Related papers: Resource-Aware Discretization of Accelerated Optim…
In this paper, we propose two discontinuous dynamical systems in continuous time with guaranteed prescribed finite-time local convergence to strict local minima of a given cost function. Our approach consists of exploiting a Lyapunov-based…
Generative policies based on diffusion models and flow matching have shown strong promise for offline reinforcement learning (RL), but their applicability remains largely confined to continuous action spaces. To address a broader range of…
Nesterov's accelerated gradient algorithm is derived from first principles. The first principles are founded on the recently-developed optimal control theory for optimization. This theory frames an optimization problem as an optimal control…
In contexts where data samples represent a physically stable state, it is often assumed that the data points represent the local minima of an energy landscape. In control theory, it is well-known that energy can serve as an effective…
We present existence and discrete-time approximation results on optimal control policies for continuous-time stochastic control problems under a variety of information structures. These include fully observed models, partially observed…
We introduce the Projected Push-Pull algorithm that enables multiple agents to solve a distributed constrained optimization problem with private cost functions and global constraints, in a collaborative manner. Our algorithm employs…
Many recent machine learning models rely on fine-grained dynamic control flow for training and inference. In particular, models based on recurrent neural networks and on reinforcement learning depend on recurrence relations, data-dependent…
Energy-efficient real-time task scheduling has been actively explored in the past decade. Different from the past work, this paper considers schedulability conditions for stochastic real-time tasks. A schedulability condition is first…
This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…
Control of multihop Wireless networks in a distributed manner while providing end-to-end delay requirements for different flows, is a challenging problem. Using the notions of Draining Time and Discrete Review from the theory of fluid…
We consider the problem of resource allocation and control of multihop networks in which multiple source-destination pairs communicate confidential messages, to be kept confidential from the intermediate nodes. We pose the problem as that…
The main goal of this paper is developing the method of discrete approximations to derive necessary optimality conditions for a class of constrained sweeping processes with nonsmooth perturbations. Optimal control problems for sweeping…
This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…
As multi-agent networks grow in size and scale, they become increasingly difficult to synchronize, though agents must work together even when generating and sharing different information at different times. Targeting such cases, this paper…
We develop a novel iterative algorithm for locally optimal experimental design under constraints, like budget or performance constraints. It is an adaptive discretization algorithm. In every iteration, a discretized version of the…
We propose a novel continuous-time algorithm for inequality-constrained convex optimization inspired by proportional-integral control. Unlike the popular primal-dual gradient dynamics, our method includes a proportional term to control the…
The acceleration of gradient-based optimization methods is a subject of significant practical and theoretical importance, particularly within machine learning applications. While much attention has been directed towards optimizing within…
This paper addresses the gradient flow -- the continuous-time representation of the gradient method -- with the smooth approximation of a non-differentiable objective function and presents convergence analysis framework. Similar to the…
Learning algorithms have shown considerable prowess in simulation by allowing robots to adapt to uncertain environments and improve their performance. However, such algorithms are rarely used in practice on safety-critical systems, since…
Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…