相关论文: $\mathcal{L}_{1}$ Adaptive Optimizer for Online Ti…
We study the problem of system identification and adaptive control in partially observable linear dynamical systems. Adaptive and closed-loop system identification is a challenging problem due to correlations introduced in data collection.…
The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…
This paper mainly addresses the distributed online optimization problem where the local objective functions are assumed to be convex or non-convex. First, the distributed algorithms are proposed for the convex and non-convex situations,…
A well-studied generalization of the standard online convex optimization (OCO) framework is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the…
Machine learning techniques have garnered great interest in designing communication systems owing to their capacity in tackling with channel uncertainty. To provide theoretical guarantees for learning-based communication systems, some…
Decision-makers often have access to machine-learned predictions about future demand that can help guide online resource allocation decisions. However, such predictions may be inaccurate. We develop a framework for online resource…
Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…
Load forecasting is crucial for multiple energy management tasks such as scheduling generation capacity, planning supply and demand, and minimizing energy trade costs. Such relevance has increased even more in recent years due to the…
This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…
Optimization within a layer of a deep-net has emerged as a new direction for deep-net layer design. However, there are two main challenges when applying these layers to computer vision tasks: (a) which optimization problem within a layer is…
Motivated by energy management for micro-grids, we study convex optimization problems with uncertainty in the objective function and sequential decision making. To solve these problems, we propose a new framework called ``Online…
In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…
In this work, we develop an adaptive algorithm for the efficient numerical solution of the minimum compliance problem in topology optimization. The algorithm employs the phase field approximation and continuous density field. The adaptive…
We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…
This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents, where the nonconvex local loss and convex local constraint functions can vary arbitrarily across iterations.…
This paper proposes real-time sequential convex programming (RTSCP), a method for solving a sequence of nonlinear optimization problems depending on an online parameter. We provide a contraction estimate for the proposed method and, as a…
In online convex optimization, the player aims to minimize regret, or the difference between her loss and that of the best fixed decision in hindsight over the entire repeated game. Algorithms that minimize (standard) regret may converge to…
Owing to the edge preserving ability and low computational cost of the total variation (TV), variational models with the TV regularization have been widely investigated in the field of multiplicative noise removal. The key points of the…
We consider 3-point numerical schemes for scalar Conservation Laws, that are oscillatory either to their dispersive or anti-diffusive nature. Oscillations are responsible for the increase of the Total Variation (TV); a bound on which is…
In recent years, the modeling and analysis of interval-valued time series have garnered significant attention in the fields of econometrics and statistics. However, the existing literature primarily focuses on regression tasks while…