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In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…

Optimization and Control · Mathematics 2020-06-15 Zhize Li , Peter Richtárik

In this paper, we address the issue of model specification in probabilistic latent variable models (PLVMs) using an infinite-horizon optimal control approach. Traditional PLVMs rely on joint distributions to model complex data, but…

Systems and Control · Electrical Eng. & Systems 2025-07-29 Zhichao Chen , Hao Wang , Licheng Pan , Yiran Ma , Yunfei Teng , Jiaze Ma , Le Yao , Zhiqiang Ge , Zhihuan Song

In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…

Probability · Mathematics 2017-12-06 A. B. Duncan , N. Nuesken , G. A. Pavliotis

Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…

Optimization and Control · Mathematics 2018-01-19 Bo Jiang , Tianyi Lin , Shiqian Ma , Shuzhong Zhang

We will present a new general framework for robust and adaptive control that allows for distributed and scalable learning and control of large systems of interconnected linear subsystems. The control method is demonstrated for a linear…

Systems and Control · Computer Science 2019-04-02 Dimitar Ho , John C. Doyle

The global clustering coefficient is an effective measure for analyzing and comparing the structures of complex networks. The random annulus graph is a modified version of the well-known Erd\H{o}s-R\'{e}nyi random graph. It has been…

Methodology · Statistics 2025-10-20 Mingao Yuan

A novel robust nonlinear model predictive control strategy is proposed for systems with nonlinear dynamics and convex state and control constraints. Using a sequential convex approximation approach and a difference of convex functions…

Optimization and Control · Mathematics 2025-01-28 Yana Lishkova , Mark Cannon

This paper proposes a sliding mode controller with smooth control effort for a class of nonlinear plants. The proposed controller is created by allowing some constant parameters of the earlier smooth sliding control (SSC) to vary as a…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Alessandro Jacoud Peixoto , Wenderson G. Serrantola , Fernando Lizarralde

We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…

Optimization and Control · Mathematics 2023-11-09 Firooz Shahriari-Mehr , Ashkan Panahi

Langevin MCMC gradient optimization is a class of increasingly popular methods for estimating a posterior distribution. This paper addresses the algorithm as applied in a decentralized setting, wherein data is distributed across a network…

Optimization and Control · Mathematics 2020-09-22 Vyacheslav Kungurtsev

The recently introduced energy-saving extension of the sub-optimal sliding mode control allows for control-off phases during the convergence to second-order equilibrium. This way, it enables for a lower energy consumption compared to the…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Michael Ruderman

This paper deals with the stabilization of a class of linear infinite-dimensional systems with unbounded control operators and subject to a boundary disturbance. We assume that there exists a linear feedback law that makes the origin of the…

Analysis of PDEs · Mathematics 2022-10-26 Ismaïla Balogoun , Swann Marx , Franck Plestan

In this paper we are concerned with the global minimization of a possibly non-smooth and non-convex objective function constrained on the unit hypersphere by means of a multi-agent derivative-free method. The proposed algorithm falls into…

Optimization and Control · Mathematics 2021-04-02 Massimo Fornasier , Hui Huang , Lorenzo Pareschi , Philippe Sünnen

We propose an adaptively weighted stochastic gradient Langevin dynamics algorithm (SGLD), so-called contour stochastic gradient Langevin dynamics (CSGLD), for Bayesian learning in big data statistics. The proposed algorithm is essentially a…

Machine Learning · Statistics 2022-05-24 Wei Deng , Guang Lin , Faming Liang

The decreased size and cost of Unmanned Aerial Vehicles (UAVs) and Unmanned Ground Vehicles (UGVs) has enabled the use of swarms of unmanned autonomous vehicles to accomplish a variety of tasks. By utilizing swarming behaviors, it is…

Multiagent Systems · Computer Science 2020-02-24 Shaya Wolf , Rafer Cooley , Mike Borowczak

In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…

Optimization and Control · Mathematics 2024-09-24 Bradley Jenks , Aly-Joy Ulusoy , Filippo Pecci , Ivan Stoianov

Given a target function $U$ to minimize on a finite state space $\mathcal{X}$, a proposal chain with generator $Q$ and a cooling schedule $T(t)$ that depends on time $t$, in this paper we study two types of simulated annealing (SA)…

Probability · Mathematics 2020-07-21 Michael C. H. Choi

Based on the Renormalization Group method, a reduction of non integrable multi-dimensional hamiltonian systems has been performed. The evolution equations for the slowly varying part of the angle-averaged phase space density, and for the…

Accelerator Physics · Physics 2008-11-26 Stephan I. Tzenov

Recently it has been reported that biased range-measurements among neighboring agents in the gradient distance-based formation control can lead to predictable collective motion. In this paper we take advantage of this effect and by…

Systems and Control · Computer Science 2016-09-26 Hector Garcia de Marina , Bayu Jayawardhana , Ming Cao

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart
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