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In this paper, we propose a new decomposition approach named the proximal primal dual algorithm (Prox-PDA) for smooth nonconvex linearly constrained optimization problems. The proposed approach is primal-dual based, where the primal step…
Origin-Destination Matrix (ODM) estimation is a classical problem in transport engineering aiming to recover flows from every Origin to every Destination from measured traffic counts and a priori model information. In addition to traffic…
Backtracking line-search is an old yet powerful strategy for finding a better step sizes to be used in proximal gradient algorithms. The main principle is to locally find a simple convex upper bound of the objective function, which in turn…
We describe a technique for solving for the orbital elements of multiple planets from radial velocity (RV) and/or astrometric data taken with 1 m/s and microarcsecond precision, appropriate for efforts to detect Earth-massed planets in…
We investigate a primal-dual (PD) method for the saddle point problem (SPP) that uses a linear approximation of the primal function instead of the standard proximal step, resulting in a linearized PD (LPD) method. For convex-strongly…
In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…
Linear Attention (LA) offers a promising paradigm for scaling large language models (LLMs) to long sequences by avoiding the quadratic complexity of self-attention. Recent LA models such as Mamba2 and GDN interpret linear recurrences as…
This paper proposes an algorithm for solving structured optimization problems, which covers both the backward-backward and the Douglas-Rachford algorithms as special cases, and analyzes its convergence. The set of fixed points of the…
This paper offers a contemporary and comprehensive perspective on the classical algorithms utilized for the solution of minimum-time problem for linear systems (MTPLS). The use of unified notations supported by visual geometric…
The Condat-V\~u algorithm is a widely used primal-dual method for optimizing composite objectives of three functions. Several algorithms for optimizing composite objectives of two functions are special cases of Condat-V\~u, including…
This paper presents a numerical solver for computing continuous trajectories in non-convex environments. Our approach relies on a customized implementation of the Alternating Direction Method of Multipliers (ADMM) built upon two key…
Scalable multi-robot transition is essential for ubiquitous adoption of robots. As a step towards it, a computationally efficient decentralized algorithm for continuous-time trajectory optimization in multi-robot scenarios based upon model…
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…
This paper studies a finite-horizon Markov decision problem with information-theoretic constraints, where the goal is to minimize directed information from the controlled source process to the control process, subject to stage-wise cost…
We consider minimizing the sum of three convex functions, where the first one F is smooth, the second one is nonsmooth and proximable and the third one is the composition of a nonsmooth proximable function with a linear operator L. This…
Designing model-free algorithms for distributionally robust reinforcement learning (DRRL) poses fundamental challenges. The robust Bellman operator is nonlinear in the transition kernel, which makes one-sample Bellman updates biased, while…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
In this paper, a new variant of accelerated gradient descent is proposed. The pro-posed method does not require any information about the objective function, usesexact line search for the practical accelerations of convergence, converges…
We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…
We developed a Nonlinear Level-set Learning (NLL) method for dimensionality reduction in high-dimensional function approximation with small data. This work is motivated by a variety of design tasks in real-world engineering applications,…