning. They let weights converge more quickly with often better generalization performances. It has been argued that the normalization-induced scale invariance among the weights…

Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…

Policy-based algorithms are among the most widely adopted techniques in model-free RL, thanks to their strong theoretical groundings and good properties in continuous action spaces. Unfortunately, these methods require precise and…

Based on the observation that application phases exhibit varying degrees of sensitivity to noise (i.e., accuracy loss) in computation during execution, this paper explores how Dynamic Precision Scaling (DPS) can maximize power efficiency by…

In this paper, we show that applying adaptive methods directly to distributed minimax problems can result in non-convergence due to inconsistency in locally computed adaptive stepsizes. To address this challenge, we propose D-AdaST, a…

We consider large-scale Markov decision processes (MDPs) with a risk measure of variability in cost, under the risk-aware MDPs paradigm. Previous studies showed that risk-aware MDPs, based on a minimax approach to handling risk, can be…

Gradient methods are widely used in optimization problems. In practice, while the smoothness parameter can be estimated utilizing techniques such as backtracking, estimating the strong convexity parameter remains a challenge; moreover, even…

In this work, we propose new adaptive step size strategies that improve several stochastic gradient methods. Our first method (StoPS) is based on the classical Polyak step size (Polyak, 1987) and is an extension of the recent development of…