Related papers: Dissipativity Theory for Nesterov's Accelerated Me…
Smoothing accelerated gradient methods achieve faster convergence rates than that of the subgradient method for some nonsmooth convex optimization problems. However, Nesterov's extrapolation may require gradients at infeasible points, and…
Much recent interest has focused on the design of optimization algorithms from the discretization of an associated optimization flow, i.e., a system of differential equations (ODEs) whose trajectories solve an associated optimization…
Perturbation theory can be reformulated as dynamical theory. Then a sequence of perturbative approximations is bijective to a trajectory of dynamical system with discrete time, called the approximation cascade. Here we concentrate our…
We propose a class of \textit{Euler-Lagrange} equations indexed by a pair of parameters ($\alpha,r$) that generalizes Nesterov's accelerated gradient methods for convex ($\alpha=1$) and strongly convex ($\alpha=0$) functions from a…
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…
We present a variant of accelerated gradient descent algorithms, adapted from Nesterov's optimal first-order methods, for weakly-quasi-convex and weakly-quasi-strongly-convex functions. We show that by tweaking the so-called estimate…
Dissipation induced by interactions with an external environment typically hinders the performance of quantum computation, but in some cases can be turned out as a useful resource. We show the potential enhancement induced by dissipation in…
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…
The theory of dissipativity has been primarily developed for controllable systems/behaviors. For various reasons, in the context of uncontrollable systems/behaviors, a more appropriate definition of dissipativity is in terms of the…
The proximal point method (PPM) is a fundamental method in optimization that is often used as a building block for designing optimization algorithms. In this work, we use the PPM method to provide conceptually simple derivations along with…
The dissipative solutions can be seen as a convenient generalization of the concept of weak solution to the isentropic Euler system. They can be seen as expectations of the Young measures associated to a suitable measure--valued solution of…
We show how one can obtain nonaccelerated randomized coordinate descent method (Yu. Nesterov, 2010) and nonaccelerated method of randomization of sum-type functional (Le Roux-Schmidt-Bach, 2012) from the optimal method for the stochastic…
We present a systematic theory of dissipation in finite Fermi systems like nuclei and metallic clusters. This theory is based on the application of semiclassical methods and random matrix theory to linear response of many-body systems. The…
This work first gives the global existence and optimal decay rates of solutions to the classical Timoshenko system on the framework of Besov spaces. Due to the \textit{non-symmetric} dissipation, the general theory for dissipative…
Economic Model Predictive Control (MPC) dissipativity theory is central to discussing the stability of policies resulting from minimizing economic stage costs. In its current form, the dissipativity theory for economic MPC applies to…
There is widespread sentiment that it is not possible to effectively utilize fast gradient methods (e.g. Nesterov's acceleration, conjugate gradient, heavy ball) for the purposes of stochastic optimization due to their instability and error…
New directions in computing and algorithms has lead to some new applications that have tolerance to imprecision. Although, These applications are creating large volumes of data which exceeds the capability of today's computing systems.…
We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting…
Recently, many machine learning optimizers have been analysed considering them as the asymptotic limit of some differential equations when the step size goes to zero. In other words, the optimizers can be seen as a finite difference scheme…
Learned models and policies can generalize effectively when evaluated within the distribution of the training data, but can produce unpredictable and erroneous outputs on out-of-distribution inputs. In order to avoid distribution shift when…