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This paper studies how to train machine-learning models that directly approximate the optimal solutions of constrained optimization problems. This is an empirical risk minimization under constraints, which is challenging as training must…

Machine Learning · Computer Science 2022-11-24 Seonho Park , Pascal Van Hentenryck

The alternating gradient descent (AGD) is a simple but popular algorithm which has been applied to problems in optimization, machine learning, data ming, and signal processing, etc. The algorithm updates two blocks of variables in an…

Optimization and Control · Mathematics 2018-03-01 Songtao Lu , Mingyi Hong , Zhengdao Wang

Graph neural networks (GNNs) learn representations from network data with naturally distributed architectures, rendering them well-suited candidates for decentralized learning. Oftentimes, this decentralized graph support changes with time…

Machine Learning · Computer Science 2020-10-27 Zhan Gao , Fernando Gama , Alejandro Ribeiro

Graph neural networks (GNNs) are naturally distributed architectures for learning representations from network data. This renders them suitable candidates for decentralized tasks. In these scenarios, the underlying graph often changes with…

Machine Learning · Computer Science 2022-08-31 Zhan Gao , Fernando Gama , Alejandro Ribeiro

In this work, we first consider distributed convex constrained optimization problems where the objective function is encoded by multiple local and possibly nonsmooth objectives privately held by a group of agents, and propose a distributed…

Optimization and Control · Mathematics 2020-02-20 Changxin Liu , Huiping Li , Yang Shi

This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…

Optimization and Control · Mathematics 2017-10-24 Phuong Huu Hoang , Hyo-Sung Ahn

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn

We introduce a primal-dual stochastic gradient oracle method for distributed convex optimization problems over networks. We show that the proposed method is optimal in terms of communication steps. Additionally, we propose a new analysis…

Optimization and Control · Mathematics 2019-11-28 Darina Dvinskikh , Eduard Gorbunov , Alexander Gasnikov , Pavel Dvurechensky , Cesar A. Uribe

We study the training dynamics of shallow neural networks, in a two-timescale regime in which the stepsizes for the inner layer are much smaller than those for the outer layer. In this regime, we prove convergence of the gradient flow to a…

Optimization and Control · Mathematics 2023-10-26 Pierre Marion , Raphaël Berthier

Adversarial neural networks solve many important problems in data science, but are notoriously difficult to train. These difficulties come from the fact that optimal weights for adversarial nets correspond to saddle points, and not…

Machine Learning · Computer Science 2018-02-12 Abhay Yadav , Sohil Shah , Zheng Xu , David Jacobs , Tom Goldstein

Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…

Machine Learning · Computer Science 2021-03-03 Yasaman Esfandiari , Aditya Balu , Keivan Ebrahimi , Umesh Vaidya , Nicola Elia , Soumik Sarkar

In this paper, we present a learning method to solve the unlabelled motion problem with motion constraints and space constraints in 2D space for a large number of robots. To solve the problem of arbitrary dynamics and constraints we propose…

Robotics · Computer Science 2019-09-25 Arbaaz Khan , Vijay Kumar , Alejandro Ribeiro

We consider the decentralized convex optimization problem, where multiple agents must cooperatively minimize a cumulative objective function, with each local function expressible as an empirical average of data-dependent losses.…

Optimization and Control · Mathematics 2020-12-15 Ketan Rajawat , Chirag Kumar

In this paper, we consider a network of agents that jointly aim to minimise the sum of local functions subject to coupling constraints involving all local variables. To solve this problem, we propose a novel solution based on a primal-dual…

Optimization and Control · Mathematics 2025-02-11 Mohamed Abdelmouamin Messilem , Guido Carnevale , Ruggero Carli

We propose a method for efficiently incorporating constraints into a stochastic gradient Langevin framework for the training of deep neural networks. Constraints allow direct control of the parameter space of the model. Appropriately…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Timothée Pouchon , Tiffany Vlaar , Amos Storkey

Distributionally robust optimization (DRO) is a powerful technique to train robust models against data distribution shift. This paper aims to solve regularized nonconvex DRO problems, where the uncertainty set is modeled by a so-called…

Optimization and Control · Mathematics 2025-06-30 Yufeng Yang , Yi Zhou , Zhaosong Lu

The aim of this manuscript is to approach by means of first order differential equations/inclusions convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the…

Optimization and Control · Mathematics 2020-05-21 Sandy Bitterlich , Ernö Robert Csetnek , Gert Wanka

This paper investigates the feasibility of using Graph Neural Networks (GNNs) for classical motion planning problems. We propose guiding both continuous and discrete planning algorithms using GNNs' ability to robustly encode the topology of…

Robotics · Computer Science 2020-12-15 Arbaaz Khan , Alejandro Ribeiro , Vijay Kumar , Anthony G. Francis

This paper focuses on a distributed coupled constrained convex optimization problem over directed unbalanced and time-varying multi-agent networks, where the global objective function is the sum of all agents' private local objective…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang