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

Training deep reinforcement learning (RL) agents necessitates overcoming the highly unstable nonconvex stochastic optimization inherent in the trial-and-error mechanism. To tackle this challenge, we propose a physics-inspired optimization…

We propose a framework to analyze stability for a class of linear non-autonomous hybrid systems, where the continuous evolution of solutions is governed by an ordinary differential equation and the instantaneous changes are governed by a…

Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in…

We develop algorithms that find and track the optimal solution trajectory of time-varying convex optimization problems which consist of local and network-related objectives. The algorithms are derived from the prediction-correction…

We consider the problem of global optimization of an unknown non-convex smooth function with zeroth-order feedback. In this setup, an algorithm is allowed to adaptively query the underlying function at different locations and receives noisy…

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

The highly structured energy landscape of the loss as a function of parameters for deep neural networks makes it necessary to use sophisticated optimization strategies in order to discover (local) minima that guarantee reasonable…

Planning for sequential robotics tasks often requires integrated symbolic and geometric reasoning. TAMP algorithms typically solve these problems by performing a tree search over high-level task sequences while checking for kinematic and…

In this paper, we analyze the optimization landscape of gradient descent methods for static output feedback (SOF) control of discrete-time linear time-invariant systems with quadratic cost. The SOF setting can be quite common, for example,…

We consider the fundamental problem in non-convex optimization of efficiently reaching a stationary point. In contrast to the convex case, in the long history of this basic problem, the only known theoretical results on first-order…

This paper addresses the question of whether it can be beneficial for an optimization algorithm to follow directions of negative curvature. Although prior work has established convergence results for algorithms that integrate both descent…

Adiabatic quantum computing and optimization have garnered much attention recently as possible models for achieving a quantum advantage over classical approaches to optimization and other special purpose computations. Both techniques are…

We provide a simple and flexible framework for designing differentially private algorithms to find approximate stationary points of non-convex loss functions. Our framework is based on using a private approximate risk minimizer to "warm…

Learning rate schedules are ubiquitously used to speed up and improve optimisation. Many different policies have been introduced on an empirical basis, and theoretical analyses have been developed for convex settings. However, in many…

This paper studies a distributed multi-agent convex optimization problem. The system comprises multiple agents in this problem, each with a set of local data points and an associated local cost function. The agents are connected to a…

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…

We develop a physics-informed learning framework for energy-shaping control of port-Hamiltonian (pH) systems from trajectory data. The proposed approach co-learns a pH system model and an optimal energy-balancing passivity-based controller…

Large-scale non-convex optimization problems are expensive to solve due to computational and memory costs. To reduce the costs, first-order (computationally efficient) and asynchronous-parallel (memory efficient) algorithms are necessary to…

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…