相关论文: When Descent Is Too Stable: Event-Triggered Hamilt…

Simultaneous Localization and Planning (SLAP) under process and measurement uncertainties is a challenge. It involves solving a stochastic control problem modeled as a Partially Observed Markov Decision Process (POMDP) in a general…

In this article we consider an optimization problem where the objective function is evaluated at the fixed-point of a contraction mapping parameterized by a control variable, and optimization takes place over this control variable. Since…

Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…

This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of…

This paper presents a static event-triggered control strategy for multivariable Newton-based extremum seeking. The proposed method integrates event-triggered actuation into the Newton-based optimization framework to reduce control updates…

We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…

Time-varying non-convex continuous-valued non-linear constrained optimization is a fundamental problem. We study conditions wherein a momentum-like regularising term allow for the tracking of local optima by considering an ordinary…

In most practical settings and theoretical analyses, one assumes that a model can be trained until convergence. However, the growing complexity of machine learning datasets and models may violate such assumptions. Indeed, current approaches…

Selecting an effective step-size is a fundamental challenge in first-order optimization, especially for problems with non-Euclidean geometries. This paper presents a novel adaptive step-size strategy for optimization algorithms that rely on…

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Many problems in high-dimensional statistics and optimization involve minimization over nonconvex constraints-for instance, a rank constraint for a matrix estimation problem-but little is known about the theoretical properties of such…

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

We consider pessimistic bilevel stochastic programs in which the follower maximizes over a fixed compact convex set a strictly convex quadratic function, whose Hessian depends on the leader's decision. The resulting random variable is…

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…

Coordinate descent methods employ random partial updates of decision variables in order to solve huge-scale convex optimization problems. In this work, we introduce new adaptive rules for the random selection of their updates. By adaptive,…

Many optimization algorithms converge to stationary points. When the underlying problem is nonconvex, they may get trapped at local minimizers and occasionally stagnate near saddle points. We propose the Run-and-Inspect Method, which adds…

To efficiently manage serverless computing platforms, a key aspect is the auto-scaling of services, i.e., the set of computational resources allocated to a service adapts over time as a function of the traffic demand. The objective is to…

Recent theoretical research has shown that self-adjusting and self-adaptive mechanisms can provably outperform static settings in evolutionary algorithms for binary search spaces. However, the vast majority of these studies focuses on…

This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…