相关论文: Inexact cuts for Deterministic and Stochastic Dual…

In this article, we address a class of non convex, integer, non linear mathematical programs using dynamic programming. The mathematical program considered, whose properties are studied in this article, may be used to model the optimal…

This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

A discrete-time stochastic optimal control problem was recently proposed to address the GLOSA (Green Light Optimal Speed Advisory) problem in cases where the next signal switching time is decided in real time and is therefore uncertain in…

This paper provides an overview, analysis, and comparison of second-order dynamic optimization algorithms, i.e., constrained Differential Dynamic Programming (DDP) and Sequential Quadratic Programming (SQP). Although a variety of these…

In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…

For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

We propose the use of incomplete dot products (IDP) to dynamically adjust the number of input channels used in each layer of a convolutional neural network during feedforward inference. IDP adds monotonically non-increasing coefficients,…

This paper describes and establishes the iteration-complexity of a doubly accelerated inexact proximal point (D-AIPP) method for solving the nonconvex composite minimization problem whose objective function is of the form $f+h$ where $f$ is…

In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…

Multi-stage decision problems under uncertainty can be efficiently solved with the Stochastic Dual Dynamic Programming (SDDP) algorithm. However, traditional implementations require all stage problems to be feasible. Feasibility is usually…

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

Multi stage stochastic programs arise in many applications from engineering whenever a set of inventories or stocks has to be valued. Such is the case in seasonal storage valuation of a set of cascaded reservoir chains in hydro management.…

We consider solving stochastic programs over an infinite horizon. By leveraging the stationarity of problem, we develop a novel continually-exploring infinite-horizon explorative dual dynamic programming (CE-Inf-EDDP) algorithm that matches…

We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally called a Stochas-tic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle…

Standard approaches to difference-of-convex (DC) programs require exact solution to a convex subproblem at each iteration, which generally requires noiseless computation and infinite iterations of an inner iterative algorithm. To tackle…

We propose an inexact decentralized dual gradient tracking method (iDDGT) for decentralized optimization problems with a globally coupled equality constraint. Unlike existing algorithms that rely on either the exact dual gradient or an…

Interpretation of Deep Neural Networks (DNNs) training as an optimal control problem with nonlinear dynamical systems has received considerable attention recently, yet the algorithmic development remains relatively limited. In this work, we…

In this paper we propose a new inexact dual decomposition algorithm for solving separable convex optimization problems. This algorithm is a combination of three techniques: dual Lagrangian decomposition, smoothing and excessive gap. The…

In this paper, we give a new approximate dynamic programming (ADP) method to solve large-scale Markov decision programming (MDP) problem. In comparison with many classic ADP methods which have large number of constraints, we formulate an…