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We apply a recently developed framework for analyzing the convergence of stochastic algorithms to the general problem of large-scale nonconvex composite optimization more generally, and nonconvex likelihood maximization in particular. Our…

Optimization and Control · Mathematics 2024-01-25 D. Russell Luke , Steffen Schultze , Helmut Grubmüller

This paper addresses the sweep coverage problem of multi-agent systems in uncertain regions. A new formulation of distributed sweep coverage is proposed to cooperatively complete the workload in the uncertain region. Specifically, each…

Optimization and Control · Mathematics 2017-11-30 Chao Zhai

We introduce a clipping strategy for Stochastic Gradient Descent (SGD) which uses quantiles of the gradient norm as clipping thresholds. We prove that this new strategy provides a robust and efficient optimization algorithm for smooth…

Machine Learning · Statistics 2024-10-15 Ibrahim Merad , Stéphane Gaïffas

We address the optimization problem of simultaneously minimizing multiple objective functionals over a family of probability distributions. This type of Multi-Objective Distributional Optimization commonly arises in machine learning and…

Machine Learning · Computer Science 2025-05-27 Dai Hai Nguyen , Hiroshi Mamitsuka , Atsuyoshi Nakamura

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

In this paper, we propose a novel distributed algorithm to optimize the emergent macroscopic behavior of large-scale multi-agent systems via microscopic actions. We cast this task as a bilevel optimization problem, where the upper level…

Optimization and Control · Mathematics 2026-04-14 Riccardo Brumali , Guido Carnevale , Sonia Martínez , Giuseppe Notarstefano

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

This paper extends algorithms that remove the fixed point bias of decentralized gradient descent to solve the more general problem of distributed optimization over subspace constraints. Leveraging the integral quadratic constraint…

Optimization and Control · Mathematics 2022-10-31 Dennis J. Marquis , Dany Abou Jaoude , Mazen Farhood , Craig A. Woolsey

Gradient descent is one of the most widely used iterative algorithms in modern statistical learning. However, its precise algorithmic dynamics in high-dimensional settings remain only partially understood, which has limited its broader…

Statistics Theory · Mathematics 2025-11-19 Qiyang Han , Xiaocong Xu

This paper develops an algorithm that guides a multi-robot system in an unknown environment in search of fixed targets. The area to be scanned contains an unknown number of convex obstacles of unknown size and shape. The algorithm covers…

Robotics · Computer Science 2012-02-13 Jonathan Rogge , Dirk Aeyels

We consider a setting in which one swarm of agents is to service or track a second swarm, and formulate an optimal control problem which trades off between the competing objectives of servicing and motion costs. We consider the continuum…

Systems and Control · Electrical Eng. & Systems 2023-08-21 Max Emerick , Bassam Bamieh

The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…

Optimization and Control · Mathematics 2025-11-21 Fabio Nobile , Matteo Raviola , Nathan Schaeffer

Decentralized control of mobile robotic sensor networks is a fundamental problem in robotics that has attracted intensive research in recent decades. Most of the existing works dealt with two-dimensional spaces. This report is concerned…

Optimization and Control · Mathematics 2016-06-02 Vali Nazarzehi

We consider a decentralized learning setting in which data is distributed over nodes in a graph. The goal is to learn a global model on the distributed data without involving any central entity that needs to be trusted. While gossip-based…

Information Theory · Computer Science 2021-03-17 Ghadir Ayache , Salim El Rouayheb

We study the problem of allocating many mobile robots for the execution of a pre-defined sweep schedule in a known two-dimensional environment, with applications toward search and rescue, coverage, surveillance, monitoring, pursuit-evasion,…

Robotics · Computer Science 2023-02-13 Si Wei Feng , Teng Guo , Jingjin Yu

Consider the global optimisation of a function $U$ defined on a finite set $V$ endowed with an irreducible and reversible Markov generator.By integration, we extend $U$ to the set $\mathcal{P}(V)$ of probability distributions on $V$ and we…

Functional Analysis · Mathematics 2024-04-16 Laurent Miclo , Nhat-Thang Le

We describe in this paper an optimal control strategy for shaping a large-scale swarm of particles using boundary global actuation. This problem arises as a key challenge in many swarm robotics applications, especially when the robots are…

Optimization and Control · Mathematics 2022-01-20 Carlo Sinigaglia , Andrea Manzoni , Francesco Braghin

The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Zhaoyue Xia , Jun Du , Yong Ren

The proximal algorithm is a powerful tool to minimize nonlinear and nonsmooth functionals in a general metric space. Motivated by the recent progress in studying the training dynamics of the noisy gradient descent algorithm on two-layer…

Optimization and Control · Mathematics 2026-05-19 Shuailong Zhu , Xiaohui Chen
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