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Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…

Multiagent Systems · Computer Science 2017-12-12 Yang Yang , Gesualdo Scutari , Daniel P. Palomar , Marius Pesavento

A central challenge to using first-order methods for optimizing nonconvex problems is the presence of saddle points. First-order methods often get stuck at saddle points, greatly deteriorating their performance. Typically, to escape from…

Machine Learning · Computer Science 2017-09-06 Sashank J Reddi , Manzil Zaheer , Suvrit Sra , Barnabas Poczos , Francis Bach , Ruslan Salakhutdinov , Alexander J Smola

We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on functions that satisfy an essential strong…

Optimization and Control · Mathematics 2014-11-12 Ji Liu , Stephen J. Wright , Christopher Ré , Victor Bittorf , Srikrishna Sridhar

AI accelerator processing capabilities and memory constraints largely dictate the scale in which machine learning workloads (e.g., training and inference) can be executed within a desirable time frame. Training a state of the art,…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-12 Michael Benington , Leo Phan , Chris Pierre Paul , Evan Shoemaker , Priyanka Ranade , Torstein Collett , Grant Hodgson Perez , Christopher Krieger

Synchronization overheads pose a major challenge as applications advance towards extreme scales. In current large-scale algorithms, synchronization as well as data communication delay the parallel computations at each time step in a…

One key challenge for solving a general stochastic optimization problem with expectations in the objective and constraint functions using ordinary stochastic iterative methods lies in the infeasibility issue caused by the randomness over…

Information Theory · Computer Science 2019-08-30 Chencheng Ye , Ying Cui

Second-order optimization methods offer superior convergence rates but are often bottlenecked by the wall-clock cost of Hessian computation and factorization. In the moderate-dimensional regime where the full Hessian fits in memory,…

Optimization and Control · Mathematics 2026-05-18 El Mahdi Chayti , Martin Jaggi

Subspace clustering (SC) is a popular method for dimensionality reduction of high-dimensional data, where it generalizes Principal Component Analysis (PCA). Recently, several methods have been proposed to enhance the robustness of PCA and…

Data Structures and Algorithms · Computer Science 2015-06-09 Sanghyuk Chun , Yung-Kyun Noh , Jinwoo Shin

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

The development of connected autonomous vehicles (CAVs) facilitates the enhancement of traffic efficiency in complicated scenarios. In unsignalized roundabout scenarios, difficulties remain unsolved in developing an effective and efficient…

Robotics · Computer Science 2024-05-07 Zhenmin Huang , Haichao Liu , Shaojie Shen , Jun Ma

We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…

Methodology · Statistics 2011-12-13 Dan Yang , Zongming Ma , Andreas Buja

Generating time-optimal, collision-free trajectories for autonomous mobile robots involves a fundamental trade-off between guaranteeing safety and managing computational complexity. State-of-the-art approaches formulate spline-based motion…

Robotics · Computer Science 2026-03-26 Dries Dirckx , Jan Swevers , Wilm Decré

Communication delays and synchronization are major bottlenecks for parallel computing, and tolerating asynchrony is therefore crucial for accelerating parallel computation. Motivated by optimization problems that do not satisfy convexity…

Optimization and Control · Mathematics 2021-05-25 Kasra Yazdani , Matthew Hale

In this paper, we evaluate stochastic-computing simulated annealing (SC-SA) for solving large-scale combinatorial optimization problems. SC-SA is designed using stochastic computing, where the computatoin is reazlied using random bitstream,…

Optimization and Control · Mathematics 2026-03-24 Kota Katsuki , Duckgyu Shin , Naoya Onizawa , Takahiro Hanyu

The rapid growth of circuit complexity has rendered Model Order Reduction (MOR) a key enabler for the efficient simulation of large circuit models. MOR techniques based on moment-matching are well established due to their simplicity and…

Other Computer Science · Computer Science 2022-04-07 Pavlos Stoikos , Dimitrios Garyfallou , George Floros , Nestor Evmorfopoulos , George Stamoulis

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

Machine Learning · Statistics 2015-11-24 Zhanxing Zhu , Amos J. Storkey

Previous parallel sorting algorithms do not scale to the largest available machines, since they either have prohibitive communication volume or prohibitive critical path length. We describe algorithms that are a viable compromise and…

Data Structures and Algorithms · Computer Science 2015-02-26 Michael Axtmann , Timo Bingmann , Peter Sanders , Christian Schulz

Motion planning methods for autonomous systems based on nonlinear programming offer great flexibility in incorporating various dynamics, objectives, and constraints. One limitation of such tools is the difficulty of efficiently representing…

Systems and Control · Electrical Eng. & Systems 2022-03-31 James Guthrie , Marin Kobilarov , Enrique Mallada

We study the question of whether parallelization in the exploration of the feasible set can be used to speed up convex optimization, in the local oracle model of computation. We show that the answer is negative for both deterministic and…

Optimization and Control · Mathematics 2019-06-21 Jelena Diakonikolas , Cristóbal Guzmán

Contraction Hierarchies is a successful speedup-technique to Dijkstra's seminal shortest path algorithm that has a convenient trade-off between preprocessing and query times. We investigate a shared-memory parallel implementation that uses…

Data Structures and Algorithms · Computer Science 2012-08-14 Dennis Luxen , Dennis Schieferdecker