4 papers · 1 filter
Structure, Analysis, and Synthesis of First-Order Algorithms
Jared Miller, Carsten Scherer, Fabian Jakob +1
First-order optimization algorithms can be interpreted through the lens of dynamical systems as the interconnection of linear systems and a set of subgradient nonlinearities. This…
Analysis and Synthesis of Switched Optimization Algorithms
Jared Miller, Fabian Jakob, Carsten Scherer +1
Deployment of optimization algorithms over communication networks face challenges associated with time delays and corruptions. Fixed time delays can destabilize popular gradient-ba…
Online Convex Optimization and Integral Quadratic Constraints: An automated approach to regret analysis
Fabian Jakob, Andrea Iannelli
We propose a novel approach for analyzing dynamic regret of first-order constrained online convex optimization algorithms for strongly convex and Lipschitz-smooth objectives. Cruci…
A Linear Parameter-Varying Framework for the Analysis of Time-Varying Optimization Algorithms
Fabian Jakob, Andrea Iannelli
In this paper we propose a framework to analyze iterative first-order optimization algorithms for time-varying convex optimization. We assume that the temporal variability is cause…