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This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

Optimization and Control · Mathematics 2023-07-17 Yi Huang , Ziyang Meng , Jian Sun , Wei Ren

The problem of training spiking neural networks (SNNs) is a necessary precondition to understanding computations within the brain, a field still in its infancy. Previous work has shown that supervised learning in multi-layer SNNs enables…

Neural and Evolutionary Computing · Computer Science 2018-03-12 Amirhossein Tavanaei , Anthony S. Maida

This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A linear convergence rate under the strong second-order…

Optimization and Control · Mathematics 2021-03-26 Run Chen , Andrew L. Liu

Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…

Optimization and Control · Mathematics 2023-01-12 Alexander Rogozin , Demyan Yarmoshik , Ksenia Kopylova , Alexander Gasnikov

Decentralized optimization is a promising parallel computation paradigm for large-scale data analytics and machine learning problems defined over a network of nodes. This paper is concerned with decentralized non-convex composite problems…

Optimization and Control · Mathematics 2021-10-05 Ran Xin , Subhro Das , Usman A. Khan , Soummya Kar

Semidefinite programs (SDP) are one of the most versatile frameworks in numerical optimization, serving as generalizations of many conic programs and as relaxations of NP-hard combinatorial problems. Their main drawback is their…

Optimization and Control · Mathematics 2022-02-28 Biel Roig-Solvas , Mario Sznaier

We extend a primal-dual fixed point algorithm (PDFP) proposed in [5] to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP…

Optimization and Control · Mathematics 2016-02-02 Peijun Chen , Jianguo Huang , Xiaoqun Zhang

In this paper we consider convergence rate problems for stochastic strongly-convex optimization in the non-Euclidean sense with a constraint set over a time-varying multi-agent network. We propose two efficient non-Euclidean stochastic…

Optimization and Control · Mathematics 2018-08-23 Deming Yuan , Yiguang Hong , Daniel W. C. Ho , Guoping Jiang

This paper studies distributed algorithms for the extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The considered objective function is the sum of local convex…

Optimization and Control · Mathematics 2016-08-04 Xianlin Zeng , Peng Yi , Yiguang Hong , Lihua Xie

In this paper, a class of large-scale distributed nonsmooth convex optimization problem over time-varying multi-agent network is investigated. Specifically, the decision space which can be split into several blocks of convex set is…

Optimization and Control · Mathematics 2024-10-18 Zhan Yu , Daniel W. C. Ho

This paper addresses the problem of nonconvex nonsmooth decentralised optimisation in multi-agent networks with undirected connected communication graphs. Our contribution lies in introducing an algorithmic framework designed for the…

Optimization and Control · Mathematics 2023-12-08 Behnam Mafakheri , Jonathan H. Manton , Iman Shames

In this article, an efficient sequential linear programming algorithm (SLP) for uncertainty analysis-based data-driven computational mechanics (UA-DDCM) is presented. By assuming that the uncertain constitutive relationship embedded behind…

Optimization and Control · Mathematics 2022-11-09 Mengcheng Huang , Chang Liu , Zongliang Du , Shan Tang , Xu Guo

Minimizing a convex risk function is the main step in many basic learning algorithms. We study protocols for convex optimization which provably leak very little about the individual data points that constitute the loss function.…

Machine Learning · Computer Science 2020-08-11 Di Wang , Adam Smith , Jinhui Xu

This paper develops distributed synchronous and asynchronous algorithms for the large-scale semi-definite programming with diagonal constraints, which has wide applications in combination optimization, image processing and community…

Optimization and Control · Mathematics 2021-04-02 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

The main goal of distribution network (DN) expansion planning is essentially to achieve minimal investment constrained with specified reliability requirements. The reliability-constrained distribution network planning (RcDNP) problem can be…

Systems and Control · Electrical Eng. & Systems 2023-03-10 Yaqi Sun , Wenchuan Wu , Yi Lin , Hai Huang , Hao Chen

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

Machine Learning · Statistics 2015-11-24 Zhanxing Zhu , Amos J. Storkey

Concerning huge-scale aggregative convex programming of a linear objective subject to the affine constraints of equality and inequality and the quadratic constraints of inequality, convex and aggregatively computable, an algorithm is…

Optimization and Control · Mathematics 2026-05-05 Luoyi Tao

This paper addresses a distributed nonconvex optimization problem over multi-agent networks, where each agent exchanges its local information solely with its neighbors. Given that most existing distributed nonconvex optimization algorithms…

Optimization and Control · Mathematics 2026-02-27 Zichong Ou , Jie Lu

Modern power systems are now in continuous process of massive changes. Increased penetration of distributed generation, usage of energy storage and controllable demand require introduction of a new control paradigm that does not rely on…

Optimization and Control · Mathematics 2022-04-01 Demyan Yarmoshik , Alexander Rogozin , Oleg. O. Khamisov , Pavel Dvurechensky , Alexander Gasnikov

A sequential quadratic programming (SQP) algorithm is designed for nonsmooth optimization problems with upper-C^2 objective functions. Upper-C^2 functions are locally equivalent to difference-of-convex (DC) functions with smooth convex…

Optimization and Control · Mathematics 2023-10-31 Jingyi Wang , Cosmin G. Petra