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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Analysis of distributed SG algorithm
分布式 SG算法 分析
2023/5/12
In this talk, a distributed stochastic gradient (SG) algorithm is proposed where the estimators are aimed to collectively estimate an unknown time-invariant parameter from a set of noisy measurements ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Implementation of personalized optimization via the HEI algorithm
HEI算法 个性化 优化
2023/4/26
Unlike traditional robust optimization, personalized optimization aims to find the values of control variables that yield the optimal value of the objective function for given values of environmental ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Distributed Event-Triggered Algorithm for Convex Optimization with Coupled Constraints
耦合约束凸优化 分布式事件 触发算法
2023/5/17
This talk concerns the nonsmooth distributed optimization problem via multi-agent network with the coupled equality and inequality constraints. The considered global optimization problem is to minimiz...
A global BMI algorithm based on the generalized Benders decomposition
Linear matrix inequalities Robust control Numerical Methods
2015/8/11
We present a new algorithm for the global solution of optimization problems involving bilinear matrix inequalities (BMIs). The method is based on a technique known in large-scale and global optimizati...
A Stochastic Smoothing Algorithm for Semidefinite Programming
Semidefinite programming Gaussian smoothing eigenvalue problems
2012/4/18
We use a rank one Gaussian perturbation to derive a smooth stochastic approximation of the maximum eigenvalue function. We then combine this smoothing result with an optimal smooth stochastic optimiza...
A One-Dimensional Local Tuning Algorithm for Solving GO Problems with Partially Defined Constraints
Global optimization multiextremal constraints geometric algorithms index scheme local tuning
2011/9/21
Abstract: Lipschitz one-dimensional constrained global optimization (GO) problems where both the objective function and constraints can be multiextremal and non-differentiable are considered in this p...
On the Convergence of a Multi-Agent Projected Stochastic Gradient Algorithm
Multi-Agent Projected Stochastic Gradient Algorithm Optimization and Control
2011/9/5
Abstract: We introduce a new framework for the convergence analysis of a class of distributed constrained non-convex optimization algorithms in multi-agent systems. The aim is to search for local mini...
An Efficient Algorithm for Maximum-Entropy Extension of Block-Circulant Covariance Matrices
Efficient Algorithm Maximum-Entropy Extension Block-Circulant Covariance Matrices Optimization and Control
2011/9/5
Abstract: This paper deals with maximum entropy completion of partially specified block-circulant matrices. Since positive definite symmetric circulants happen to be covariance matrices of stationary ...
An estimation of distribution algorithm with adaptive Gibbs sampling for unconstrained global optimization
Estimation of distribution algorithms Evolutionary algorithms Metropolis-within-Gibbs Global optimization
2011/9/30
Abstract: In this paper is proposed a new heuristic approach belonging to the field of evolutionary Estimation of Distribution Algorithms (EDAs). EDAs builds a probability model and a set of solutions...
Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum monotone operators
maximal monotone operator monotone inclusion nonsmooth convex optimization parallel sum set-valued duality splitting algorithm
2011/8/22
Abstract: We propose a primal-dual splitting algorithm for solving monotone inclusions involving a mixture of sums, linear compositions, and parallel sums of set-valued and Lipschitzian operators. An ...
Extension of the Blahut-Arimoto algorithm for maximizing directed information
Extension of the Blahut-Arimoto algorithm directed information
2011/2/25
We extend the Blahut-Arimoto algorithm for maximizing Massey’s directed information. The algorithm can be used for estimating the capacity of channels with delayed feedback, where the feedback is a de...
An efficient numerical algorithm for the L2 optimal transport problem with applications to image processing
Monge-Amp`ere equation optimal transpor numerical solution
2010/12/14
We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method relies on a numerical res...
A C-tree decomposition algorithm for 2D and 3D geometric constraint solving
Geometric constraint solving Parametric CAD General construction sequence Basic merge pattern Decomposition tree Graph algorithm
2013/9/9
In this paper, we propose a method which can be used to decompose a 2D or 3D constraint problem into a C-tree. With this decomposition,a geometric constraint problem can be reduced into basic merge pa...