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Adaptive multilevel splitting algorithms have been introduced rather recently for estimating tail distributions in a fast and efficient way. In particular, they can be used for computing the so-called reactive trajectories corresponding to…

Numerical Analysis · Mathematics 2014-12-25 Joran Rolland , Eric Simonnet

Sparse signal recovery based on nonconvex and nonsmooth optimization problems has significant applications and demonstrates superior performance in signal processing and machine learning. This work deals with a scale-invariant…

Optimization and Control · Mathematics 2025-09-29 Lang Yu , Nanjing Huang

Deep reinforcement learning (DRL) finds extensive application in autonomous drone navigation within complex, high-risk environments. However, its practical deployment faces a safety-exploration dilemma: soft penalty mechanisms encourage…

Robotics · Computer Science 2026-05-04 Wentao Chen , Jingtang Chen , Mingjian Fu , Tiantian Li , Youfeng Su , Wenxi Liu , Yuanlong Yu

The objective of this paper is to design an efficient and convergent alternating direction method of multipliers (ADMM) for finding a solution of medium accuracy to conic programming problems whose constraints consist of linear equalities,…

Optimization and Control · Mathematics 2014-12-02 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

The alternating direction method of multipliers (ADMM) has been applied successfully in a broad spectrum of areas. Moreover, it was shown in the literature that ADMM is closely related to the Douglas-Rachford operator-splitting method, and…

Optimization and Control · Mathematics 2024-01-10 Renyuan Ni

Distributed optimization is fundamental to large-scale machine learning and control applications. Among existing methods, the alternating direction method of multipliers (ADMM) has gained popularity due to its strong convergence guarantees…

Machine Learning · Computer Science 2026-04-15 Henri Doerks , Paul Häusner , Daniel Hernández Escobar , Jens Sjölund

We propose a new relative-error inexact version of the alternating direction method of multipliers (ADMM) for convex optimization. We prove the asymptotic convergence of our main algorithm as well as pointwise and ergodic…

Optimization and Control · Mathematics 2024-09-17 M. Marques Alves , M. Geremia

The alternating direction method of multipliers (ADMM) is one of the most widely used first-order optimisation methods in the literature owing to its simplicity, flexibility and efficiency. Over the years, numerous efforts are made to…

Optimization and Control · Mathematics 2019-12-02 Clarice Poon , Jingwei Liang

Deep reinforcement learning (DRL) algorithms and evolution strategies (ES) have been applied to various tasks, showing excellent performances. These have the opposite properties, with DRL having good sample efficiency and poor stability,…

Machine Learning · Computer Science 2021-04-06 Kyunghyun Lee , Byeong-Uk Lee , Ukcheol Shin , In So Kweon

Large Reasoning Language Models (LRLMs or LRMs) demonstrate remarkable capabilities in complex reasoning tasks, but suffer from significant computational inefficiencies due to overthinking phenomena. Existing efficient reasoning methods…

Artificial Intelligence · Computer Science 2025-10-13 Dongqi Zheng

Autonomous robots operating in dynamic environments must balance global path optimality with real-time responsiveness to disturbances. This requires addressing a fundamental trade-off between computationally expensive global planning and…

Robotics · Computer Science 2026-05-05 Shreyas Raorane , Kabir Ram Puri , Anh-Quan Pham

We consider the problem of intelligent and efficient task allocation mechanism in large-scale mobile edge computing (MEC), which can reduce delay and energy consumption in a parallel and distributed optimization. In this paper, we study the…

Networking and Internet Architecture · Computer Science 2020-05-22 Xiaoxiong Zhong , Xinghan Wang , Yuanyuan Yang , Yang Qin , Xiaoke Ma , Tingting Yang

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…

Optimization and Control · Mathematics 2023-01-05 Weiwei Kong , Renato D. C. Monteiro

Large Language Models (LLMs) demonstrate impressive ability in handling reasoning tasks. However, unlike humans who can instinctively adapt their problem-solving strategies to the complexity of task, most LLM-based methods adopt a…

Computation and Language · Computer Science 2024-12-24 Jianpeng Zhou , Wanjun Zhong , Yanlin Wang , Jiahai Wang

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

Optimization and Control · Mathematics 2015-05-04 Sindri Magnússon , Pradeep Chathuranga Weeraddana , Michael G. Rabbat , Carlo Fischione

The Augmented Lagragian Method (ALM) and Alternating Direction Method of Multiplier (ADMM) have been powerful optimization methods for general convex programming subject to linear constraint. We consider the convex problem whose objective…

Optimization and Control · Mathematics 2015-11-18 Canyi Lu , Huan Li , Zhouchen Lin , Shuicheng Yan

We introduce ARES, an efficient approximation algorithm for generating optimal plans (action sequences) that take an initial state of a Markov Decision Process (MDP) to a state whose cost is below a specified (convergence) threshold. ARES…

Artificial Intelligence · Computer Science 2016-12-23 Anna Lukina , Lukas Esterle , Christian Hirsch , Ezio Bartocci , Junxing Yang , Ashish Tiwari , Scott A. Smolka , Radu Grosu

The nonconvex and nonsmooth finite-sum optimization problem with linear constraint has attracted much attention in the fields of artificial intelligence, computer, and mathematics, due to its wide applications in machine learning and the…

Optimization and Control · Mathematics 2023-07-11 Yuxuan Zeng , Zhiguo Wang , Jianchao Bai , Xiaojing Shen

Stochastic alternating direction method of multipliers (ADMM), which visits only one sample or a mini-batch of samples each time, has recently been proved to achieve better performance than batch ADMM. However, most stochastic methods can…

Machine Learning · Computer Science 2015-07-21 Shen-Yi Zhao , Wu-Jun Li , Zhi-Hua Zhou

Enforcing safety while preventing overly conservative behaviors is essential for autonomous vehicles to achieve high task performance. In this paper, we propose a barrier-enhanced parallel homotopic trajectory optimization (BPHTO) approach…

Robotics · Computer Science 2025-05-13 Lei Zheng , Rui Yang , Michael Yu Wang , Jun Ma
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