相关论文: Fast Nonconvex SDP Solvers for Large-scale Power S…

Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…

We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…

Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…

Semidefinite programming is an indispensable tool in computer vision, but general-purpose solvers for semidefinite programs are often too slow and memory intensive for large-scale problems. We propose a general framework to approximately…

We study statistical inverse learning in the context of nonlinear inverse problems under random design. Specifically, we address a class of nonlinear problems by employing gradient descent (GD) and stochastic gradient descent (SGD) with…

Dynamic state estimation (DSE) is becoming increasingly important for monitoring inverter-dominated power systems. Due to their cascading control structures, inverter-based resources (IBRs) exhibit multi-timescale dynamics, leading to stiff…

Power system dynamic state estimation (DSE) remains an active research area. This is driven by the absence of accurate models, the increasing availability of fast-sampled, time-synchronized measurements, and the advances in the capability,…

This paper studies the semi-analytic solution (SAS) of a power system's differential-algebraic equation. A SAS is a closed-form function of symbolic variables including time, the initial state and the parameters on system operating…

Adaptive gradient methods have attracted much attention of machine learning communities due to the high efficiency. However their acceleration effect in practice, especially in neural network training, is hard to analyze, theoretically. The…

Classical stochastic gradient methods are well suited for minimizing expected-value objective functions. However, they do not apply to the minimization of a nonlinear function involving expected values or a composition of two expected-value…

We propose a new solver for the sparse spikes deconvolution problem over the space of Radon measures. A common approach to off-the-grid deconvolution considers semidefinite (SDP) relaxations of the total variation (the total mass of the…

While variance reduction methods have shown great success in solving large scale optimization problems, many of them suffer from accumulated errors and, therefore, should periodically require the full gradient computation. In this paper, we…

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined by sum-of-squares (SOS) convex polynomials. These problems…

We propose a new quantum state reconstruction method that combines ideas from compressed sensing, non-convex optimization, and acceleration methods. The algorithm, called Momentum-Inspired Factored Gradient Descent (\texttt{MiFGD}), extends…

The optimal power flow (OPF) problem can be rapidly and reliably solved by employing responsive online solvers based on neural networks. The dynamic nature of renewable energy generation and the variability of power grid conditions…

We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classical problem setting in which the variance of noise is…

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…