Related papers: On Weakly Contracting Dynamics for Convex Optimiza…
This paper considers the distributed smooth optimization problem in which the objective is to minimize a global cost function formed by a sum of local smooth cost functions, by using local information exchange. The standard assumption for…
Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…
Knowing if an optimal solution is local or global has always been a hard question to answer in more sophisticated situations of optimization problems. In this work, for finite-time and weak isothermal driving processes, we show the…
We consider several modifications of the Euler system of fluid dynamics including its pressureless variant driven by non-local interaction repulsive-attractive and alignment forces in the space dimension $N=2,3$. These models arise in the…
In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence under the assumption of uniform convexity of the smooth…
We study long-time dynamical behaviors of weakly self-consistent Vlasov-Fokker-Planck equations. We introduce Hessian matrix conditions on mean-field kernel functions, which characterizes the exponential convergence of solutions in $L^1$…
We consider scalar equilibrium problems governed by a bifunction in a finite-dimensional framework. By using classical arguments in Convex Analysis, we show that under suitable generalized convexity assumptions imposed on the bifunction,…
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…
In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the $\ell_0$ pseudo norm…
This work concerns the local convergence theory of Newton and quasi-Newton methods for convex-composite optimization: minimize f(x):=h(c(x)), where h is an infinite-valued proper convex function and c is C^2-smooth. We focus on the case…
In a Hilbert space $H$, in order to develop fast optimization methods, we analyze the asymptotic behavior, as time $t$ tends to infinity, of inertial continuous dynamics where the damping acts as a closed-loop control. The function $f: H…
In this note, we provide an overarching analysis of primal-dual dynamics associated to linear equality-constrained optimization problems using contraction analysis. For the well-known standard version of the problem: we establish…
Incremental methods are widely utilized for solving finite-sum optimization problems in machine learning and signal processing. In this paper, we study a family of incremental methods -- including incremental subgradient, incremental…
In this paper, we propose a second-order continuous primal-dual dynamical system with time-dependent positive damping terms for a separable convex optimization problem with linear equality constraints. By the Lyapunov function approach, we…
A note on the property of weak contraction, which implies that all bounded solutions of a nonlinear system converge to a (possibly non-unique) equilibrium. We provide some simple results about interconnections of such systems, and a brief…
In this article, we provide a novel and broadly-applicable contraction-theoretic approach to continuous-time time-varying convex optimization. For any parameter-dependent contracting dynamics, we show that the tracking error is…
Solutions of an optimization problem are sensitive to changes caused by approximations or parametric perturbations, especially in the nonconvex setting. This paper shows that solutions of substitute problems, constructed from Rockafellian…
The expectation--maximization (EM) algorithm combines global monotonicity, local linear convergence, and strong practical robustness, but these features are usually analyzed separately. Global descent is nonlinear, whereas local convergence…
In order to train networks for verified adversarial robustness, it is common to over-approximate the worst-case loss over perturbation regions, resulting in networks that attain verifiability at the expense of standard performance. As shown…
This paper gives necessary and sufficient conditions for the convergence of the solution of a weakly damped second order linear differential equation that is subjected to outside forcing, for which solutions of the unforced equation are…