Related papers: Newton Nonholonomic Source Seeking for Distance-De…
In this paper, we investigate the problem of source seeking with a unicycle in the presence of local extrema. Our study is motivated by the fact that most of the existing source seeking methods follow the gradient direction of the signal…
A second-order Newton-based extremum seeking (SONES) algorithm is presented to estimate directional inflection points for multivariable static maps. The design extends the first-order Newton-based extremum seeking algorithm that drives the…
In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a…
For a map that is strictly but not strongly convex, model-based gradient extremum seeking has an eigenvalue of zero at the extremum, i.e., it fails at exponential convergence. Interestingly, perturbation-based model-free extremum seeking…
This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…
Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…
This paper focuses on the further development of the Lie bracket approximation approach for optimization and control via extremum seeking systems. Classical results in this area provide algorithms with exponential convergence rates for…
All the existing source-seeking algorithms for unicycle models in GPS-denied settings guarantee at best an exponential rate of convergence over an infinite interval. Using the recently introduced time-varying feedback tools for…
This paper presents novel methods for achieving stable and efficient convergence in multivariable extremum seeking control (ESC) using sliding mode techniques. Drawing inspiration from both classical sliding mode control and more recent…
Quasi-Newton methods form an important class of methods for solving nonlinear optimization problems. In such methods, first order information is used to approximate the second derivative. The aim is to mimic the fast convergence that can be…
Dual descent methods are commonly used to solve network optimization problems because their implementation can be distributed through the network. However, their convergence rates are typically very slow. This paper introduces a family of…
Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…
This paper introduces a novel model-free, real-time unicycle-based source seeking design. This design autonomously steers the unicycle dynamic system towards the extremum point of an objective function or physical/scalar signal that is…
The fast growing scale and heterogeneity of current communication networks necessitate the design of distributed cross-layer optimization algorithms. So far, the standard approach of distributed cross-layer design is based on dual…
This study proposes a Newton based multiple objective optimization algorithm for hyperparameter search. The first order differential (gradient) is calculated using finite difference method and a gradient matrix with vectorization is formed…
This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…
Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative…
Quasi-Newton methods refer to a class of algorithms at the interface between first and second order methods. They aim to progress as substantially as second order methods per iteration, while maintaining the computational complexity of…
Newton's method is the most widespread high-order method, demanding the gradient and the Hessian of the objective function. However, one of the main disadvantages of Newtons method is its lack of global convergence and high iteration cost.…
This paper considers the decentralized consensus optimization problem defined over a network where each node holds a second-order differentiable local objective function. Our goal is to minimize the summation of local objective functions…