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In this paper, we propose a unified algorithmic framework for solving many known variants of \mds. Our algorithm is a simple iterative scheme with guaranteed convergence, and is \emph{modular}; by changing the internals of a single…

Machine Learning · Computer Science 2010-03-31 Arvind Agarwal , Jeff M. Phillips , Suresh Venkatasubramanian

Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…

Optimization and Control · Mathematics 2022-04-11 Alex Oshin , Matthew D. Houghton , Michael J. Acheson , Irene M. Gregory , Evangelos A. Theodorou

A popular method to estimate the positions or directions-of-arrival (DOAs) of multiple sound sources using an array of microphones is based on steered-response power (SRP) beamforming. For a three-dimensional scenario, SRP-based methods…

Audio and Speech Processing · Electrical Eng. & Systems 2026-04-21 Klaus Brümann , Simon Doclo

We study a location problem that involves a weighted sum of distances to closed convex sets. As several of the weights might be negative, traditional solution methods of convex optimization are not applicable. After obtaining some existence…

Optimization and Control · Mathematics 2014-07-01 Nguyen Thai An , Nguyen Mau Nam , Nguyen Dong Yen

We propose a distributed algorithm, termed the Directed-Distributed Projected Subgradient (D-DPS), to solve a constrained optimization problem over a multi-agent network, where the goal of agents is to collectively minimize the sum of…

Optimization and Control · Mathematics 2016-08-30 Chenguang Xi , Usman A. Khan

We consider the problem of decentralized composite optimization over a symmetric connected graph, in which each node holds its own agent-specific private convex functions, and communications are only allowed between nodes with direct links.…

Optimization and Control · Mathematics 2018-09-06 Bin Wang , Jun Fang , Huiping Duan , Hongbin Li

We present a novel acceleration technique for improving the convergence of source iteration for discrete ordinates transport calculations. Our approach uses the idea of the dynamic mode decomposition (DMD) to estimate the slowly decaying…

Computational Physics · Physics 2018-12-14 Ryan G. McClarren , Terry S. Haut

Forecasting the short-term ridership among origin-destination pairs (OD matrix) of a metro system is crucial in real-time metro operation. However, this problem is notoriously difficult due to the high-dimensional, sparse, noisy, and skewed…

Applications · Statistics 2022-06-15 Zhanhong Cheng , Martin Trepanier , Lijun Sun

Dynamic mode decomposition (DMD) represents an effective means for capturing the essential features of numerically or experimentally generated flow fields. In order to achieve a desirable tradeoff between the quality of approximation and…

Fluid Dynamics · Physics 2014-12-11 Mihailo R. Jovanović , Peter J. Schmid , Joseph W. Nichols

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

This paper considers the problem of designing the user trajectory in a device-to-device communications setting. We consider a pair of pedestrians connected through a D2D link. The pedestrians seek to reach their respective destinations…

Optimization and Control · Mathematics 2018-04-16 Amrit S. Bedi , Ketan Rajawat , Marceau Coupechoux

We suggest a global perspective on dynamic network flow problems that takes advantage of the similarities to port-Hamiltonian dynamics. Dynamic minimum cost flow problems are formulated as open-loop optimal control problems for general…

Optimization and Control · Mathematics 2023-09-06 Onur Tanil Doganay , Kathrin Klamroth , Bruno Lang , Michael Stiglmayr , Claudia Totzeck

Collision-free navigation in cluttered environments with static and dynamic obstacles is essential for many multi-robot tasks. Dynamic obstacles may also be interactive, i.e., their behavior varies based on the behavior of other entities.…

Robotics · Computer Science 2024-05-21 Baskın Şenbaşlar , Gaurav S. Sukhatme

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

Optimizer is an essential component for the success of deep learning, which guides the neural network to update the parameters according to the loss on the training set. SGD and Adam are two classical and effective optimizers on which…

Machine Learning · Computer Science 2023-07-04 Yineng Chen , Zuchao Li , Lefei Zhang , Bo Du , Hai Zhao

Let $G = (V,E,w)$ be a weighted, digraph subject to a sequence of adversarial edge deletions. In the decremental single-source reachability problem (SSR), we are given a fixed source $s$ and the goal is to maintain a data structure that can…

Data Structures and Algorithms · Computer Science 2021-01-19 Aaron Bernstein , Maximilian Probst Gutenberg , Thatchaphol Saranurak

A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…

Optimization and Control · Mathematics 2026-05-27 Lei Qin , Michael Cantoni , Ye Pu

We address the single source shortest path planning problem (SSSP) in the case of floating point edge weights. We show how any integer based Dijkstra solution that relies on a monotone integer priority queue to create a full ordering over…

Data Structures and Algorithms · Computer Science 2016-06-03 Michael Otte

Traffic forecasting in Intelligent Transportation Systems (ITS) is vital for intelligent traffic prediction. Yet, ITS often relies on data from traffic sensors or vehicle devices, where certain cities might not have all those smart devices…

Machine Learning · Computer Science 2024-10-22 Kishor Kumar Bhaumik , Minha Kim , Fahim Faisal Niloy , Amin Ahsan Ali , Simon S. Woo