4 papers · 1 filter
Identification of Nonlinear Acyclic Networks in Continuous Time from Nonzero Initial Conditions and Full Excitations
Ramachandran Anantharaman, Renato Vizuete, Julien M. Hendrickx +1
We propose a method to identify nonlinear acyclic networks in continuous time when the dynamics are located on the edges and all the nodes are excited. We show that it is necessary…
On the Convex Interpolation for Linear Operators
Nizar Bousselmi, Zhicheng Deng, Jie Lu +2
The worst-case performance of an optimization method on a problem class can be analyzed using a finite description of the problem class, known as interpolation conditions. In this…
Computer-aided analyses of stochastic first-order methods, via interpolation conditions for stochastic optimization
Anne Rubbens, Sébastien Colla, Julien M. Hendrickx
This work proposes a framework, embedded within the Performance Estimation framework (PEP), for obtaining worst-case performance guarantees on stochastic first-order methods. Given…
Performance Estimation of second-order optimization methods on classes of univariate functions
Anne Rubbens, Nizar Bousselmi, Julien M. Hendrickx +1
We develop a principled approach to obtain exact computer-aided worst-case guarantees on the performance of second-order optimization methods on classes of univariate functions. We…