Related papers: Equivalence of coupled parametric oscillator dynam…
In this work, we design primal and dual bounding methods for multistage adaptive robust optimization (MSARO) problems motivated by two decision rules rooted in the stochastic programming literature. From the primal perspective, this is…
We study the computational complexity certification of inexact gradient augmented Lagrangian methods for solving convex optimization problems with complicated constraints. We solve the augmented Lagrangian dual problem that arises from the…
An iterative optimization approach that simultaneously minimizes the energy and optimizes the Lagrange multipliers enforcing desired constraints is presented. The method is tested on previously established benchmark systems and it is proved…
Mathematical optimization is the workhorse behind several aspects of modern robotics and control. In these applications, the focus is on constrained optimization, and the ability to work on manifolds (such as the classical matrix Lie…
This paper studies distributed convex optimization with both affine equality and nonlinear inequality couplings through the duality analysis. We first formulate the dual of the coupling-constraint problem and reformulate it as a consensus…
In this paper we consider a method of solving optimal stopping problems in discrete and continuous time based on their dual representation. A novel and generic simulation-based optimization algorithm not involving nested simulations is…
Motivated by recent results on the dual formulation of optimal stopping problems, we investigate in this short paper how the knowledge of an approximating dual martingale can improve the efficiency of primal methods. In particular, we show…
In this paper, we employ the concept of quasi-relative interior to analyze the method of Lagrange multipliers and establish strong Lagrangian duality for nonsmooth convex optimization problems in Hilbert spaces. Then, we generalize the…
Ising machines (IM) have recently been proposed as unconventional hardware-based computation accelerators for solving NP-hard problems. In this work, we present a model for a time-multiplexed IM based on the nonlinear oscillations in a…
We explore a case example of networks of classical electronic oscillators evolving towards the solution of complex optimization problems. We show that when driven into subharmonic response, a network of such nonlinear electrical resonators…
A new formulation of the immersed boundary method, which facilitates accurate simulation of incompressible isothermal and natural convection flows around immersed bodies and which may be applied for accurate linear stability analysis of the…
Many combinatorial problems can be mapped to Ising machines, i.e., networks of coupled oscillators that settle to a minimum-energy ground state, from which the problem solution is inferred. This work proposes DROID, a novel event-driven…
We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…
A recently proposed method for computer simulations in the isothermal-isobaric (NPT) ensemble, based on Langevin-type equations of motion for the particle coordinates and the ``piston'' degree of freedom, is re-derived by straightforward…
Two-beam coupling within the field of nonlinear optics, which transfers energy from one light beam to the other under certain conditions, has received considerable attention in inertial confinement fusion (ICF) and plasma optics. To…
This paper develops a continuous-time primal-dual accelerated method with an increasing damping coefficient for a class of convex optimization problems with affine equality constraints. This paper analyzes critical values for parameters in…
In this paper, we consider the linear programming (LP) formulation for deep reinforcement learning. The number of the constraints depends on the size of state and action spaces, which makes the problem intractable in large or continuous…
Photonic Ising Machines constitute an emergent new paradigm of computation, geared towards tackling combinatorial optimization problems that can be reduced to the problem of finding the ground state of an Ising model. Spatial Photonic Ising…
In this paper we consider resource allocation problem stated as a convex minimization problem with linear constraints. To solve this problem, we use gradient and accelerated gradient descent applied to the dual problem and prove the…
The growing challenges of scaling digital computing motivate new approaches, especially through the dynamical evolution of physical systems that mimic neural networks and combinatorial optimization problems. While light is a hyper efficient…