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math.OC2023
A Tutorial on the Structure of Distributed Optimization Algorithms
Bryan Van Scoy, Laurent Lessard
We consider the distributed optimization problem for a multi-agent system. Here, multiple agents cooperatively optimize an objective by sharing information through a communication…
math.OC2023
A Tutorial on a Lyapunov-Based Approach to the Analysis of Iterative Optimization Algorithms
Bryan Van Scoy, Laurent Lessard
Iterative gradient-based optimization algorithms are widely used to solve difficult or large-scale optimization problems. There are many algorithms to choose from, such as gradient…
math.OC2023
Automated Lyapunov Analysis of Primal-Dual Optimization Algorithms: An Interpolation Approach
Bryan Van Scoy, John W. Simpson-Porco, Laurent Lessard
Primal-dual algorithms are frequently used for iteratively solving large-scale convex optimization problems. The analysis of such algorithms is usually done on a case-by-case basis…