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Publications about 'Primal-dual methods'
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S. Hassan-Moghaddam.
Analysis, design, and optimization of large-scale networks of dynamical systems.
PhD thesis,
University of Southern California,
2019.
Keyword(s): Consensus,
Control for optimization,
Convex Optimization,
Distributed control,
Forward-backward envelope,
Douglas-Rachford splitting,
Global exponential stability,
Integral quadratic constraints,
Networks of dynamical systems,
Non-smooth optimization,
Polyak-Lojasiewicz inequality,
Proximal algorithms,
Primal-dual methods,
Proximal augmented Lagrangian,
Regularization for design,
Sparse graphs,
Sparsity-promoting optimal control,
Structured optimal control,
Structure identification,
Topology design.
[bibtex-entry]
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D. Ding,
K. Zhang,
J. Duan,
T. Basar,
and M. R. Jovanovic.
Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPs.
J. Mach. Learn. Res.,
2022.
Note: Submitted; also arXiv:2206.02346.
Keyword(s): Constrained Markov decision processes,
Constrained nonconvex optimization,
Function approximation,
Natural policy gradient,
Policy gradient methods,
Primal-dual algorithms,
Sample complexity.
[bibtex-entry]
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S. Hassan-Moghaddam and M. R. Jovanovic.
Proximal gradient flow and Douglas-Rachford splitting dynamics: global exponential stability via integral quadratic constraints.
Automatica,
123:109311,
January 2021.
Keyword(s): Control for optimization,
Convex Optimization,
Forward-backward envelope,
Douglas-Rachford splitting,
Global exponential stability,
Integral quadratic constraints,
Non-smooth optimization,
Polyak-Lojasiewicz inequality,
Proximal algorithms,
Primal-dual methods,
Proximal augmented Lagrangian.
[bibtex-entry]
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I. K. Ozaslan and M. R. Jovanovic.
From exponential to finite/fixed-time stability: applications to optimization.
In Proceedings of the 63rd IEEE Conference on Decision and Control,
Milano, Italy,
2024.
Note: To appear.
Keyword(s): Exponential stability,
Finite-time stability,
Fixed-time stability,
Normalized gradient descent,
Gradient flow dynamics,
Primal-dual methods.
[bibtex-entry]
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I. K. Ozaslan and M. R. Jovanovic.
On the global exponential stability of primal-dual dynamics for convex problems with linear equality constraints.
In Proceedings of the 2023 American Control Conference,
San Diago, CA,
pages 210-215,
2023.
Keyword(s): Global exponential stability,
Gradient flow dynamics,
Lagrangian,
Lyapunov functions,
Primal-dual methods.
[bibtex-entry]
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I. K. Ozaslan and M. R. Jovanovic.
Tight lower bounds on the convergence rate of primal-dual dynamics for equality constrained convex problems.
In Proceedings of the 62nd IEEE Conference on Decision and Control,
Singapore,
pages 7312-7317,
2023.
Keyword(s): Gradient flow dynamics,
Exponential stability,
Integral quadratic constraints,
Primal-dual gradient flow dynamics,
Primal-dual methods.
[bibtex-entry]
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H. Mohammadi and M. R. Jovanovic.
On the noise amplification of primal-dual gradient flow dynamics based on proximal augmented Lagrangian.
In Proceedings of the 2022 American Control Conference,
Atlanta, GA,
pages 926-931,
2022.
Keyword(s): Control for optimization,
Convex Optimization,
Integral quadratic constraints,
Linear matrix inequalities,
Noise amplification,
Non-smooth optimization,
Proximal algorithms,
Primal-dual gradient flow dynamics,
Primal-dual methods,
Proximal augmented Lagrangian,
Second-order moments,
Semidefinite programming.
[bibtex-entry]
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I. K. Ozaslan,
S. Hassan-Moghaddam,
and M. R. Jovanovic.
On the asymptotic stability of proximal algorithms for convex optimization problems with multiple non-smooth regularizers.
In Proceedings of the 2022 American Control Conference,
Atlanta, GA,
pages 132-137,
2022.
Keyword(s): Control for optimization,
Convex Optimization,
Douglas-Rachford splitting,
Global asymptotic stability,
Lyapunov-based analysis,
Non-smooth optimization,
Proximal algorithms,
Primal-dual gradient flow dynamics,
Primal-dual methods,
Proximal augmented Lagrangian.
[bibtex-entry]
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I. K. Ozaslan and M. R. Jovanovic.
Exponential convergence of primal-dual dynamics for multi-block problems under local error bound condition.
In Proceedings of the 61th IEEE Conference on Decision and Control,
Cancun, Mexico,
pages 7579-7584,
2022.
Keyword(s): Gradient flow dynamics,
Lyapunov functions,
Proximal algorithms,
Primal-dual gradient flow dynamics,
Primal-dual methods,
Proximal augmented Lagrangian,
Operator splitting.
[bibtex-entry]
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D. Ding,
X. Wei,
Z. Yang,
Z. Wang,
and M. R. Jovanovic.
Provably efficient safe exploration via primal-dual policy optimization.
In 24th International Conference on Artificial Intelligence and Statistics,
volume 130,
Virtual,
pages 3304-3312,
2021.
Keyword(s): Safe reinforcement learning,
Constrained Markov decision processes,
Safe exploration,
Proximal policy optimization,
Non-convex optimization,
Online mirror descent,
Primal-dual method.
[bibtex-entry]
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D. Ding and M. R. Jovanovic.
Global exponential stability of primal-dual gradient flow dynamics based on the proximal augmented Lagrangian: A Lyapunov-based approach.
In Proceedings of the 59th IEEE Conference on Decision and Control,
Jeju Island, Republic of Korea,
pages 4836-4841,
2020.
Keyword(s): Augmented Lagrangian,
Control for optimization,
Convex optimization,
Global exponential stability,
Lyapunov-based approach,
Non-smooth optimization,
Primal-dual gradient flow dynamics,
Primal-dual methods,
Proximal augmented Lagrangian.
[bibtex-entry]
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S. Hassan-Moghaddam and M. R. Jovanovic.
Global exponential stability of the Douglas-Rachford splitting dynamics.
In Preprints of the 21st IFAC World Congress,
Berlin, Germany,
pages 7350-7354,
2020.
Keyword(s): Control for optimization,
Convex Optimization,
Forward-backward envelope,
Douglas-Rachford splitting,
Global exponential stability,
Integral quadratic constraints,
Non-smooth optimization,
Polyak-Lojasiewicz inequality,
Proximal algorithms,
Primal-dual methods,
Proximal augmented Lagrangian.
[bibtex-entry]
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S. Hassan-Moghaddam and M. R. Jovanovic.
On the exponential convergence rate of proximal gradient flow algorithms.
In Proceedings of the 57th IEEE Conference on Decision and Control,
Miami, FL,
pages 4246-4251,
2018.
Note: (Invited paper).
Keyword(s): Control for optimization,
Distributed optimization,
Forward-backward envelope,
Exponential convergence,
Global exponential stability,
Gradient flow dynamics,
Large-scale systems,
Non-smooth optimization,
Primal-dual method,
Proximal algorithms,
Proximal augmented Lagrangian.
[bibtex-entry]
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Last modified: Sat Oct 5 22:00:41 2024
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