Related papers: An approximately analytical solution method for th…
Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…
We introduce the Stochastic Asynchronous Proximal Alternating Linearized Minimization (SAPALM) method, a block coordinate stochastic proximal-gradient method for solving nonconvex, nonsmooth optimization problems. SAPALM is the first…
This paper proposes a quasi-optimal power flow (OPF) algorithm for flexible DC traction power systems (TPSs). Near-optimal solutions can be solved with high computational efficiency by the proposed quasi-OPF. Unlike conventional OPF…
Parallel computing is omnipresent in today's scientific computer landscape, starting at multicore processors in desktop computers up to massively parallel clusters. While domain decomposition methods have a long tradition in computational…
We consider a least absolute deviation (LAD) approach to the robust phase retrieval problem that aims to recover a signal from its absolute measurements corrupted with sparse noise. To solve the resulting non-convex optimization problem, we…
Continuum robots offer high flexibility and multiple degrees of freedom, making them ideal for navigating narrow lumens. However, accurately modeling their behavior under large deformations and frequent environmental contacts remains…
We present a very simple and fast algorithm for the numerical solution of viscoplastic flow problems without prior regularisation. Compared to the widespread alternating direction method of multipliers (ADMM / ALG2), the new method features…
The growing interest in Explainable Artificial Intelligence (XAI) motivates promising studies of computing optimal Interpretable Machine Learning models, especially decision trees. Such models generally provide optimality in compact size or…
This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…
Recently, significant connections between compressed sensing problems and optimization of a particular class of functions relating to solutions of Hamilton-Jacobi equation was discovered. In this paper we introduce a fast approximate…
We report a novel hybrid method of simultaneous atomistic simulation of solids in critical regions (contacts surfaces, cracks areas, etc.), along with continuum modeling of other parts. The continuum is treated in terms of quasi-atoms of…
In this paper, we introduce a new framework for approximately solving flow problems in capacitated, undirected graphs and apply it to provide asymptotically faster algorithms for the maximum $s$-$t$ flow and maximum concurrent…
In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as…
The atomic norm provides a generalization of the $\ell_1$-norm to continuous parameter spaces. When applied as a sparse regularizer for line spectral estimation the solution can be obtained by solving a convex optimization problem. This…
With the continuing advances in scientific instrumentation, scanning microscopes are now able to image physical systems with up to sub-atomic-level spatial resolutions and sub-picosecond time resolutions. Commensurately, they are generating…
The FEAST algorithm is a subspace iteration method that uses a spectral projector as a rational filter in order to efficiently solve interior eigenvalue problems in parallel. Although the solutions from the FEAST algorithm converge rapidly…
This paper introduces a parallel-in-time algorithm for efficient steady-state solution of the eddy current problem. Its main idea is based on the application of the well-known multi-harmonic (or harmonic balance) approach as the coarse…
We present a centralized algorithmic framework for solving multi-robot path planning problems in general, two-dimensional, continuous environments while minimizing globally the task completion time. The framework obtains high levels of…
The LATIN method has been developed and successfully applied to a variety of deterministic problems, but few work has been developed for nonlinear stochastic problems. This paper presents a stochastic LATIN method to solve stochastic and/or…
In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…