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We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…
Solving linear programs is often a challenging task in distributed settings. While there are good algorithms for solving packing and covering linear programs in a distributed manner (Kuhn et al.~2006), this is essentially the only class of…
This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…
In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…
Mechanical systems are often characterized only by their response to certain loads known from experiments or simulations. The obtained data can be used for various purposes: system analysis, design of mathematical models, or construction of…
In this paper, we present new second-order algorithms for composite convex optimization, called Contracting-domain Newton methods. These algorithms are affine-invariant and based on global second-order lower approximation for the smooth…
We develop and analyze several different second-order algorithms for computing a near-optimal solution path of a convex parametric optimization problem with smooth Hessian. Our algorithms are inspired by a differential equation perspective…
This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…
We analyze Newton's method with lazy Hessian updates for solving general possibly non-convex optimization problems. We propose to reuse a previously seen Hessian for several iterations while computing new gradients at each step of the…
We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…
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…
For linear time-invariant (LTI) systems, the design of an optimal controller is a commonly encountered problem in many applications. Among all the optimization approaches available, the linear quadratic regulator (LQR) methodology certainly…
We propose an efficient hybrid least squares/gradient descent method to accelerate DeepONet training. Since the output of DeepONet can be viewed as linear with respect to the last layer parameters of the branch network, these parameters can…
Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…
Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…
The reduction of Hamiltonian systems aims to build smaller reduced models, valid over a certain range of time and parameters, in order to reduce computing time. By maintaining the Hamiltonian structure in the reduced model, certain…
We leverage second-order information for tuning of inverse optimal controllers for a class of discrete-time nonlinear input-affine systems. For this, we select the input penalty matrix, representing a tuning knob, to yield the Hessian of…
In this paper, we use composite optimization algorithms to solve sigmoid networks. We equivalently transfer the sigmoid networks to a convex composite optimization and propose the composite optimization algorithms based on the linearized…
In this paper we consider a wide class of discrete diffusion load balancing algorithms. The problem is defined as follows. We are given an interconnection network and a number of load items, which are arbitrarily distributed among the nodes…
Many complex engineering systems consist of multiple subsystems that are developed by different teams of engineers. To analyse, simulate and control such complex systems, accurate yet computationally efficient models are required. Modular…