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We present an optimization algorithm that can identify a global minimum of a potentially nonconvex smooth function with high probability, assuming the Gibbs measure of the potential satisfies a logarithmic Sobolev inequality. Our…
We develop the theory of Energy Conserving Descent (ECD) and introduce ECDSep, a gradient-based optimization algorithm able to tackle convex and non-convex optimization problems. The method is based on the novel ECD framework of…
In this article we propose a new approach to an analysis of DC optimization problems. This approach was largely inspired by codifferential calculus and the method of codifferential descent and is based on the use of a so-called affine…
This note studies the global optimization of controller mappings in discrete-time stochastic control problems including Witsenhausen's celebrated 1968 counter-example. We propose a generally applicable non-convex numerical optimization…
This paper aims to introduce a concept of an equilibrium point of a dynamical system which will call it almost global asymptotically stable. A biological prey-predator model is also analyzed with a modification function growth in prey…
This paper concerns a new class of discontinuous dynamical systems for constrained optimization. These dynamics are particularly suited to solve nonlinear, non-convex problems in closed-loop with a physical system. Such approaches using…
This paper presents a practical method for finding the globally optimal solution to the sum-of-ratios problem arising in image processing, engineering and management. Unlike traditional methods which may get trapped in local minima due to…
We consider the problem of parameter estimation in dynamic systems described by ordinary differential equations. A review of the existing literature emphasizes the need for deterministic global optimization methods due to the nonconvex…
This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…
Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…
We study the training dynamics of gradient descent in a softmax self-attention layer trained to perform linear regression and show that a simple first-order optimization algorithm can converge to the globally optimal self-attention…
We propose a general-purpose method for finding high-quality solutions to hard optimization problems, inspired by self-organizing processes often found in nature. The method, called Extremal Optimization, successively eliminates extremely…
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…
The global optimization have the very extensive applications in econometrics, science and engineering. However, the global optimization for non-convex objective functions is particularly difficult since most of the existing global…
This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…
Directional motion towards a specified destination is a common occurrence in physical processes and human societal activities. Utilizing this prior information can significantly improve the control and predictive performance of system…
Global minimization is a fundamental challenge in optimization, especially in machine learning, where finding the global minimum of a function directly impacts model performance and convergence. This article introduces a novel optimization…
In this paper, we propose a fully distributed algorithm for second-order continuous-time multi-agent systems to solve the distributed optimization problem. The global objective function is a sum of private cost functions associated with the…
Consider the problem of finding an optimal value of some objective functional subject to constraints over numerical domain. This type of problem arises frequently in practical engineering tasks. Nowdays almost all general methods for…
Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…