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This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…
Neural Networks (NNs) can provide major empirical performance improvements for closed-loop systems, but they also introduce challenges in formally analyzing those systems' safety properties. In particular, this work focuses on estimating…
We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…
This paper studies the extremum seeking control (ESC) problem for a class of constrained nonlinear systems. Specifically, we focus on a family of constraints allowing to reformulate the original nonlinear system in the so-called…
This work presents an empirical analysis of exact algorithms for the unbounded knapsack problem, which includes seven algorithms from the literature, two commercial solvers, and more than ten thousand instances. The terminating step-off, a…
In this paper we consider a recently developed distributed optimization algorithm based on gradient tracking. We propose a system theory framework to analyze its structural properties on a preliminary, quadratic optimization set-up.…
The hybrid optimal control problem with reach time to a target set is addressed and the continuity and uniqueness of the associated value function is proved. Hybrid systems involves interaction of different types of dynamics: continuous and…
Synchronous dynamic systems are well-established models that have been used to capture a range of phenomena in networks, including opinion diffusion, spread of disease and product adoption. We study the three most notable problems in…
We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…
We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…
We propose the concept of adaptable processes as a way of overcoming the limitations that process calculi have for describing patterns of dynamic process evolution. Such patterns rely on direct ways of controlling the behavior and location…
In this paper, the distributed strongly convex optimization problem is studied with spatio-temporal compressed communication and equality constraints. For the case where each agent holds an distributed local equality constraint, a…
In this work, we consider solving optimization problems with a stochastic objective and deterministic equality constraints. We propose a Trust-Region Sequential Quadratic Programming method to find both first- and second-order stationary…
This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…
For a general optimal control problem for dynamical systems with hybrid dynamics, we study the dependency of the optimal cost and of the value function on the initial conditions, parameters, and perturbations. We show that upper and lower…
I discuss the so-called stochastic individual based model of adaptive dynamics and in particular how different scaling limits can be obtained by taking limits of large populations, small mutation rate, and small effect of single mutations…
Targeted marketing policies target different customers with different marketing actions. While most research has focused on training targeting policies without managerial constraints, in practice, many firms face managerial constraints when…
For many optimization problems in machine learning, finding an optimal solution is computationally intractable and we seek algorithms that perform well in practice. Since computational intractability often results from pathological…
We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…
A classic problem, the design of the tallest column, is solved again using a different method. By the use of a similarity solution the equations are transformed and the difficult singularity at the endpoint is peeled away. The resulting…