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Accelerated gradient methods are the cornerstones of large-scale, data-driven optimization problems that arise naturally in machine learning and other fields concerning data analysis. We introduce a gradient-based optimization framework for…
Recently, many machine learning optimizers have been analysed considering them as the asymptotic limit of some differential equations when the step size goes to zero. In other words, the optimizers can be seen as a finite difference scheme…
Various distributed gradient descent algorithms for multi-agent optimization have incorporated the Nesterov accelerated gradient method, where the use of momentum enhances convergence rates. These algorithms have found broad applications in…
Optimizing problems in a distributed manner is critical for systems involving multiple agents with private data. Despite substantial interest, a unified method for analyzing the convergence rates of distributed optimization algorithms is…
Optimization plays a central role in intelligent systems and cyber-physical technologies, where speed and reliability of convergence directly impact performance. In control theory, optimization-centric methods are standard: controllers are…
We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…
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…
High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with…
Convergence analysis of accelerated first-order methods for convex optimization problems are presented from the point of view of ordinary differential equation solvers. A new dynamical system, called Nesterov accelerated gradient flow, has…
From the perspective of control theory, the gradient descent optimization methods can be regarded as a dynamic system where various control techniques can be designed to enhance the performance of the optimization method. In this paper, we…
Federated learning (FL) has received significant attention in recent years for its advantages in efficient training of machine learning models across distributed clients without disclosing user-sensitive data. Specifically, in federated…
This article presents novel methods for synthesizing distributionally robust stabilizing neural controllers and certificates for control systems under model uncertainty. A key challenge in designing controllers with stability guarantees for…
This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…
The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…
As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…
This paper proposes a discrete-time event-triggered extremum seeking control scheme for real-time optimization of nonlinear systems. Unlike conventional discrete-time implementations relying on periodic updates, the proposed approach…
First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…
In convex optimization, continuous-time counterparts have been a fruitful tool for analyzing momentum algorithms. Fewer such examples are available when the function to minimize is non-convex. In several cases, discrepancies arise between…
In this tutorial paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalent rate constraint approach, the Lyapunov stability drift approach and the…
Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…