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20172022
most citedThe Analysis of Optimization Algorithms, A Dissipativity Approach

32 citations · 49 across the 3 of their papers we have counts for

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8 papers · 1 filter

math.OC2022

Absolute Stability via Lifting and Interpolation

Bryan Van Scoy, Laurent Lessard

We revisit the classical problem of absolute stability; assessing the robust stability of a given linear time-invariant (LTI) plant in feedback with a nonlinearity belonging to som…

math.OC202232 cited

The Analysis of Optimization Algorithms, A Dissipativity Approach

Laurent Lessard

Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate s…

math.OC2020

Systematic Analysis of Distributed Optimization Algorithms over Jointly-Connected Networks

Bryan Van Scoy, Laurent Lessard

We consider the distributed optimization problem, where a group of agents work together to optimize a common objective by communicating with neighboring agents and performing local…

math.OC2019

Analysis and Design of First-Order Distributed Optimization Algorithms over Time-Varying Graphs

Akhil Sundararajan, Bryan Van Scoy, Laurent Lessard

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function…

math.OC2019

A Distributed Optimization Algorithm over Time-Varying Graphs with Efficient Gradient Evaluations

Bryan Van Scoy, Laurent Lessard

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication a…

math.OC2018

Dissipativity Theory for Accelerating Stochastic Variance Reduction: A Unified Analysis of SVRG and Katyusha Using Semidefinite Programs

Bin Hu, Stephen Wright, Laurent Lessard

Techniques for reducing the variance of gradient estimates used in stochastic programming algorithms for convex finite-sum problems have received a great deal of attention in recen…