Related papers: M-convex Function Minimization Under L1-Distance C…
In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…
This paper seeks to address how to solve non-smooth convex and strongly convex optimization problems with functional constraints. The introduced Mirror Descent (MD) method with adaptive stepsizes is shown to have a better convergence rate…
The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, the effect of mirror maps on the geometry of distributed…
We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…
In minimum-cost inverse optimization problems, we are given a feasible solution to an underlying optimization problem together with a linear cost function, and the goal is to modify the costs by a small deviation vector so that the input…
One challenge of legged locomotion on uneven terrains is to deal with both the discrete problem of selecting a contact surface for each footstep and the continuous problem of placing each footstep on the selected surface. Consequently,…
We characterize the maximum controlled invariant (MCI) set for discrete- as well as continuous-time nonlinear dynamical systems as the solution of an infinite-dimensional linear programming problem. For systems with polynomial dynamics and…
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…
We consider a class of hypothesis testing problems where the null hypothesis postulates $M$ distributions for the observed data, and there is only one possible distribution under the alternative. We show that one can use a stochastic mirror…
The aim of this paper is twofold: first, to extend the area of applications of tropical optimization by solving new constrained location problems, and second, to offer new closed-form solutions to general problems that are of interest to…
This work concerns the minimization of the pseudospectral abscissa of a matrix-valued function dependent on parameters analytically. The problem is motivated by robust stability and transient behavior considerations for a linear control…
The paper proposes a new approach to minimize the number of relays while maximizing the lifetime of underwater acoustic sensor networks (UASNs). This involves formulating the relay node placement (RNP) problem as a multi-objective…
By enabling the nodes or agents to solve small-sized subproblems to achieve coordination, distributed algorithms are favored by many networked systems for efficient and scalable computation. While for convex problems, substantial…
In this work, we propose a novel inverse reinforcement learning (IRL) algorithm for constrained Markov decision process (CMDP) problems. In standard IRL problems, the inverse learner or agent seeks to recover the reward function of the MDP,…
We study the problem of minimizing a $m$-weakly convex and possibly nonsmooth function. Weak convexity provides a broad framework that subsumes convex, smooth, and many composite nonconvex functions. In this work, we propose a…
We develop two penalty based difference of convex (DC) algorithms for solving chance constrained programs. First, leveraging a rank-based DC decomposition of the chance constraint, we propose a proximal penalty based DC algorithm in the…
We consider finite Markov decision processes (MDPs) with convex constraints and known dynamics. In principle, this problem is amenable to off-the-shelf convex optimization solvers, but typically this approach suffers from poor scalability.…
Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…
We consider the problem of maximizing submodular functions; while this problem is known to be NP-hard, several numerically efficient local search techniques with approximation guarantees are available. In this paper, we propose a novel…
In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…