Related papers: Parallelizing asymptotically optimal algorithms fo…
We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…
Considering the constrained stochastic optimization problem over a time-varying random network, where the agents are to collectively minimize a sum of objective functions subject to a common constraint set, we investigate asymptotic…
Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a…
In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…
In this paper we develop optimal algorithms in the binary-forking model for a variety of fundamental problems, including sorting, semisorting, list ranking, tree contraction, range minima, and ordered set union, intersection and difference.…
Scenario-based stochastic optimal control problems suffer from the curse of dimensionality as they can easily grow to six and seven figure sizes. First-order methods are suitable as they can deal with such large-scale problems, but may fail…
System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…
Optimal multiple sequence alignment by dynamic programming, like many highly dimensional scientific computing problems, has failed to benefit from the improvements in computing performance brought about by multi-processor systems, due to…
We propose new sequential sorting operations by adapting techniques and methods used for designing parallel sorting algorithms. Although the norm is to parallelize a sequential algorithm to improve performance, we adapt a contrarian…
The Bulk-Synchronous Parallel model of computation has been used for the architecture independent design and analysis of parallel algorithms whose performance is expressed not only in terms of problem size n but also in terms of parallel…
In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a…
Asynchronous parallel optimization received substantial successes and extensive attention recently. One of core theoretical questions is how much speedup (or benefit) the asynchronous parallelization can bring us. This paper provides a…
Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…
As the artificial intelligence community advances into the era of large models with billions of parameters, distributed training and inference have become essential. While various parallelism strategies-data, model, sequence, and…
This paper proposes a control algorithm for stable implementation of asynchronous parallel quadratic programming (PQP) through dual decomposition technique. In general, distributed and parallel optimization requires synchronization of data…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…
Graph-cuts are widely used in computer vision. In order to speed up the optimization process and improve the scalability for large graphs, Strandmark and Kahl introduced a splitting method to split a graph into multiple subgraphs for…
It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…
This paper addresses the problem of parallelizing computations to study non-linear dynamics in large networks of non-locally coupled oscillators using heterogeneous computing resources. The proposed approach can be applied to a variety of…
In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without…