Publications related to Walkman: A Communication-Efficient Random-Walk Algorithm for Decentralized Optimization

Recompression Of Hadamard Products Of Tensors In Tucker Format

The Hadamard product features prominently in tensor-based algorithms in scientific computing and data analysis. Due to its tendency to significantly increase ranks, the Hadamard product can represent a major computational obstacle in algorithms based on lo ...

Siam Publications2017

Payoff-Based Approach to Learning Nash Equilibria in Convex Games * *This research is partially supported by M. Kamgarpour’s European Union ERC Starting Grant, CONENE.

Maryam Kamgarpour

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents’ actions belong to a compact convex Euclidean space and the agents’ cost functions are coupled. We propose a distributed payoff-based algor ...

2017

Decentralized exact coupled optimization

Ali H. Sayed, Kun Yuan, Sulaiman A S A E Alghunaim

This work develops an exact converging algorithm for the solution of a distributed optimization problem with partially-coupled parameters across agents in a multi-agent scenario. In this formulation, while the network performance is dependent on a collecti ...

2017

MATHICSE Technical Report : Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations

Assyr Abdulle, Gilles Vilmart

A new explicit stabilized scheme of weak order one for stiff and ergodic stochastic differential equations (SDEs) is introduced. In the absence of noise, the new method coincides with the classical deterministic stabilized scheme (or Chebyshev method) for ...

MATHICSE2017

MATHICSE Technical Report : Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations

Assyr Abdulle, Gilles Vilmart

A new explicit stabilized scheme of weak order one for stiff and ergodic stochastic differential equations (SDEs) is introduced. In the absence of noise, the new method coincides with the classical deterministic stabilized scheme (or Chebyshev method) for ...

MATHICSE2017

Decentralized consensus optimization with asynchrony and delays

Ali H. Sayed, Kun Yuan, Tianyu Wu

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network of agents, where the agents perform local computation and communicate with neighbors. We design the algorithm so that the agents can compute a ...

IEEE2016

Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

Fabio Nobile, Lorenzo Tamellini

We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDE) with random data, where the random coefficient is parametrized by means of a countable sequence of term ...

2016

Exact Algorithms for $ L ^{ 1 } $ -TV Regularization of Real-Valued or Circle-Valued Signals

Michaël Unser, Martin Kurt Storath

We consider

L ^{ 1 }

-TV regularization of univariate signals with values on the real line or on the unit circle. While the real data space leads to a convex optimization problem, the problem is nonconvex for circle-valued data. In this paper, we deriv ...

SIAM2016

Splitting Methods for Distributed Optimization and Control

Ye Pu

This thesis contributes towards the design and analysis of fast and distributed optimization algorithms based on splitting techniques, such as proximal gradient methods or alternation minimization algorithms, with the application of solving model predictiv ...

EPFL2016

Fast Robust PCA on Graphs

Pierre Vandergheynst, Gilles Puy, Nathanaël Perraudin, Nauman Shahid, Vasilis Kalofolias

Mining useful clusters from high dimensional data has received significant attention of the computer vision and pattern recognition community in the recent years. Linear and non-linear dimensionality reduction has played an important role to overcome the c ...

Ieee-Inst Electrical Electronics Engineers Inc2016

Walkman: A Communication-Efficient Random-Walk Algorithm for Decentralized Optimization

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Recompression Of Hadamard Products Of Tensors In Tucker Format

Payoff-Based Approach to Learning Nash Equilibria in Convex Games * *This research is partially supported by M. Kamgarpour’s European Union ERC Starting Grant, CONENE.

Decentralized exact coupled optimization

MATHICSE Technical Report : Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations

MATHICSE Technical Report : Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations

Decentralized consensus optimization with asynchrony and delays

Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

Exact Algorithms for $ L ^{ 1 } $ -TV Regularization of Real-Valued or Circle-Valued Signals

Splitting Methods for Distributed Optimization and Control

Fast Robust PCA on Graphs

Exact Algorithms for $ L ^{ 1 } $ -TV Regularization of Real-Valued or Circle-Valued Signals

Decentralized consensus optimization with asynchrony and delays

Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

Fast Robust PCA on Graphs

Recompression Of Hadamard Products Of Tensors In Tucker Format

Splitting Methods for Distributed Optimization and Control

Decentralized exact coupled optimization

Payoff-Based Approach to Learning Nash Equilibria in Convex Games * *This research is partially supported by M. Kamgarpour’s European Union ERC Starting Grant, CONENE.

MATHICSE Technical Report : Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations

MATHICSE Technical Report : Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations