Showing 2022 · math.OCShow all

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math.OC2022★ 5 cited

Automated Performance Estimation for Decentralized Optimization via Network Size Independent Problems

Sebastien Colla, Julien M. Hendrickx

We develop a novel formulation of the Performance Estimation Problem (PEP) for decentralized optimization whose size is independent of the number of agents in the network. The PEP…

math.OC2022★ 8 cited

Decentralized convex optimization over time-varying graphs: a survey

Alexander Rogozin, Alexander Gasnikov, Aleksander Beznosikov +1

Decentralized optimization over time-varying networks has a wide range of applications in distributed learning, signal processing and various distributed control problems. The agen…

math.OC2022

Systems with both constant and time-varying delays: a switched systems approach and application to observer-controller co-design

Thiago Alves Lima, Matteo Della Rossa, Frédéric Gouaisbaut +2

In this paper, we study the application of switched systems stability criteria to derive delay-dependent conditions for systems affected by both a constant and a time-varying delay…

math.OC2022★ 8 cited

An apocalypse-free first-order low-rank optimization algorithm with at most one rank reduction attempt per iteration

Guillaume Olikier, P. -A. Absil

We consider the problem of minimizing a differentiable function with locally Lipschitz continuous gradient over the real determinantal variety, and present a first-order algorithm…

math.OC2022★ 7 cited

Automatic Performance Estimation for Decentralized Optimization

Sebastien Colla, Julien M. Hendrickx

We present a methodology to automatically compute worst-case performance bounds for a large class of first-order decentralized optimization algorithms. These algorithms aim at mini…

math.OC2022★ 5 cited

On the continuity of the tangent cone to the determinantal variety

Guillaume Olikier, P. -A. Absil

Tangent and normal cones play an important role in constrained optimization to describe admissible search directions and, in particular, to formulate optimality conditions. They no…