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Abstract: In this paper we introduce two discrete-time, distributed optimization algorithms executed by a set of agents whose interactions are subject to a communication graph. The algorithms can be ...
Vol. 8, No. 3, PROCEEDINGS OF THE CHINA–US SEMINAR ON BOUNDARY INTEGRAL AND BOUNDARY METHODS IN PHYSICS AND ENGINEERING (July 1990), pp. 195-201 (7 pages) This paper prensents a detailed derivation ...
Quantum annealing is a global optimization algorithm that uses the quantum tunneling effect to speed-up the search for an optimal solution. Its current hardware implementation relies on D-Wave’s ...
The parameter vector can be subject to a set of m linear equality and inequality constraints: The coefficients a ij and right-hand sides b i of the equality and inequality constraints are collected in ...
Recently, a new approach for optimization of conditional value-at-risk (CVAR) was suggested and tested with several applications. For continuous distributions, CVAR is defined as the expected loss ...
This project provides implementations of algorithms for solving convex optimization problems, focusing on techniques like gradient descent and linear programming to minimize convex functions ...