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In this paper, a sequential adaptive regularization algorithm using cubics (ARC) is presented to solve nonlinear equality constrained optimization. It is motivated by the idea of handling constraints in sequential quadratic programming…

Optimization and Control · Mathematics 2025-05-13 Yonggang Pei , Jingyi Wang , Shaofang Song , Qinghui Gao , Detong Zhu

Distributed abstract programs are a novel class of distributed optimization problems where (i) the number of variables is much smaller than the number of constraints and (ii) each constraint is associated to a network node. Abstract…

Distributed, Parallel, and Cluster Computing · Computer Science 2009-11-02 Giuseppe Notarstefano , Francesco Bullo

Over the last decade, research on automated parameter tuning, often referred to as automatic algorithm configuration (AAC), has made significant progress. Although the usefulness of such tools has been widely recognized in real world…

Machine Learning · Computer Science 2019-11-20 Shengcai Liu , Ke Tang , Yunwen Lei , Xin Yao

One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…

Optimization and Control · Mathematics 2019-01-08 Fatemeh Mansoori , Ermin Wei

In this paper we consider a general problem set-up for a wide class of convex and robust distributed optimization problems in peer-to-peer networks. In this set-up convex constraint sets are distributed to the network processors who have to…

Systems and Control · Computer Science 2013-12-02 Mathias Bürger , Giuseppe Notarstefano , Frank Allgöwer

Fast and reliable state estimation and tracking are essential for real-time situation awareness in Cyber-Physical Systems (CPS) operating in tactical environments or complicated civilian environments. Traditional centralized solutions do…

Machine Learning · Computer Science 2024-09-17 Connor Mclaughlin , Matthew Ding , Deniz Erdogmus , Lili Su

This paper studies the convergence rate of a message-passing distributed algorithm for solving a large-scale linear system. This problem is generalised from the celebrated Gaussian Belief Propagation (BP) problem for statistical learning…

Systems and Control · Electrical Eng. & Systems 2020-04-15 Zhaorong Zhang , Qianqian Cai , Minyue Fu

Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…

Optimization and Control · Mathematics 2022-06-23 Jiawei Zhang , Songyang Ge , Tsung-Hui Chang , Zhi-Quan Luo

A unified linear algebraic approach to adaptive signal processing (ASP) is presented. Starting from just Ax=b, key ASP algorithms are derived in a simple, systematic, and integrated manner without requiring any background knowledge to the…

Systems and Control · Computer Science 2015-04-24 Muhammad Ali Raza Anjum

As a promising solution to boost the performance of distance-related algorithms (e.g., K-means and KNN), FPGA-based acceleration attracts lots of attention, but also comes with numerous challenges. In this work, we propose AccD, a…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-02 Yuke Wang , Boyuan Feng , Gushu Li , Lei Deng , Yuan Xie , Yufei Ding

A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…

Numerical Analysis · Mathematics 2022-07-12 Junfeng Yin , Nan Li , Ning Zheng

In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…

Numerical Analysis · Mathematics 2022-03-17 Takeshi Iwashita , Kota Ikehara , Takeshi Fukaya , Takeshi Mifune

We consider the problem of fast time-series data clustering. Building on previous work modeling the correlation-based Hamiltonian of spin variables we present an updated fast non-expensive Agglomerative Likelihood Clustering algorithm…

Computational Finance · Quantitative Finance 2022-03-22 Lionel Yelibi , Tim Gebbie

This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Monimoy Bujarbaruah , Xiaojing Zhang , Marko Tanaskovic , Francesco Borrelli

This work proposes a mathematically founded mixed precision accumulation strategy for the inference of neural networks. Our strategy is based on a new componentwise forward error analysis that explains the propagation of errors in the…

Machine Learning · Computer Science 2025-12-03 El-Mehdi El Arar , Silviu-Ioan Filip , Theo Mary , Elisa Riccietti

In many high-dimensional estimation problems the main task consists in minimizing a cost function, which is often strongly non-convex when scanned in the space of parameters to be estimated. A standard solution to flatten the corresponding…

Machine Learning · Statistics 2020-09-04 Giulio Biroli , Chiara Cammarota , Federico Ricci-Tersenghi

This paper proposes matrix-scaled consensus algorithm, which generalizes the scaled consensus algorithm in \cite{Roy2015scaled}. In (scalar) scaled consensus algorithms, the agents' states do not converge to a common value, but to different…

Optimization and Control · Mathematics 2022-08-16 Minh Hoang Trinh , Dung Van Vu , Quoc Van Tran , Hyo-Sung Ahn

This paper is a follow-up to a previous work where we defined and generated the set of all possible compromises of multilevel multiobjective linear programming problems (ML-MOLPP). In this paper, we introduce a new algorithm to solve…

Optimization and Control · Mathematics 2023-10-10 Mustapha Kaci , Sonia Radjef

We investigate the possibility of forcing a self-supervised model trained using a contrastive predictive loss to extract slowly varying latent representations. Rather than producing individual predictions for each of the future…

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem