相关论文: Convergence Analysis of Saddle Point Problems in T…
This paper proposes a novel time synchronization protocol inspired by the adaptive Newton search algorithm. The clock model of nodes are modeled as an adaptive filter and a pairwise steady state and convergence analyses are presented. A…
We establish sharp well-posedness and approximation estimates for variational saddle point systems at the continuous level. The main results of this note have been known to be true only in the finite dimensional case. Known spectral results…
We consider non-convex optimization problems with constraint that is a product of simplices. A commonly used algorithm in solving this type of problem is the Multiplicative Weights Update (MWU), an algorithm that is widely used in game…
Saddle points constitute a crucial challenge for first-order gradient descent algorithms. In notions of classical machine learning, they are avoided for example by means of stochastic gradient descent methods. In this work, we provide…
This paper studies the convergence conditions and properties of the distributed adaptive signal fusion (DASF) algorithm, the framework itself having been introduced in a `Part I' companion paper. The DASF algorithm can be used to solve…
In this paper, we consider the second-order consensus problem for networked mechanical systems subjected to nonuniform communication delays, and the mechanical systems are assumed to interact on a general directed topology. We propose an…
We consider the problem of convergence to a saddle point of a concave-convex function via gradient dynamics. Since first introduced by Arrow, Hurwicz and Uzawa in [1] such dynamics have been extensively used in diverse areas, there are,…
In recent centralized nonconvex distributed learning and federated learning, local methods are one of the promising approaches to reduce communication time. However, existing work has mainly focused on studying first-order optimality…
In this paper, we establish the almost sure convergence of two-timescale stochastic gradient descent algorithms in continuous time under general noise and stability conditions, extending well known results in discrete time. We analyse…
Large-scale non-convex optimization problems are expensive to solve due to computational and memory costs. To reduce the costs, first-order (computationally efficient) and asynchronous-parallel (memory efficient) algorithms are necessary to…
There has been concern in the literature about the methodology of using secondary calibration timepoints when estimating evolutionary divergence dates. Such timepoints are divergence time estimates that have been derived from one molecular…
We study the convergence speed of distributed iterative algorithms for the consensus and averaging problems, with emphasis on the latter. We first consider the case of a fixed communication topology. We show that a simple adaptation of a…
Passive human tracking via Wi-Fi has been researched broadly in the past decade. Besides straight-forward anchor point localization, velocity is another vital sign adopted by the existing approaches to infer user trajectory. However,…
We present new convergence estimates for the iterated penalty method applied to structure-preserving discretizations of linear generalized saddle point systems. The method may be viewed as an Uzawa iteration on an augmented Lagrangian…
We introduce two novel primal-dual algorithms for addressing nonconvex, nonconcave, and nonsmooth saddle point problems characterized by the weak Minty Variational Inequality (MVI). The first algorithm, Nonconvex-Nonconcave Primal-Dual…
This paper discusses the practical use of the saddle variational formulation for the weakly-constrained 4D-VAR method in data assimilation. It is shown that the method, in its original form, may produce erratic results or diverge because of…
We study a continuous-time primal-dual algorithm for distributed optimization with nonconvex local cost functions over weight-unbalanced digraphs, and analyze its performance from a dissipativity-based perspective. We first reformulate the…
This paper studies equality-constrained minimization problems through the lens of feedback control. We introduce a unified control-theoretic framework by showing that a PID feedback law acting on the dual variable induces the PID…
The problem of distributed dynamic state estimation in wireless sensor networks is studied. Two important properties of local estimates, namely, the consistency and confidence, are emphasized. On one hand, the consistency, which means that…
Due to the distinct objectives and multipath utilization mechanisms between the communication module and radar module, the system design of integrated sensing and communication (ISAC) necessitates two types of channel state information…