Related papers: Swarm-Based Inertial Methods for Optimization
Recently a continuous description of the particle swarm optimization (PSO) based on a system of stochastic differential equations was proposed by Grassi and Pareschi in arXiv:2012.05613 where the authors formally showed the link between PSO…
We study distributed optimization algorithms for minimizing the average of \emph{heterogeneous} functions distributed across several machines with a focus on communication efficiency. In such settings, naively using the classical stochastic…
We explore an explicit link between stochastic gradient descent using common batching strategies and splitting methods for ordinary differential equations. From this perspective, we introduce a new minibatching strategy (called Symmetric…
Gradient normalization and soft clipping are two popular techniques for tackling instability issues and improving convergence of stochastic gradient descent (SGD) with momentum. In this article, we study these types of methods through the…
The intrinsic energy minimization in dynamical systems offers a valuable tool for minimizing the objective functions of computationally challenging problems in combinatorial optimization. However, most prior works have focused on mapping…
In this paper, we study convex optimization problems where agents of a network cooperatively minimize the global objective function which consists of multiple local objective functions. Different from most of the existing works, the local…
In this paper, we develop a novel staggered mesh (SM) approach for general nonlinear dissipative systems with arbitrary energy distributions (including cases with known or unknown energy lower bounds). Based on this framework, we propose…
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…
Collective behaviors such as swarming and flocking emerge from simple, decentralized interactions in biological systems. Existing models, such as Vicsek and Cucker-Smale, lack collision avoidance, whereas the Olfati-Saber model imposes…
In this paper we consider a recently developed distributed optimization algorithm based on gradient tracking. We propose a system theory framework to analyze its structural properties on a preliminary, quadratic optimization set-up.…
Decentralized swarm robotic solutions to searching for targets that emit a spatially varying signal promise task parallelism, time efficiency, and fault tolerance. It is, however, challenging for swarm algorithms to offer scalability and…
In this work, a nonlinear momentum method is introduced to enhance the convergence performance of momentum-based gradient optimization algorithms. Classical momentum methods, such as the Heavy Ball method, can be viewed as a dynamical…
This paper considers the distributed convex-concave minimax optimization under the second-order similarity. We propose stochastic variance-reduced optimistic gradient sliding (SVOGS) method, which takes the advantage of the finite-sum…
This paper generalizes the optimized gradient method (OGM) that achieves the optimal worst-case cost function bound of first-order methods for smooth convex minimization. Specifically, this paper studies a generalized formulation of OGM and…
In this paper we introduce a novel abstract descent scheme suited for the minimization of proper and lower semicontinuous functions. The proposed abstract scheme generalizes a set of properties that are crucial for the convergence of…
Smooth minimax optimization problems play a central role in a wide range of applications, including machine learning, game theory, and operations research. However, existing algorithmic frameworks vary significantly depending on the problem…
Optimization algorithms are pivotal in advancing various scientific and industrial fields but often encounter obstacles such as trapping in local minima, saddle points, and plateaus (flat regions), which makes the convergence to reasonable…
In this paper, we present a new stochastic algorithm, namely the stochastic block mirror descent (SBMD) method for solving large-scale nonsmooth and stochastic optimization problems. The basic idea of this algorithm is to incorporate the…
This paper investigates a novel gradient algorithm, AGEM, using both energy and momentum, for addressing general non-convex optimization problems. The solution properties of the AGEM algorithm, including aspects such as uniformly…
In a Hilbert space setting, for convex optimization, we analyze the convergence rate of a class of first-order algorithms involving inertial features. They can be interpreted as discrete time versions of inertial dynamics involving both…