Related papers: Fast Algorithms for Optimal Damping in Mechanical …
We introduce an autonomous system with closed-loop damping for first-order convex optimization. While, to this day, optimal rates of convergence are almost exclusively achieved by non-autonomous methods via open-loop damping (e.g.,…
This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…
In this paper, we propose a novel sufficient decrease technique for stochastic variance reduced gradient descent methods such as SVRG and SAGA. In order to make sufficient decrease for stochastic optimization, we design a new sufficient…
We consider frequency-weighted damping optimization for vibrating systems described by a second-order differential equation. The goal is to determine viscosity values such that eigenvalues are kept away from certain undesirable areas on the…
We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…
The stochastic composition optimization proposed recently by Wang et al. [2014] minimizes the objective with the compositional expectation form: $\min_x~(\mathbb{E}_iF_i \circ \mathbb{E}_j G_j)(x).$ It summarizes many important applications…
Optimal stopping is a fundamental class of stochastic dynamic optimization problems with numerous applications in finance and operations management. We introduce a new approach for solving computationally-demanding stochastic optimal…
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…
Designing high-performance electric machines that maintain their efficiency and reliability under uncertain material and operating conditions is crucial for industrial applications. In this paper, we present a novel framework for robust…
For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…
As the scales of data sets expand rapidly in some application scenarios, increasing efforts have been made to develop fast submodular maximization algorithms. This paper presents a currently the most efficient algorithm for maximizing…
The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…
We analyze inexact Riemannian gradient descent (RGD) where Riemannian gradients and retractions are inexactly (and cheaply) computed. Our focus is on understanding when inexact RGD converges and what is the complexity in the general…
Vibrational structures are susceptible to catastrophic failures or structural damages when external forces induce resonances or repeated unwanted oscillations. One common mitigation strategy is to use dampers to suppress these disturbances.…
Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…
In a Hilbert setting, we develop fast methods for convex unconstrained optimization. We rely on the asymptotic behavior of an inertial system combining geometric damping with temporal scaling. The convex function to minimize enters the…
To solve distributed optimization efficiently with various constraints and nonsmooth functions, we propose a distributed mirror descent algorithm with embedded Bregman damping, as a generalization of conventional distributed…
When minimizing a multiobjective optimization problem (MOP) using multiobjective gradient descent methods, the imbalances among objective functions often decelerate the convergence. In response to this challenge, we propose two types of the…
In a Hilbert space $H$, in order to develop fast optimization methods, we analyze the asymptotic behavior, as time $t$ tends to infinity, of inertial continuous dynamics where the damping acts as a closed-loop control. The function $f: H…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…