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20182022
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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.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

Lyapunov Functions for First-Order Methods: Tight Automated Convergence Guarantees

Adrien Taylor, Bryan Van Scoy, Laurent Lessard

We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear c…