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Deep learning approaches, known for their ability to model complex relationships and fast execution, are increasingly being applied to solve large optimization problems. However, existing methods often face challenges in simultaneously…

最优化与控制 · 数学 2025-12-16 Zisheng Zhou , Dengyu Zheng , Zirui Chen , Shixiang Chen

We consider the joint design and control of discrete-time stochastic dynamical systems over a finite time horizon. We formulate the problem as a multi-step optimization problem under uncertainty seeking to identify a system design and a…

机器学习 · 计算机科学 2022-01-07 Adrien Bolland , Ioannis Boukas , Mathias Berger , Damien Ernst

We study the inverse optimal control problem in social sciences: we aim at learning a user's true cost function from the observed temporal behavior. In contrast to traditional phenomenological works that aim to learn a generative model to…

机器学习 · 计算机科学 2018-05-23 Yichen Wang , Le Song , Hongyuan Zha

The paper studies the distributed stochastic compositional optimization problems over networks, where all the agents' inner-level function is the sum of each agent's private expectation function. Focusing on the aggregative structure of the…

最优化与控制 · 数学 2022-11-10 Shengchao Zhao , Yongchao Liu

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

最优化与控制 · 数学 2020-10-06 Adam W. Koenig , Simone D'Amico

Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…

最优化与控制 · 数学 2025-09-23 Liam Hallinan , Ioannis Lestas

Voltage control in power distribution networks has been greatly challenged by the increasing penetration of volatile and intermittent devices. These devices can also provide limited reactive power resources that can be used to regulate the…

系统与控制 · 计算机科学 2016-07-26 Hao Jan Liu , Wei Shi , Hao Zhu

Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…

系统与控制 · 电气工程与系统科学 2024-08-06 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

This work presents a distributed method for control centers to monitor the operating condition of a power network, i.e., to estimate the network state, and to ultimately determine the occurrence of threatening situations. State estimation…

最优化与控制 · 数学 2011-07-13 Fabio Pasqualetti , Ruggero Carli , Francesco Bullo

In this work, we investigate the effect of momentum on the optimisation trajectory of gradient descent. We leverage a continuous-time approach in the analysis of momentum gradient descent with step size $\gamma$ and momentum parameter…

机器学习 · 计算机科学 2024-03-11 Hristo Papazov , Scott Pesme , Nicolas Flammarion

The training of modern machine learning models often consists in solving high-dimensional non-convex optimisation problems that are subject to large-scale data. In this context, momentum-based stochastic optimisation algorithms have become…

最优化与控制 · 数学 2024-11-06 Kexin Jin , Jonas Latz , Chenguang Liu , Alessandro Scagliotti

We study the optimal control of district heating networks using a reduced order model based on a system theoretic description close to the underlying Euler equations. In the presented scenarios, the central task is to limit the maximal…

最优化与控制 · 数学 2019-07-12 Markus Rein , Jan Mohring , Tobias Damm , Axel Klar

In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…

最优化与控制 · 数学 2020-02-11 Shi Pu , Wei Shi , Jinming Xu , Angelia Nedić

This paper considers the problem of online trajectory design under time-varying environments. We formulate the general trajectory optimization problem within the framework of time-varying constrained convex optimization and proposed a novel…

最优化与控制 · 数学 2020-01-09 Mohan Krishna Nutalapati , Amrit Singh Bedi , Ketan Rajawat , Marceau Coupechoux

We consider the problem of scheduling in constrained queueing networks with a view to minimizing packet delay. Modern communication systems are becoming increasingly complex, and are required to handle multiple types of traffic with widely…

机器学习 · 计算机科学 2021-05-04 Mohammani Zaki , Avi Mohan , Aditya Gopalan , Shie Mannor

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

最优化与控制 · 数学 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

This dissertation is a study on the design and analysis of novel, optimal routing and rate control algorithms in wireless, mobile communication networks. Congestion control and routing algorithms upto now have been designed and optimized…

网络与互联网体系结构 · 计算机科学 2012-01-20 Jung Ryu

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

最优化与控制 · 数学 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

Adaptive control is a classical control method for complex cyber-physical systems, including transportation networks. In this work, we analyze the convergence properties of such methods on exemplar graphs, both theoretically and…

最优化与控制 · 数学 2019-06-12 Jean Carpentier , Sebastien Blandin

This paper considers the problem of steering an arbitrary initial probability density function to an arbitrary terminal one, where the system dynamics is governed by a first-order linear stochastic difference equation. It is a…

最优化与控制 · 数学 2023-07-06 Guangyu Wu , Anders Lindquist