Related papers: ECCO: Equivalent Circuit Controlled Optimization
The autoencoder model uses an encoder to map data samples to a lower dimensional latent space and then a decoder to map the latent space representations back to the data space. Implicitly, it relies on the encoder to approximate the inverse…
We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves…
Diffusion models and flow matching have become a cornerstone of robotic imitation learning, yet they suffer from a structural inefficiency where inference is often bound to a fixed integration schedule that is agnostic to state complexity.…
In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…
In this work, a higher order compact (HOC) discretization is developed on the nonuniform polar grid. The discretization conceptualized using the unsteady convection-diffusion equation (CDE) is further extended to flow problems governed by…
We propose a variant of consensus-based optimization (CBO) algorithms, controlled-CBO, which introduces a feedback control term to improve convergence towards global minimizers of non-convex functions in multiple dimensions. The feedback…
Much recent interest has focused on the design of optimization algorithms from the discretization of an associated optimization flow, i.e., a system of differential equations (ODEs) whose trajectories solve an associated optimization…
In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…
This paper focuses on the problem of \emph{constrained} \emph{stochastic} optimization. A zeroth order Frank-Wolfe algorithm is proposed, which in addition to the projection-free nature of the vanilla Frank-Wolfe algorithm makes it gradient…
In this work, we introduce a novel gradient descent-based approach for optimizing control systems, leveraging a new representation of stable closed-loop dynamics as a function of two matrices i.e. the step size or direction matrix and value…
This paper considers the problem of regulating a linear dynamical system to the solution of a convex optimization problem with an unknown or partially-known cost. We design a data-driven feedback controller - based on gradient flow dynamics…
Gradient methods are widely used in optimization problems. In practice, while the smoothness parameter can be estimated utilizing techniques such as backtracking, estimating the strong convexity parameter remains a challenge; moreover, even…
We develop optimization methods which offer new trade-offs between the number of gradient and Hessian computations needed to compute the critical point of a non-convex function. We provide a method that for any twice-differentiable $f\colon…
From the perspective of control theory, the gradient descent optimization methods can be regarded as a dynamic system where various control techniques can be designed to enhance the performance of the optimization method. In this paper, we…
The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…
Variable order structures model situations in which the comparison between two points depends on a point-to-cone map. In this paper, an inexact projected gradient method for solving smooth constrained vector optimization problems on…
This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…
We present a new family of min-max optimization algorithms that automatically exploit the geometry of the gradient data observed at earlier iterations to perform more informative extra-gradient steps in later ones. Thanks to this adaptation…
This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…
This paper deals with a second order dynamical system with a Tikhonov regularization term in connection to the minimization problem of a convex Fr\'echet differentiable function. The fact that beside the asymptotically vanishing damping we…