62 citations · 315 across the 65 of their papers we have counts for
8 papers · 1 filter
Stability Analysis of Real-Time Methods for Equality Constrained NMPC
Andrea Zanelli, Quoc Tran-Dinh, Moritz Diehl
In this paper, a proof of asymptotic stability for the combined system-optimizer dynamics associated with a class of real-time methods for equality constrained nonlinear model pred…
A Hybrid Stochastic Optimization Framework for Stochastic Composite Nonconvex Optimization
Quoc Tran-Dinh, Nhan H. Pham, Dzung T. Phan +1
We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to comb…
Hybrid Stochastic Gradient Descent Algorithms for Stochastic Nonconvex Optimization
Quoc Tran-Dinh, Nhan H. Pham, Dzung T. Phan +1
We introduce a hybrid stochastic estimator to design stochastic gradient algorithms for solving stochastic optimization problems. Such a hybrid estimator is a convex combination of…
A Globally Convergent Penalty-Based Gauss-Newton Algorithm with Applications
Ilyes Mezghani, Quoc Tran-Dinh, Ion Necoara +1
We propose a globally convergent Gauss-Newton algorithm for finding a local optimal solution of a non-convex and possibly non-smooth optimization problem. The algorithm that we pre…
An Inexact Interior-Point Lagrangian Decomposition Algorithm with Inexact Oracles
Deyi Liu, Quoc Tran-Dinh
We develop a new inexact interior-point Lagrangian decomposition method to solve a wide range class of constrained composite convex optimization problems. Our method relies on four…
ProxSARAH: An Efficient Algorithmic Framework for Stochastic Composite Nonconvex Optimization
Nhan H. Pham, Lam M. Nguyen, Dzung T. Phan +1
We propose a new stochastic first-order algorithmic framework to solve stochastic composite nonconvex optimization problems that covers both finite-sum and expectation settings. Ou…
Non-Stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates
Quoc Tran-Dinh, Yuzixuan Zhu
In this paper, we propose two novel non-stationary first-order primal-dual algorithms to solve nonsmooth composite convex optimization problems. Unlike existing primal-dual schemes…
Minimization of a Class of Rare Event Probabilities and Buffer Probabilities of Exceedance
Amarjit Budhiraja, Shu Lu, Yang Yu +1
We consider the problem of choosing design parameters to minimize the probability of an undesired rare event that is described through the average of iid random variables. Sinc…