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The larger the distance to instability from a matrix is, the more robustly stable the associated autonomous dynamical system is in the presence of uncertainties and typically the less severe transient behavior its solution exhibits.…

Numerical Analysis · Mathematics 2018-09-07 Emre Mengi

This paper has two main goals: (a) establish several statistical properties---consistency, asymptotic distributions, and convergence rates---of stationary solutions and values of a class of coupled nonconvex and nonsmoothempirical risk…

Statistics Theory · Mathematics 2019-10-08 Zhengling Qi , Ying Cui , Yufeng Liu , Jong-Shi Pang

We study decentralized optimization where multiple agents minimize the average of their (strongly) convex, smooth losses over a communication graph. Convergence of the existing decentralized methods generally hinges on an apriori, proper…

Optimization and Control · Mathematics 2025-08-01 Ilya Kuruzov , Xiaokai Chen , Gesualdo Scutari , Alexander Gasnikov

Stochastic optimization has found wide applications in minimizing objective functions in machine learning, which motivates a lot of theoretical studies to understand its practical success. Most of existing studies focus on the convergence…

Artificial Intelligence · Computer Science 2023-07-19 Yunwen Lei

In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…

Optimization and Control · Mathematics 2026-04-30 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

In this paper, we consider the problem of distributed reachable set computation for multi-agent systems (MASs) interacting over an undirected, stationary graph. A full state-feedback control input for such MASs depends no only on the…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Omanshu Thapliyal , Shanelle Clarke , Inseok Hwang

We develop a framework for convexifying a fairly general class of optimization problems. Under additional assumptions, we analyze the suboptimality of the solution to the convexified problem relative to the original nonconvex problem and…

Systems and Control · Computer Science 2014-06-04 Krishnamurthy Dvijotham , Maryam Fazel , Emanuel Todorov

Optimizing shared vehicle systems (bike/scooter/car/ride-sharing) is more challenging compared to traditional resource allocation settings due to the presence of \emph{complex network externalities} -- changes in the demand/supply at any…

Computer Science and Game Theory · Computer Science 2021-05-12 Siddhartha Banerjee , Daniel Freund , Thodoris Lykouris

A constant-rate multi-mode system is a hybrid system that can switch freely among a finite set of modes, and whose dynamics is specified by a finite number of real-valued variables with mode-dependent constant rates. Alur, Wojtczak, and…

Logic in Computer Science · Computer Science 2017-07-14 Shankara Narayanan Krishna , Aviral Kumar , Fabio Somenzi , Behrouz Touri , Ashutosh Trivedi

Many machine learning problems can be formulated as minimax problems such as Generative Adversarial Networks (GANs), AUC maximization and robust estimation, to mention but a few. A substantial amount of studies are devoted to studying the…

Machine Learning · Computer Science 2021-07-14 Yunwen Lei , Zhenhuan Yang , Tianbao Yang , Yiming Ying

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 develop a mathematical and numerical framework to solve state estimation problems for applications that present variations in the shape of the spatial domain. This situation arises typically in a biomedical context where inverse problems…

Numerical Analysis · Mathematics 2023-03-14 Felipe Galarce , Damiano Lombardi , Olga Mula

We address a large-scale and nonconvex optimization problem, involving an aggregative term. This term can be interpreted as the sum of the contributions of N agents to some common good, with N large. We investigate a relaxation of this…

Optimization and Control · Mathematics 2023-06-19 J. Frédéric Bonnans , Kang Liu , Nadia Oudjane , Laurent Pfeiffer , Cheng Wan

This paper considers optimal attack attention allocation on remote state estimation in multi-systems. Suppose there are $\mathtt{M}$ independent systems, each of which has a remote sensor monitoring the system and sending its local…

Systems and Control · Computer Science 2016-09-06 Xiaoqiang Ren , Junfeng Wu , Subhrakanti Dey , Ling Shi

We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…

Optimization and Control · Mathematics 2019-10-14 April Sagan , Yajing Liu , Andrey Bernstein

In this paper, we develop a \textit{distributed} algorithm to localize an arbitrary number of agents moving in a bounded region of interest. We assume that the network contains \textit{at least one} agent with known location (hereinafter…

Systems and Control · Computer Science 2017-01-24 Sam Safavi , Usman A. Khan

The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…

Optimization and Control · Mathematics 2022-10-11 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen , Lihua Xie

In this paper, we propose a new approach to design globally convergent reduced-order observers for nonlinear control systems via contraction analysis and convex optimization. Despite the fact that contraction is a concept naturally suitable…

Optimization and Control · Mathematics 2021-08-17 Bowen Yi , Ruigang Wang , Ian R. Manchester

This paper focuses on multi-block optimization problems over transport polytopes, which underlie various applications including strongly correlated quantum physics and machine learning. Conventional block coordinate descent-type methods for…

Optimization and Control · Mathematics 2024-08-27 Yukuan Hu , Mengyu Li , Xin Liu , Cheng Meng