相关论文: Assigning Stationary Distributions to Sparse Stoch…

The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…

The paper deals with the distributed minimum sharing problem: a set of decision-makers compute the minimum of some local quantities of interest in a distributed and decentralized way by exchanging information through a communication…

Kernel-based methods for support vector machines (SVM) have shown highly advantageous performance in various applications. However, they may incur prohibitive computational costs for large-scale sample datasets. Therefore, data reduction…

Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

In this work, we consider solving optimization problems with a stochastic objective and deterministic equality constraints. We propose a Trust-Region Sequential Quadratic Programming method to find both first- and second-order stationary…

In this work, we propose a novel discrete-time distributed algorithm for finding least-squares solutions of linear algebraic equations with a scheduling protocol to further enhance its scalability. Each agent in the network is assumed to…

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…

The main topic of this present thesis is the study of the asymptotic behaviour of sequences modulo 1. In particular, by using ergodic and dynamical methods, a new insight to problems concerning the asymptotic behaviour of multidimensional…

This paper investigates the distributed stochastic nonconvex and nonsmooth composite optimization problem. Existing stochastic typically rely on uniform step size strictly bounded by global network parameters, such as the maximum node…

In this paper, we study the minimum dominating set (MDS) problem and the minimum total dominating set MTDS) problem which have many applications in real world. We propose a new idea to compute approximate MDS and MTDS. Next, we give an…

In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP) method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we produce iteration points by solving a sequence of stabilized quadratic…

The distributed optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function formed by the addition of partial functions locally known…

In this paper, we consider a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of related stochastic processes called…

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

This paper studies a risk minimization problem with decision dependent data distribution. The problem pertains to the performative prediction setting in which a trained model can affect the outcome estimated by the model. Such dependency…

Nonstationary signals are commonly analyzed and processed in the time-frequency (T-F) domain that is obtained by the discrete Gabor transform (DGT). The T-F representation obtained by DGT is spread due to windowing, which may degrade the…

The economic dispatch problem is considered for unbalanced three-phase power distribution networks entailing both non-deferrable and elastic loads, and distributed generation (DG) units. The objective is to minimize the costs of power drawn…

We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…

This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetric sets. The method solves a sequence of penalty subproblems…