Related papers: Optimal time averages in non-autonomous nonlinear …
This paper studies a proximal alternating direction method of multipliers (ADMM) with variable metric indefinite proximal terms for linearly constrained convex optimization problems. The proximal ADMM plays an important role in many…
This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…
This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…
In this paper, we propose a novel trajectory optimization algorithm for mobile manipulators under end-effector path, collision avoidance and various kinematic constraints. Our key contribution lies in showing how this highly non-linear and…
We develop a convergent variational perturbation theory for the frequency of time-periodic solutions of nonlinear dynamical systems. The power of the theory is illustrated by applying it to the Duffing oscillator.
In this paper we develop the theory of discrete averaging designed to study discrete time dynamical systems defined by iterates of a map. The discrete averaging uses weighted averages over a segment of trajectory to find an autonomous…
The optimal power flow (OPF) problem, which plays a central role in operating electrical networks is considered. The problem is nonconvex and is in fact NP hard. Therefore, designing efficient algorithms of practical relevance is crucial,…
To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…
Coupled, nonlinear oscillators are often studied in applied biology, physics, fluids, and many other disciplines. In this paper, we study a parametrically driven, coupled oscillator system where the individual oscillators are subjected to…
We introduce a two-dimensional discrete-time dynamical system which represents the evolution of an angle and angular velocity. While the angle evolves by a fixed amount in every step, the evolution of the angular velocity is governed by a…
We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…
The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…
We propose a general technique for improving alternating optimization (AO) of nonconvex functions. Starting from the solution given by AO, we conduct another sequence of searches over subspaces that are both meaningful to the optimization…
The optimization step in many machine learning problems rarely relies on vanilla gradient descent but it is common practice to use momentum-based accelerated methods. Despite these algorithms being widely applied to arbitrary loss…
This paper presents a majorized alternating direction method of multipliers (ADMM) with indefinite proximal terms for solving linearly constrained $2$-block convex composite optimization problems with each block in the objective being the…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
A general solution is found for a large class of time continuous autonomous nonlinear dynamical systems, the so-called quasi-polynomial systems. This solution is expressed in terms of a new type of special functions defined via their Taylor…
In this article we consider an optimization problem where the objective function is evaluated at the fixed-point of a contraction mapping parameterized by a control variable, and optimization takes place over this control variable. Since…
We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…
We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…