Related papers: A General Framework for Bounding Approximate Dynam…

We study the problem of scheduling sensors in a resource-constrained linear dynamical system, where the objective is to select a small subset of sensors from a large network to perform the state estimation task. We formulate this problem as…

In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all…

The Alternating Direction Method of Multipliers (ADMM) has gained significant attention across a broad spectrum of machine learning applications. Incorporating the over-relaxation technique shows potential for enhancing the convergence rate…

This paper describes a simple greedy D-approximation algorithm for any covering problem whose objective function is submodular and non-decreasing, and whose feasible region can be expressed as the intersection of arbitrary (closed upwards)…

For various optimization methods, gradient descent-based algorithms can achieve outstanding performance and have been widely used in various tasks. Among those commonly used algorithms, ADAM owns many advantages such as fast convergence…

In order to autonomously learn to control unknown systems optimally w.r.t. an objective function, Adaptive Dynamic Programming (ADP) is well-suited to adapt controllers based on experience from interaction with the system. In recent years,…

This paper considers stochastic optimization problems for a large class of objective functions, including convex and continuous submodular. Stochastic proximal gradient methods have been widely used to solve such problems; however, their…

AdaBelief, one of the current best optimizers, demonstrates superior generalization ability compared to the popular Adam algorithm by viewing the exponential moving average of observed gradients. AdaBelief is theoretically appealing in that…

We present the Alternating Direction Method of Multipliers for Performance Boosting (ADMM-PB), an approach to design performance boosting controllers for stable or pre-stabilized nonlinear systems, while explicitly seeking input and state…

The idea of dynamic programming (DP), proposed by Bellman in the 1950s, is one of the most important algorithmic techniques. However, in parallel, many fundamental and sequentially simple problems become more challenging, and open to a…

In the aftermath of an extreme natural hazard, community residents must have access to functioning food retailers to maintain food security. Food security is dependent on supporting critical infrastructure systems, including electricity,…

Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…

This paper provides new stability results for Action-Dependent Heuristic Dynamic Programming (ADHDP), using a control algorithm that iteratively improves an internal model of the external world in the autonomous system based on its…

Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods. However, when the dimension of the problem gets large, interior point methods become impractical in terms of both computational time and memory…

Model-based reinforcement learning is a widely accepted solution for solving excessive sample demands. However, the predictions of the dynamics models are often not accurate enough, and the resulting bias may incur catastrophic decisions…

Recent works have shown that gradient-update alignment is a powerful signal for modulating optimizer updates, often leading to faster training. We promote this update-wise heuristic as a mathematically grounded principle for selecting and…

In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain…

In the dynamic set cover problem, the input is a dynamic universe of elements and a fixed collection of sets. As elements are inserted or deleted, the goal is to efficiently maintain an approximate minimum set cover. While the past decade…

The stable principal component pursuit (SPCP) is a non-smooth convex optimization problem, the solution of which enables one to reliably recover the low rank and sparse components of a data matrix which is corrupted by a dense noise matrix,…

Adaptive gradient methods, such as AdaGrad, are among the most successful optimization algorithms for neural network training. While these methods are known to achieve better dimensional dependence than stochastic gradient descent (SGD) for…