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We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…
To address computational challenges associated with power flow nonconvexities, significant research efforts over the last decade have developed convex relaxations and approximations of optimal power flow (OPF) problems. However, benefits…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
In this paper, we study the stochastic convergence of regularized solutions for backward heat conduction problems. These problems are recognized as ill-posed due to the exponential decay of eigenvalues associated with the forward problems.…
We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…
Gradient-based first-order convex optimization algorithms find widespread applicability in a variety of domains, including machine learning tasks. Motivated by the recent advances in fixed-time stability theory of continuous-time dynamical…
We propose and analyze a class of second-order dynamical systems for continuous-time optimization that incorporate fractional-order gradient terms. The system is given by \begin{equation} \ddot{x}(t) + \frac{\alpha}{t}\dot{x}(t) +…
In many power system optimization problems, we observe that only a small fraction of the line flow constraints ever become active at the optimal solution, despite variations in the load profile and generation costs. This observation has…
This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A linear convergence rate under the strong second-order…
In this paper, we study the stability and convergence of continuous-time Lagrangian saddle flows to solutions of a convex constrained optimization problem. Convergence of these flows is well-known when the underlying saddle function is…
We propose a general algorithm to enumerate all solutions of a zero-dimensional polynomial system with respect to a given cost function. The algorithm is developed and is used to study a polynomial system obtained by discretizing the steady…
We introduce a novel primal-dual flow for affine constrained convex optimization problems. As a modification of the standard saddle-point system, our primal-dual flow is proved to possess the exponential decay property, in terms of a…
We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic…
A general nonlinear $1$st-order consensus-based solution for distributed constrained convex optimization is proposed with network resource allocation applications. The solution is used to optimize continuously-differentiable strictly convex…
The classical $\textit{Procrustes}$ problem is to find a rigid motion (orthogonal transformation and translation) that best aligns two given point-sets in the least-squares sense. The $\textit{Robust Procrustes}$ problem is an important…
In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…
For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…
To solve convex optimization problems with a noisy gradient input, we analyze the global behavior of subgradient-like flows under stochastic errors. The objective function is composite, being equal to the sum of two convex functions, one…
We show that Nesterov acceleration is an optimal-order iterative regularization method for linear ill-posed problems provided that a parameter is chosen accordingly to the smoothness of the solution. This result is proven both for an a…
The linear convex log-homotopy has been used in the derivation of particle flow filters. One natural question is whether it is beneficial to consider other forms of homotopy. We revisit this question by considering a general linear form of…