Related papers: Efficient state transition algorithm with guarante…
When designing optimal controllers for any system, it is often the case that the true state of the system is unknown to the controller, for example due to noisy measurements or partially observable states. Incomplete state information must…
Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…
We propose a new stochastic first-order algorithmic framework to solve stochastic composite nonconvex optimization problems that covers both finite-sum and expectation settings. Our algorithms rely on the SARAH estimator introduced in…
The state of a quantum system may be steered towards a predesignated target state, employing a sequence of weak $\textit{blind}$ measurements (where the detector's readouts are traced out). Here we analyze the steering of a two-level system…
The celebrated Efficiency-Adjusted Deferred Acceptance mechanism (EADA) improves the efficiency of the DA algorithm via consented priority violations. Notwithstanding its many merits, we show that EADA can improve only two students when an…
Recently, there has been a surge of research on a class of methods called feedback optimization. These are methods to steer the state of a control system to an equilibrium that arises as the solution of an optimization problem. Despite the…
We consider the iterative shrinkage/thresholding algorithm (ISTA) applied to a cost function composed of a data fidelity term and a penalty term. The penalty is non-convex but the concavity of the penalty is accounted for by the data…
In this paper, we consider a planning problem for a large-scale system modelled as a hierarchical finite state machine (HFSM) and develop a control algorithm for computing optimal plans between any two states. The control algorithm consists…
We present a novel, fast (exponential rate adaption), ab initio (hyper-parameter-free) gradient based optimizer algorithm. The main idea of the method is to adapt the learning rate $\alpha$ by situational awareness, mainly striving for…
Stochastic resetting, the procedure of stopping and re-initializing random processes, has recently emerged as a powerful tool for accelerating processes ranging from queuing systems to molecular simulations. However, its usefulness is…
We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…
Supporting decision-making has long been a central vision in the field of spatio-temporal intelligence. While prior work has improved the timeliness and accuracy of spatio-temporal forecasting, converting these forecasts into actionable…
Shortcuts to adiabaticity (STA) have been successfully applied both theoretically and experimentally to a wide variety of quantum control tasks. In previous work the authors have developed an analytic extension to shortcuts to adiabaticity,…
Optimization by stochastic gradient descent is an important component of many large-scale machine learning algorithms. A wide variety of such optimization algorithms have been devised; however, it is unclear whether these algorithms are…
In this paper, we discuss distributed optimization over directed graphs, where doubly-stochastic weights cannot be constructed. Most of the existing algorithms overcome this issue by applying push-sum consensus, which utilizes…
Any industrial system goes along with objectives to be met (e.g. economic performance), disturbances to handle (e.g. market fluctuations, catalyst decay, unexpected variations in uncontrolled flow rates and compositions,...), and…
A network-based optimization approach, EEE, is proposed for the purpose of providing validation-viable state estimations to remediate the failure of pretrained models. To improve optimization efficiency and convergence, the most important…
Accelerated proximal gradient methods, which are also called fast iterative shrinkage-thresholding algorithms (FISTA) are known to be efficient for many applications. Recently, Tanabe et al. proposed an extension of FISTA for multiobjective…
The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…
Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…