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This paper studies online convex optimization with unknown linear budget constraints, where only the gradient information of the objective and the bandit feedback of constraint functions are observed. We propose a safe and efficient…

Optimization and Control · Mathematics 2025-03-10 Shanqi Liu , Xin Liu

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction…

Information Theory · Computer Science 2017-09-18 Andrea Simonetto , Aryan Mokhtari , Alec Koppel , Geert Leus , Alejandro Ribeiro

In this paper, we study the possibility of designing non-trivial random CSP models by exploiting the intrinsic connection between structures and typical-case hardness. We show that constraint consistency, a notion that has been developed to…

Artificial Intelligence · Computer Science 2011-10-12 J. Culberson , Y. Gao

We prove essentially optimal fine-grained lower bounds on the gap between a data structure and a partially retroactive version of the same data structure. Precisely, assuming any one of three standard conjectures, we describe a problem that…

Data Structures and Algorithms · Computer Science 2022-11-29 Lily Chung , Erik D. Demaine , Dylan Hendrickson , Jayson Lynch

The traditional approach of hand-crafting priors (such as sparsity) for solving inverse problems is slowly being replaced by the use of richer learned priors (such as those modeled by deep generative networks). In this work, we study the…

Machine Learning · Computer Science 2021-05-14 Viraj Shah , Rakib Hyder , M. Salman Asif , Chinmay Hegde

In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…

Optimization and Control · Mathematics 2021-01-27 Yi Chen , Jing Dong , Zhaoran Wang

Existing approaches to online convex optimization (OCO) make sequential one-slot-ahead decisions, which lead to (possibly adversarial) losses that drive subsequent decision iterates. Their performance is evaluated by the so-called regret…

Systems and Control · Computer Science 2017-11-22 Tianyi Chen , Qing Ling , Georgios B. Giannakis

In the paper, we propose solving optimization problems (OPs) and understanding the Newton method from the optimal control view. We propose a new optimization algorithm based on the optimal control problem (OCP). The algorithm features…

Optimization and Control · Mathematics 2025-04-01 Huanshui Zhang , Hongxia Wang

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

This paper introduces several new algorithms for consensus over the special orthogonal group. By relying on a convex relaxation of the space of rotation matrices, consensus over rotation elements is reduced to solving a convex problem with…

Optimization and Control · Mathematics 2014-10-08 Nikolai Matni , Matanya B. Horowitz

Constraint Satisfaction Problem (CSP) is a framework for modeling and solving a variety of real-world problems. Once the problem is expressed as a finite set of constraints, the goal is to find the variables' values satisfying them. Even…

Discrete Mathematics · Computer Science 2019-05-23 Rachid Oucheikh , Ismail Berrada , Outman El Hichami

Transformation Synchronization is the problem of recovering absolute transformations from a given set of pairwise relative motions. Despite its usefulness, the problem remains challenging due to the influences from noisy and outlier…

Computer Vision and Pattern Recognition · Computer Science 2021-11-02 Zi Jian Yew , Gim Hee Lee

Incorporating a deep generative model as the prior distribution in inverse problems has established substantial success in reconstructing images from corrupted observations. Notwithstanding, the existing optimization approaches use gradient…

Machine Learning · Computer Science 2023-01-31 Tianci Liu , Tong Yang , Quan Zhang , Qi Lei

Sequential-in-time methods solve a sequence of training problems to fit nonlinear parametrizations such as neural networks to approximate solution trajectories of partial differential equations over time. This work shows that…

Numerical Analysis · Mathematics 2024-04-02 Huan Zhang , Yifan Chen , Eric Vanden-Eijnden , Benjamin Peherstorfer

OT (Operational Transformation) was invented for supporting real-time co-editors in the late 1980s and has evolved to become a core technique used in today's working co-editors and adopted in major industrial products. CRDT (Commutative…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-08 Chengzheng Sun , David Sun , Agustina , Weiwei Cai

Collaborative working is increasingly popular, but it presents challenges due to the need for high responsiveness and disconnected work support. To address these challenges the data is optimistically replicated at the edges of the network,…

Databases · Computer Science 2012-12-12 Stéphane Martin , Mehdi Ahmed-Nacer , Pascal Urso

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

Optimization and Control · Mathematics 2021-11-16 Qingsong Liu , Wenfei Wu , Longbo Huang , Zhixuan Fang

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…

Machine Learning · Computer Science 2021-07-06 Shaojun Ma , Haodong Sun , Xiaojing Ye , Hongyuan Zha , Haomin Zhou

When facing time-variant problems in analog computing, the desirable RNN design requires finite-time convergence and robustness with respect to various types of uncertainties, due to the time-variant nature and difficulties in…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Mingxuan Sun , Xing Li , Han Wang

We consider online convex optimization (OCO) with multi-slot feedback delay, where an agent makes a sequence of online decisions to minimize the accumulation of time-varying convex loss functions, subject to short-term and long-term…

Information Theory · Computer Science 2021-08-17 Juncheng Wang , Ben Liang , Min Dong , Gary Boudreau , Hatem Abou-zeid