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This work proposes an accelerated first-order algorithm we call the Robust Momentum Method for optimizing smooth strongly convex functions. The algorithm has a single scalar parameter that can be tuned to trade off robustness to gradient…

Optimization and Control · Mathematics 2018-02-27 Saman Cyrus , Bin Hu , Bryan Van Scoy , Laurent Lessard

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…

Machine Learning · Statistics 2017-09-15 Niannan Xue , Jiankang Deng , Yannis Panagakis , Stefanos Zafeiriou

We propose an energy-efficient procedure for transponder configuration in FMF-based elastic optical networks in which quality of service and physical constraints are guaranteed and joint optimization of transmit optical power, temporal,…

Information Theory · Computer Science 2017-05-30 Mohammad Hadi , Mohammad Reza Pakravan

In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…

Optimization and Control · Mathematics 2026-04-30 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

This paper considers the stochastic convex composite optimization problem and presents multi-cut stochastic approximation (SA) methods for solving it, whose models in expectation overestimate its objective function. The multi-cut model…

Optimization and Control · Mathematics 2026-03-03 Jiaming Liang , Renato D. C. Monteiro , Honghao Zhang

Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is…

Optimization and Control · Mathematics 2023-06-06 Qiang Fu , Dongchu Xu , Ashia Wilson

This tutorial summarizes recent advances in the convex relaxation of the optimal power flow (OPF) problem, focusing on structural properties rather than algorithms. Part I presents two power flow models, formulates OPF and their relaxations…

Optimization and Control · Mathematics 2016-11-18 Steven H. Low

In compressed sensing one uses known structures of otherwise unknown signals to recover them from as few linear observations as possible. The structure comes in form of some compressibility including different notions of sparsity and low…

Information Theory · Computer Science 2019-05-29 Martin Kliesch , Stanislaw J. Szarek , Peter Jung

With technology scaling down, hundreds and thousands processing elements (PEs) can be integrated on a single chip. Network-on-chip (NoC) has been proposed as an efficient solution to handle this distinctive challenge. In this thesis, we…

Other Computer Science · Computer Science 2014-06-17 Zhiliang Qian

In the era of the big data, we create and collect lots of data from all different kinds of sources: the Internet, the sensors, the consumer market, and so on. Many of the data are coming sequentially, and would like to be processed and…

Machine Learning · Computer Science 2020-10-01 Jianjun Yuan

Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

Optimization and Control · Mathematics 2023-04-10 Prithvi Akella , Aaron D. Ames

Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…

Optimization and Control · Mathematics 2019-09-02 Kazuhiro Hishinuma , Hideaki Iiduka

With the advent of multi-core processors, network-on-chip design has been key in addressing network performances, such as bandwidth, power consumption, and communication delays when dealing with on-chip communication between the increasing…

Emerging Technologies · Computer Science 2018-08-01 Tzyy-Juin Kao , Wolfgang Fink

This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…

Optimization and Control · Mathematics 2022-06-28 Q. Zhu , L. P. Tang , X. M. Yang

Computational speed and global optimality are key needs for practical algorithms for the optimal power flow problem. Two convex relaxations offer a favorable trade-off between the standard second-order cone and the standard semidefinite…

Optimization and Control · Mathematics 2021-12-23 Christian Bingane , Miguel F. Anjos , Sébastien Le Digabel

In this work, we consider constrained stochastic optimization problems under hidden convexity, i.e., those that admit a convex reformulation via non-linear (but invertible) map $c(\cdot)$. A number of non-convex problems ranging from…

Optimization and Control · Mathematics 2024-11-12 Ilyas Fatkhullin , Niao He , Yifan Hu

Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…

Optimization and Control · Mathematics 2020-12-10 Goran Banjac , Jianzhe Zhen , Dick den Hertog , John Lygeros

Robust optimization over time (ROOT) refers to an optimization problem where its performance is evaluated over a period of future time. Most of the existing algorithms use particle swarm optimization combined with another method which…

Neural and Evolutionary Computing · Computer Science 2019-09-06 Lukáš Adam , Xin Yao

Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the…

Optimization and Control · Mathematics 2014-02-27 Aharon Ben-Tal , Elad Hazan , Tomer Koren , Shie Mannor

This paper proposes a convex optimization based method that either locates all real roots of a set of power flow equations or declares no real solution exists in the given area. In the proposed method, solving the power flow equations is…

Optimization and Control · Mathematics 2018-03-06 Bin Liu , Wei Wei , Feng Liu