相关论文: Convergence Analysis of Saddle Point Problems in T…
We solve large-scale mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This is motivated by the MILPs being able to model problems in multi-agent autonomy, e.g., task assignment problems and…
Recently, the problem of local minima in very high dimensional non-convex optimization has been challenged and the problem of saddle points has been introduced. This paper introduces a dynamic type of normalization that forces the system to…
Sharpness-aware minimization (SAM) is a recently proposed training method that seeks to find flat minima in deep learning, resulting in state-of-the-art performance across various domains. Instead of minimizing the loss of the current…
We consider expected risk minimization in multi-agent systems comprised of distinct subsets of agents operating without a common time-scale. Each individual in the network is charged with minimizing the global objective function, which is…
In this paper, we adapt proximal incremental aggregated gradient methods to saddle point problems, which is motivated by decoupling linear transformations in regularized empirical risk minimization models. First, the Primal-Dual Proximal…
Conventional online multi-task learning algorithms suffer from two critical limitations: 1) Heavy communication caused by delivering high velocity of sequential data to a central machine; 2) Expensive runtime complexity for building task…
We study a stochastic first order primal-dual method for solving convex-concave saddle point problems over real reflexive Banach spaces using Bregman divergences and relative smoothness assumptions, in which we allow for stochastic error in…
Adversarial neural networks solve many important problems in data science, but are notoriously difficult to train. These difficulties come from the fact that optimal weights for adversarial nets correspond to saddle points, and not…
In Cognitive Radio (CR) networks, multiple secondary network users (SUs) attempt to communicate over wide potential spectrum without causing significant interference to the Primary Users (PUs). A spectrum sensing algorithm is a critical…
First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…
Advancements in sensor technology offer significant insights into vehicle conditions, unlocking new venues to enhance fleet operations. While current vehicle health management models provide accurate predictions of vehicle failures, they…
We give a continuous perspective on the Inertial Corrected Primal-Dual Proximal Splitting (IC-PDPS) proposed by Valkonen ({\it SIAM J. Optim.}, 30(2): 1391--1420, 2020) for solving saddle-point problems. The algorithm possesses nonergodic…
Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…
Time delays pose an important challenge in networked control systems, which are now ubiquitous. Focusing on switched systems, we introduce a framework that provides an upper bound for errors caused by switching delays. Our framework is…
We investigate the distributed online economic dispatch problem for power systems with time-varying coupled inequality constraints. The problem is formulated as a distributed online optimization problem in a multi-agent system. At each time…
Making judicious channel access and transmission scheduling decisions is essential for improving performance as well as energy and spectral efficiency in multichannel wireless systems. This problem has been a subject of extensive study in…
In this paper, for a convex-concave bilinear saddle point problem, we propose a Tikhonov regularized second-order primal-dual dynamical system with slow damping, extrapolation and general time scaling parameters. Depending on the vanishing…
In this paper,we present an inexact primal-dual method with correction step for a saddle point problem by introducing the notations of inexact extended proximal operators with symmetric positive definite matrix $D$. Relaxing requirement on…
In linear wireless networked control systems whose control is based on the system state's noisy and delayed observations, an accurate functional relationship is derived between the estimation error and the observations' freshness and…
Saddle-point problems appear in various settings including machine learning, zero-sum stochastic games, and regression problems. We consider decomposable saddle-point problems and study an extension of the alternating direction method of…