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In this paper, an efficient modified Newton type algorithm is proposed for nonlinear unconstrianed optimization problems. The modified Hessian is a convex combination of the identity matrix (for steepest descent algorithm) and the Hessian…

Optimization and Control · Mathematics 2015-10-09 Yaguang Yang

In this note we aim at putting more emphasis on the fact that trying to solve non-convex optimization problems with coordinate-descent iterative linear matrix inequality algorithms leads to suboptimal solutions, and put forward other…

Optimization and Control · Mathematics 2024-10-30 Emile Simon , Vincent Wertz

In this paper, we develop an energy efficient resource allocation scheme for orthogonal frequency division multiple access (OFDMA) networks with in-band full-duplex (IBFD) communication between the base station and user equipments (UEs)…

Information Theory · Computer Science 2019-10-09 Rojin Aslani , Mehdi Rasti , Ata Khalili

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…

Systems and Control · Computer Science 2022-05-30 Kunal Garg , Mayank Baranwal

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

The paper deals with stochastic difference-of-convex functions (DC) programs, that is, optimization problems whose the cost function is a sum of a lower semicontinuous DC function and the expectation of a stochastic DC function with respect…

Numerical Analysis · Mathematics 2020-12-14 Le Thi Hoai An , Huynh Van Ngai , Pham Dinh Tao , Luu Hoang Phuc Hau

A class of algorithms for the solution of discrete material optimization problems in electromagnetic applications is discussed. The idea behind the algorithm is similar to that of the sequential programming. However, in each major iteration…

Optimization and Control · Mathematics 2017-07-14 Johannes Semmler , Lukas Pflug , Michael Stingl

Two optimization algorithms are proposed for solving a stochastic programming problem for which the objective function is given in the form of the expectation of convex functions and the constraint set is defined by the intersection of…

Optimization and Control · Mathematics 2017-10-09 Hideaki Iiduka

In this paper we theoretically show that interior-point methods based on self-concordant barriers possess favorable global complexity beyond their standard application area of convex optimization. To do that we propose first- and…

Optimization and Control · Mathematics 2024-04-30 Pavel Dvurechensky , Mathias Staudigl

The optimal allocation of time and energy resources is characterized in a Wireless Powered Communication Network (WPCN) with non-Orthogonal Multiple Access (NOMA). We consider two different formulations; in the first one (max-sum), the…

Optimization and Control · Mathematics 2018-08-02 Mariam M. N. Aboelwafa , Mohamed A. Abd-Elmagid , Alessandro Biason , Karim G. Seddik , Tamer ElBatt , Michele Zorzi

Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…

Optimization and Control · Mathematics 2018-01-19 Bo Jiang , Tianyi Lin , Shiqian Ma , Shuzhong Zhang

In this paper, we propose an inexact block coordinate descent algorithm for large-scale nonsmooth nonconvex optimization problems. At each iteration, a particular block variable is selected and updated by inexactly solving the original…

Optimization and Control · Mathematics 2019-12-12 Yang Yang , Marius Pesavento , Zhi-Quan Luo , Björn Ottersten

The need of fast distributed solvers for optimization problems in networked systems has motivated the recent development of the Fast-Lipschitz optimization framework. In such an optimization, problems satisfying certain qualifying…

Optimization and Control · Mathematics 2016-11-17 Martin Jakobsson , Carlo Fischione , Pradeep Chathuranga Weeraddana

In this paper, we study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-03 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

We consider a non-convex constrained Lagrangian formulation of a fundamental bi-criteria optimization problem for variable selection in statistical learning; the two criteria are a smooth (possibly) nonconvex loss function, measuring the…

Optimization and Control · Mathematics 2016-11-22 Ying Sun , Gesualdo Scutari

This paper addresses the problem of resource allocation for systems in which a primary and a secondary link share the available spectrum by an underlay or overlay approach. After observing that such a scenario models both cognitive radio…

Information Theory · Computer Science 2016-12-21 Alessio Zappone , Bho Matthiesen , Eduard A. Jorswieck

In this paper we consider a distributed optimization scenario in which the aggregate objective function to minimize is partitioned, big-data and possibly non-convex. Specifically, we focus on a set-up in which the dimension of the decision…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-27 Ivano Notarnicola , Giuseppe Notarstefano

Gradient-based (a.k.a. `first order') optimization algorithms are routinely used to solve large scale non-convex problems. Yet, it is generally hard to predict their effectiveness. In order to gain insight into this question, we revisit the…

Probability · Mathematics 2024-12-10 Andrea Montanari , Eliran Subag

A major limitation of online algorithms that track the optimizers of time-varying nonconvex optimization problems is that they focus on a specific local minimum trajectory, which may lead to poor spurious local solutions. In this paper, we…

Optimization and Control · Mathematics 2021-01-27 Yuhao Ding , Javad Lavaei , Murat Arcak

We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…

Machine Learning · Computer Science 2016-11-04 P Balamurugan , Francis Bach