Related papers: A Data-driven Optimization of First-order Regular …
We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on…
Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…
We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…
Differentiable optimization layers enable learning systems to make decisions by solving embedded optimization problems. However, computing gradients via implicit differentiation requires solving a linear system with Hessian terms, which is…
A unified approach to derive optimal finite differences is presented which combines three critical elements for numerical performance especially for multi-scale physical problems, namely, order of accuracy, spectral resolution and…
We provide the detailed asymptotic behavior for first-order aggregation models of heterogeneous oscillators. Due to the dissimilarity of natural frequencies, one could expect that all relative distances converge to definite positive value…
Optimization-based problems have become of great interest for signal approximation purposes, as they achieved good accuracy results while being extremely flexible and versatile. In this work, we put our focus on the context of periodic…
Nonlinear signal distortions are one of the primary factors limiting the capacity and reach of optical transmission systems. Currently, several approaches exist for compensating nonlinear distortions, but for practical implementation,…
This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…
In this paper, we study the implicit regularization of the gradient descent algorithm in homogeneous neural networks, including fully-connected and convolutional neural networks with ReLU or LeakyReLU activations. In particular, we study…
The Distributed Constraint Optimization Problem (DCOP) formulation is a powerful tool to model multi-agent coordination problems that are distributed by nature. The formulation is suitable for problems where variables are discrete and…
This paper proposes several explicit and implicit multistep frequency response optimized integrators considering first or second order derivative. A prediction-based method aiming at accelerating a novel power system transient simulation…
Bearing-based distributed formation control is attractive because it can be implemented using vision-based measurements to achieve a desired formation. Gradient-descent-based controllers using bearing measurements have been shown to have…
This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…
Purpose -- RF circuits often possess a multi-rate behavior. Slow changing baseband signals and fast oscillating carrier signals often occur in the same circuit. Frequency modulated signals pose a particular challenge.…
In this paper, we propose a sampling algorithm based on state-of-the-art statistical machine learning techniques to obtain conditional nonlinear optimal perturbations (CNOPs), which is different from traditional (deterministic) optimization…
This paper provides a theoretical and numerical comparison of classical first-order splitting methods for solving smooth convex optimization problems and cocoercive equations. From a theoretical point of view, we compare convergence rates…
We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…
In this paper, we study optimization problems where the cost function contains time-varying parameters that are unmeasurable and evolve according to linear, yet unknown, dynamics. We propose a solution that leverages control theoretic tools…
This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…