We introduce a class of first-order methods for smooth constrained optimization that are based on an analogy to non-smooth dynamical systems. Two distinctive features of our …
Traditionally, numerical algorithms are seen as isolated pieces of code confined to an in silico existence. However, this perspective is inappropriate for many modern computational …
We consider a distributed learning problem, where agents minimize a global objective function by exchanging information over a network. Our approach has two distinct …
We exploit analogies between first-order algorithms for constrained optimization and non- smooth dynamical systems to design a new class of accelerated first-order algorithms for …
In a recent paper, Muehlebach and Jordan (2021a) proposed a novel algorithm for constrained optimization that uses original ideals from nonsmooth dynamical systems. In this …
We study the exponential stability of continuous-time primal-dual gradient flow dynamics for convex optimization problems with linear equality constraints. Without making any …
S Samuelson, H Mohammadi… - 2023 American Control …, 2023 - ieeexplore.ieee.org
We study performance of momentum-based accelerated first-order optimization algorithms in the presence of additive white stochastic disturbances. For strongly convex quadratic …
We investigate how adaptive step size methods from numerical analysis can be used to speed up optimization routines. In contrast to line search strategies, the proposed methods …
Deep learning technologies are skyrocketing in popularity across a wide range of domains, with groundbreaking accomplishments in fields such as natural language processing …