相关论文: Stochastic BDDC algorithms

This work considers the problem of computing the canonical polyadic decomposition (CPD) of large tensors. Prior works mostly leverage data sparsity to handle this problem, which is not suitable for handling dense tensors that often arise in…

A multi-physics formulation for Data Driven Prognosis (DDP) is developed. Unlike traditional predictive strategies that require controlled off-line measurements or training for determination of constitutive parameters to derive the…

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

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.…

In this paper, we propose a model reduction method for solving multiscale elliptic PDEs with random coefficients in the multiquery setting using an optimization approach. The optimization approach enables us to construct a set of localized…

Decentralized optimization, particularly the class of decentralized composite convex optimization (DCCO) problems, has found many applications. Due to ubiquitous communication congestion and random dropouts in practice, it is highly…

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…

This paper aims to investigate the effectiveness of the recently proposed Boosted Difference of Convex functions Algorithm (BDCA) when applied to clustering with constraints and set clustering with constraints problems. This is the first…

In this paper, a class of large-scale distributed nonsmooth convex optimization problem over time-varying multi-agent network is investigated. Specifically, the decision space which can be split into several blocks of convex set is…

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

We present an algorithm for the efficient sampling of conditional paths of stochastic differential equations (SDEs). While unconditional path sampling of SDEs is straightforward, albeit expensive for high dimensional systems of SDEs,…

Sample average approximation--based stochastic dynamic programming (SDP) and model predictive control (MPC) are two different methods for approaching multistage stochastic optimization. In this paper we investigate the conditions under…

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

While online bipartite matching has gained significant attention in recent years, existing analyses in stochastic settings fail to capture the performance of algorithms on heterogeneous graphs, such as those incorporating inter-group…

This paper presents a stochastic, model predictive control (MPC) algorithm that leverages short-term probabilistic forecasts for dispatching and rebalancing Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles).…

The Boosted Difference of Convex functions Algorithm (BDCA) was recently proposed for minimizing smooth difference of convex (DC) functions. BDCA accelerates the convergence of the classical Difference of Convex functions Algorithm (DCA)…

Stochastic dominance is a technique for evaluating the performance of online algorithms that provides an intuitive, yet powerful stochastic order between the compared algorithms. Accordingly this holds for bijective analysis, which can be…

In this paper, we propose an offline-online strategy based on the Localized Orthogonal Decomposition (LOD) method for elliptic multiscale problems with randomly perturbed diffusion coefficient. We consider a periodic deterministic…

BDDC and FETI-DP algorithms are developed for three-dimensional elliptic problems with adaptively enriched coarse components. It is known that these enriched components are necessary in the development of robust preconditioners. To form the…