Exact Diffusion for Distributed Optimization and Learning-Part I: Algorithm Development
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In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the ...
2016
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Part I of this work developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of combination policies than ea ...
2017
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The desire to operate chemical processes in a safe and economically optimal way has motivated the development of so-called real-time optimization (RTO) methods [1]. For continuous processes, these methods aim to compute safe and optimal steady-state set ...
2016
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This work develops a distributed optimization algorithm with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown to have a wider stability range and superior convergence pe ...
IEEE2017
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
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A spectral domain analysis is presented of a plane wave-excited subwavelength circular aperture in a planar perfectly conducting screen in close proximity to a multilayer stack, which may comprise uniaxially anisotropic slices. The formulation employs the ...
Institute of Electrical and Electronics Engineers2015
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This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range and superior conv ...
2017
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We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbors and the channel has a limited data-rate. A co ...
2017
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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
, ,
We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a limited data-rate. A c ...
