One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focuse...
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One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focuses on developing distributed algorithms in a synchronous setting under the presence of a central clock, where the agents need to wait for the slowest one to finish the update, before proceeding to the next iterate. Asynchronous distributed algorithms remove the need for a central coordinator, reduce the synchronization wait, and allow some agents to compute faster and execute more iterations. In the asynchronous setting, the only known algorithms for solving this problem could achieve an either linear or sublinear rate of convergence. In this paper, we build upon the existing literature to develop and analyze an asynchronous Newton-based method to solve a penalized version of the problem. We show that this algorithm guarantees almost sure convergence with a global linear and local quadratic rate in expectation. Numerical studies confirm the superior performance of our algorithm against other asynchronous methods.
When solving a quadratic program (QP), one can improve the numerical stability of any QP solver by performing proximal-point outer iterations, resulting in solving a sequence of better conditioned QPs. In this letter ...
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When solving a quadratic program (QP), one can improve the numerical stability of any QP solver by performing proximal-point outer iterations, resulting in solving a sequence of better conditioned QPs. In this letter we present a method which, for a given multi-parametric quadratic program (mpQP) and any polyhedral set of parameters, determines which sequences of QPs will have to be solved when using outer proximal-point iterations. By knowing this sequence, bounds on the worst-case complexity of the method can be obtained, which is of importance in, for example, real-time model predictive control (MPC) applications. Moreover, we combine the proposed method with previous work on complexity certification for active-set methods to obtain a more detailed certification of the proximal-point method's complexity, namely the total number of inner iterations.
In this letter, we study the so-called p-safety of a Markov chain. We say that a state is p-safe in a state space S with respect to an unsafe set U if the process stays in the state space and hits the set U with the p...
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In this letter, we study the so-called p-safety of a Markov chain. We say that a state is p-safe in a state space S with respect to an unsafe set U if the process stays in the state space and hits the set U with the probability less than p. We show several ways of computing p-safety: by means the Dirichlet problem, the evolution equation, the barrier certificates, and the Martin kernel. The set of barrier certificates forms a cone. We show how to generate barrier certificates from the set of extreme points of a cone base.
We design a distributed algorithm for learning Nash equilibria over time-varying communication networks in a partial-decision information scenario, where each agent can access its own cost function and local feasible ...
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We design a distributed algorithm for learning Nash equilibria over time-varying communication networks in a partial-decision information scenario, where each agent can access its own cost function and local feasible set, but can only observe the actions of some neighbors. Our algorithm is based on projected pseudo-gradient dynamics, augmented with consensual terms. Under strong monotonicity and Lipschitz continuity of the game mapping, we provide a simple proof of linear convergence, based on a contractivity property of the iterates. Compared to similar solutions proposed in literature, we also allow for time-varying communication and derive tighter bounds on the step sizes that ensure convergence. In fact, in our numerical simulations, our algorithm outperforms the existing gradient-based methods, when the step sizes are set to their theoretical upper bounds. Finally, to relax the assumptions on the network structure, we propose a different pseudo-gradient algorithm, which is guaranteed to converge on time-varying balanced directed graphs.
Evolutionary multitasking algorithms use information exchange among individuals in a population to solve multiple optimization problems simultaneously. Negative transfer is a critical factor that affects the performan...
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Hydrological modeling has provided key insights into the mechanisms of model state, such as the watershed partitioning level and optimization algorithm, and their impacts on the hydrological process, but the uncertain...
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Hydrological modeling has provided key insights into the mechanisms of model state, such as the watershed partitioning level and optimization algorithm, and their impacts on the hydrological process, but the uncertainty of this impact is poorly understood. To this end, in this study, the effects of the watershed partitioning level and optimization algorithm for hydrological simulation uncertainty were assessed based on the semi-distributed TOPMODEL model, i.e., six watershed partitioning levels and three intelligent global optimization algorithms were used in the source region of the Yellow River. Meanwhile, the uncertainty contribution of the individual and interaction of the watershed partitioning levels and optimization algorithms on the hydrological process were dynamically evaluated using the variance decomposition method based on subsampling. Results showed that the impacts of the watershed partitioning level and optimization algorithm on the runoff simulation were particularly obvious for different characteristic periods. In the flood period, the optimization algorithm was the dominant factor affecting the runoff simulation uncertainty, with the proportion of up to 0.50, whereas the contribution of the watershed partitioning level was only 0.22. In the non-flood period, they contributed substantially to the uncertainty of the runoff simulation, accounting for about 0.30. Moreover, the interactions between the watershed partitioning level and optimization algorithm had a strong influence throughout the year, especially in the non-flood period, which may be because the hydrological model amplifies the output error and increases the interaction effect. Generally, the results shed important insight into reducing the uncertainty of the runoff simulation in future research.
This study proposes a college English teaching quality evaluation method based on the differential evolution (DE) algorithm. Traditional evaluation methods are often subjective, lacking objectivity and relying on qual...
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A common goal in evolutionary multi-objective optimization is to find suitable finite-size approximations of the Pareto front of a given multi-objective optimization problem. While many multi-objective evolutionary al...
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Decomposition has been the mainstream approach in the classic mathematical programming for multi-objective optimization and multi-criterion decision-making. However, it was not properly studied in the context of evolu...
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Connecting automated vehicles to traffic lights can lead to significant energy savings by enabling them to pass through intersections in an energy-efficient way without unnecessary stops. A cellular-based communicatio...
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Connecting automated vehicles to traffic lights can lead to significant energy savings by enabling them to pass through intersections in an energy-efficient way without unnecessary stops. A cellular-based communication system connecting multiple traffic lights can help realize the full potential of energy-efficient driving at intersections. Thus, we propose a hierarchical speed planner that can leverage information from multiple connected traffic lights. The proposed speed planner consists of two modules: a green window selector and a reference trajectory generator. The green window selector, based on Dijkstra's algorithm, finds a series of "green windows" for connected traffic lights that builds an energy-optimal path for vehicles to follow. The reference trajectory generator finds optimal entering times, based on the selected green window at each intersection, and then computes reference trajectories. Deriving and using analytical optimal entering speeds as a function of entering times allows us to guarantee the computational simplicity suitable for real-time implementation. We also demonstrate how to balance energy and traffic flow perspectives in the reference trajectory generator. Finally, a high-fidelity simulation framework is used to evaluate the proposed speed planner and quantify the extent to which it can save energy in various real-world urban route scenarios.
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