10 papers · 1 filter
Global Convergence of Control-Based Lagrangian Flows for Non-Convex Optimization
Simone Pirrera, Francesco Ripa, Daniele Astolfi +3
This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced…
Feedback control of Lagrange multipliers for non-smooth constrained optimization
V. Cerone, S. M. Fosson, S. Pirrera +2
In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the…
A constrained optimization approach to nonlinear system identification through simulation error minimization
Vito Cerone, Sophie M. Fosson, Simone Pirrera +1
This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimi…
A new framework for constrained optimization via feedback control of Lagrange multipliers
V. Cerone, S. M. Fosson, S. Pirrera +1
The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equali…
Integral control of the proximal gradient method for unbiased sparse optimization
V. Cerone, S. M. Fosson, A. Re +1
Proximal gradient methods are popular in sparse optimization as they are straightforward to implement. Nevertheless, they achieve biased solutions, requiring many iterations to con…
Sparse learning with concave regularization: relaxation of the irrepresentable condition
V. Cerone, S. M. Fosson, D. Regruto +1
Learning sparse models from data is an important task in all those frameworks where relevant information should be identified within a large dataset. This can be achieved by formul…