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Bayesian optimization (BO) is a powerful black-box optimization framework that looks to efficiently learn the global optimum of an unknown system by systematically trading-off between exploration and exploitation. However, the use of BO as…

Optimization and Control · Mathematics 2023-03-28 Dinesh Krishnamoorthy , Joel A. Paulson

In this paper, we propose a single-loop stochastic gradient algorithm for solving stochastic nonconvex-concave minimax optimization with nonlinear convex coupled constraints (MCC). The proposed method, SPACO (Stochastic Penalty-based…

Optimization and Control · Mathematics 2026-05-05 Qichao Cao , Shangzhi Zeng , Jin Zhang , Yuxuan Zhou

We introduce a new projection-free (Frank-Wolfe) method for optimizing structured nonconvex functions that are expressed as a difference of two convex functions. This problem class subsumes smooth nonconvex minimization, positioning our…

Optimization and Control · Mathematics 2025-12-01 Hoomaan Maskan , Yikun Hou , Suvrit Sra , Alp Yurtsever

We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We…

Optimization and Control · Mathematics 2021-06-15 Mengmeng Li , Tobias Sutter , Daniel Kuhn

The main problem in designing DWDM transport networks is the wavelength assignment of light paths. One way of solving this problem is to use the algorithm BCO-RWA. However, BCO-RWA has the following disadvantages: algorithm not solved the…

Networking and Internet Architecture · Computer Science 2012-03-05 Dmitry Ageyev , Alexander Pereverzev

The goal of traffic management is efficiently utilizing network resources via adapting of source sending rates and routes selection. Traditionally, this problem is formulated into a utilization maximization problem. The single-path routing…

Networking and Internet Architecture · Computer Science 2015-03-19 Ying Liu , Hongying Liu , Ke Xu , Meng Shen , Yifeng Zhong

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

The Frank-Wolfe algorithm is a method for constrained optimization that relies on linear minimizations, as opposed to projections. Therefore, a motivation put forward in a large body of work on the Frank-Wolfe algorithm is the computational…

Optimization and Control · Mathematics 2021-06-15 Cyrille W. Combettes , Sebastian Pokutta

We consider the problem of minimizing a difference of (smooth) convex functions over a compact convex feasible region $P$, i.e., $\min_{x \in P} f(x) - g(x)$, with smooth $f$ and Lipschitz continuous $g$. This computational study builds…

Optimization and Control · Mathematics 2025-08-05 Sebastian Pokutta

A classic network tomography problem is estimation of properties of the distribution of route traffic volumes based on counts taken on the network links. We consider inference for a general class of models for integer-valued traffic. Model…

Methodology · Statistics 2015-06-03 Martin L. Hazelton

Internet traffic continues to grow relentlessly, driven largely by increasingly high resolution video content. Although studies have shown that the majority of packets processed by Internet routers are pass-through traffic, they nonetheless…

Networking and Internet Architecture · Computer Science 2019-05-23 Ping Yin , Steven Diamond , Bill Lin , Stephen Boyd

Realizing smooth traffic flow is important for achieving carbon neutrality. Adaptive traffic signal control, which considers traffic conditions, has thus attracted attention. However, it is difficult to ensure optimal vehicle flow…

Optimization and Control · Mathematics 2024-07-15 Daisuke Inoue , Hiroshi Yamashita , Kazuyuki Aihara , Hiroaki Yoshida

The stochastic Frank-Wolfe method has recently attracted much general interest in the context of optimization for statistical and machine learning due to its ability to work with a more general feasible region. However, there has been a…

Optimization and Control · Mathematics 2019-11-06 Haihao Lu , Robert M. Freund

Challenges in last-mile delivery have encouraged innovative solutions like crowdsourced delivery, where online platforms leverage the services of drivers who occasionally perform delivery tasks for compensation. A key challenge is that…

Optimization and Control · Mathematics 2026-03-23 Alim Buğra Çınar , Claudia Archetti , Wout Dullaert , Markus Leitner , Stefan Waldherr

Automated vehicles (AV) have the potential to provide cost-effective mobility options along with overall system-level benefits in terms of congestion and vehicular emissions. Additional resource allocation at the network level, such as…

Optimization and Control · Mathematics 2021-03-30 Shantanu Chakraborty , David Rey , Michael W. Levin , S. Travis Waller

This paper investigates the vulnerability of urban traffic networks to cyber-attacks on traffic lights. We model traffic signal tampering as a bi-objective optimization problem that simultaneously seeks to reduce vehicular throughput in the…

Systems and Control · Electrical Eng. & Systems 2020-05-22 Bilal Thonnam Thodi , Timothy Mulumba , Saif Eddin Jabari

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

In this paper, distributed convex optimization problem over non-directed dynamical networks is studied. Here, networked agents with single-integrator dynamics are supposed to rendezvous at a point that is the solution of a global convex…

Optimization and Control · Mathematics 2017-07-18 Amir Adibzadeh , Mohsen Zamani , Amir A. Suratgar , Mohammad B. Menhaj

Large horsepower induction motors play a critical role as industrial drives in production facilities. The operational safety of distribution networks during the starting transients of these motor loads is a critical concern for the…

Optimization and Control · Mathematics 2020-02-25 H. Sekhavatmanesh , J. Rodrigues , C. L. Moreira , J. A. P. Lopes , R. Cherkaoui