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In this paper, we develop an analytical framework for the partial differential equation underlying the consensus-based optimization model. The main challenge arises from the nonlinear, nonlocal nature of the consensus point, coupled with a…

Analysis of PDEs · Mathematics 2025-04-16 Jinhuan Wang , Keyu Li , Hui Huang

Randomized matrix compression techniques, such as the Johnson-Lindenstrauss transform, have emerged as an effective and practical way for solving large-scale problems efficiently. With a focus on computational efficiency, however, forsaking…

Machine Learning · Statistics 2015-10-19 Stephen Becker , Ban Kawas , Marek Petrik , Karthikeyan N. Ramamurthy

We study the decentralized online regularized linear regression algorithm over random time-varying graphs. At each time step, every node runs an online estimation algorithm consisting of an innovation term processing its own new…

Machine Learning · Computer Science 2025-10-02 Xiwei Zhang , Tao Li , Xiaozheng Fu

We propose a separation principle that enables a systematic way of designing decentralized algorithms used in consensus optimization. Specifically, we show that a decentralized optimization algorithm can be constructed by combining a…

Optimization and Control · Mathematics 2019-03-05 Shuo Han

This paper proposes a new topology optimization method that applies a convolutional neural network (CNN), which is one deep learning technique for topology optimization problems. Using this method, we acquire a structure with a little…

Machine Learning · Computer Science 2020-01-06 Yusuke Takahashi , Yoshiro Suzuki , Akira Todoroki

Classical methods of solving spatiotemporal dynamical systems include statistical approaches such as autoregressive integrated moving average, which assume linear and stationary relationships between systems' previous outputs. Development…

Dynamical Systems · Mathematics 2022-02-16 Yonggi Park , Kelum Gajamannage , Dilhani I. Jayathilake , Erik M. Bollt

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

Bidding in real-time auctions can be a difficult stochastic control task; especially if underdelivery incurs strong penalties and the market is very uncertain. Most current works and implementations focus on optimally delivering a campaign…

Machine Learning · Computer Science 2020-06-15 Nicolas Grislain , Nicolas Perrin , Antoine Thabault

Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…

Optimization and Control · Mathematics 2019-11-05 Vyacheslav Kungurtsev

This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its…

Optimization and Control · Mathematics 2016-11-29 Xianlin Zeng , Peng Yi , Yiguang Hong

We study strategy synthesis for partially observable Markov decision processes (POMDPs). The particular problem is to determine strategies that provably adhere to (probabilistic) temporal logic constraints. This problem is computationally…

Artificial Intelligence · Computer Science 2019-03-22 Steven Carr , Nils Jansen , Ralf Wimmer , Alexandru C. Serban , Bernd Becker , Ufuk Topcu

We address the problem of distributed uncon- strained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to…

Optimization and Control · Mathematics 2015-11-06 Damiano Varagnolo , Filippo Zanella , Angelo Cenedese , Gianluigi Pillonetto , Luca Schenato

Recurrent Neural Networks (RNNs) are widely used for online regression due to their ability to generalize nonlinear temporal dependencies. As an RNN model, Long-Short-Term-Memory Networks (LSTMs) are commonly preferred in practice, as these…

Machine Learning · Computer Science 2021-06-01 N. Mert Vural , Fatih Ilhan , Selim F. Yilmaz , Salih Ergüt , Suleyman S. Kozat

The problem of minimizing a sum of local convex objective functions over a networked system captures many important applications and has received much attention in the distributed optimization field. Most of existing work focuses on…

Optimization and Control · Mathematics 2019-01-09 Fatemeh Mansoori , Ermin Wei

We study the convergence speed of distributed iterative algorithms for the consensus and averaging problems, with emphasis on the latter. We first consider the case of a fixed communication topology. We show that a simple adaptation of a…

Optimization and Control · Mathematics 2011-06-13 Alex Olshevsky , John N. Tsitsiklis

As the complexity of our neural network models grow, so too do the data and computation requirements for successful training. One proposed solution to this problem is training on a distributed network of computational devices, thus…

Machine Learning · Computer Science 2020-05-22 Kyle Crandall , Dustin Webb

In this paper, we investigate the decentralized statistical inference problem, where a network of agents cooperatively recover a (structured) vector from private noisy samples without centralized coordination. Existing optimization-based…

Machine Learning · Computer Science 2021-04-06 He Wang , Yifei Shen , Ziyuan Wang , Dongsheng Li , Jun Zhang , Khaled B. Letaief , Jie Lu

The artificial neural network shows powerful ability of inference, but it is still criticized for lack of interpretability and prerequisite needs of big dataset. This paper proposes the Rule-embedded Neural Network (ReNN) to overcome the…

Machine Learning · Computer Science 2018-09-03 Hu Wang

A new method to solve computationally challenging (random) parametric obstacle problems is developed and analyzed, where the parameters can influence the related partial differential equation (PDE) and determine the position and surface…

Machine Learning · Computer Science 2025-04-08 Martin Eigel , Cosmas Heiß , Janina E. Schütte

This paper considers the decentralized consensus optimization problem defined over a network where each node holds a second-order differentiable local objective function. Our goal is to minimize the summation of local objective functions…

Optimization and Control · Mathematics 2020-08-25 Jiaojiao Zhang , Qing Ling , Anthony Man-Cho So
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