Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers

Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers PDF Author: Stephen Boyd
Publisher: Now Publishers Inc
ISBN: 160198460X
Category : Computers
Languages : en
Pages : 138

Get Book Here

Book Description
Surveys the theory and history of the alternating direction method of multipliers, and discusses its applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others.

Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers

Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers PDF Author: Stephen Boyd
Publisher: Now Publishers Inc
ISBN: 160198460X
Category : Computers
Languages : en
Pages : 138

Get Book Here

Book Description
Surveys the theory and history of the alternating direction method of multipliers, and discusses its applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others.

Distributed Optimization, Game and Learning Algorithms

Distributed Optimization, Game and Learning Algorithms PDF Author: Huiwei Wang
Publisher: Springer Nature
ISBN: 9813345284
Category : Technology & Engineering
Languages : en
Pages : 227

Get Book Here

Book Description
This book provides the fundamental theory of distributed optimization, game and learning. It includes those working directly in optimization,-and also many other issues like time-varying topology, communication delay, equality or inequality constraints,-and random projections. This book is meant for the researcher and engineer who uses distributed optimization, game and learning theory in fields like dynamic economic dispatch, demand response management and PHEV routing of smart grids.

Large-Scale and Distributed Optimization

Large-Scale and Distributed Optimization PDF Author: Pontus Giselsson
Publisher: Springer
ISBN: 3319974785
Category : Mathematics
Languages : en
Pages : 416

Get Book Here

Book Description
This book presents tools and methods for large-scale and distributed optimization. Since many methods in "Big Data" fields rely on solving large-scale optimization problems, often in distributed fashion, this topic has over the last decade emerged to become very important. As well as specific coverage of this active research field, the book serves as a powerful source of information for practitioners as well as theoreticians. Large-Scale and Distributed Optimization is a unique combination of contributions from leading experts in the field, who were speakers at the LCCC Focus Period on Large-Scale and Distributed Optimization, held in Lund, 14th–16th June 2017. A source of information and innovative ideas for current and future research, this book will appeal to researchers, academics, and students who are interested in large-scale optimization.

Distributed Optimization and Learning

Distributed Optimization and Learning PDF Author: Zhongguo Li
Publisher: Elsevier
ISBN: 0443216371
Category : Technology & Engineering
Languages : en
Pages : 288

Get Book Here

Book Description
Distributed Optimization and Learning: A Control-Theoretic Perspective illustrates the underlying principles of distributed optimization and learning. The book presents a systematic and self-contained description of distributed optimization and learning algorithms from a control-theoretic perspective. It focuses on exploring control-theoretic approaches and how those approaches can be utilized to solve distributed optimization and learning problems over network-connected, multi-agent systems. As there are strong links between optimization and learning, this book provides a unified platform for understanding distributed optimization and learning algorithms for different purposes. - Provides a series of the latest results, including but not limited to, distributed cooperative and competitive optimization, machine learning, and optimal resource allocation - Presents the most recent advances in theory and applications of distributed optimization and machine learning, including insightful connections to traditional control techniques - Offers numerical and simulation results in each chapter in order to reflect engineering practice and demonstrate the main focus of developed analysis and synthesis approaches

First-order and Stochastic Optimization Methods for Machine Learning

First-order and Stochastic Optimization Methods for Machine Learning PDF Author: Guanghui Lan
Publisher: Springer Nature
ISBN: 3030395685
Category : Mathematics
Languages : en
Pages : 591

Get Book Here

Book Description
This book covers not only foundational materials but also the most recent progresses made during the past few years on the area of machine learning algorithms. In spite of the intensive research and development in this area, there does not exist a systematic treatment to introduce the fundamental concepts and recent progresses on machine learning algorithms, especially on those based on stochastic optimization methods, randomized algorithms, nonconvex optimization, distributed and online learning, and projection free methods. This book will benefit the broad audience in the area of machine learning, artificial intelligence and mathematical programming community by presenting these recent developments in a tutorial style, starting from the basic building blocks to the most carefully designed and complicated algorithms for machine learning.

Distributed Optimization: Advances in Theories, Methods, and Applications

Distributed Optimization: Advances in Theories, Methods, and Applications PDF Author: Huaqing Li
Publisher: Springer Nature
ISBN: 9811561095
Category : Technology & Engineering
Languages : en
Pages : 257

Get Book Here

Book Description
This book offers a valuable reference guide for researchers in distributed optimization and for senior undergraduate and graduate students alike. Focusing on the natures and functions of agents, communication networks and algorithms in the context of distributed optimization for networked control systems, this book introduces readers to the background of distributed optimization; recent developments in distributed algorithms for various types of underlying communication networks; the implementation of computation-efficient and communication-efficient strategies in the execution of distributed algorithms; and the frameworks of convergence analysis and performance evaluation. On this basis, the book then thoroughly studies 1) distributed constrained optimization and the random sleep scheme, from an agent perspective; 2) asynchronous broadcast-based algorithms, event-triggered communication, quantized communication, unbalanced directed networks, and time-varying networks, from a communication network perspective; and 3) accelerated algorithms and stochastic gradient algorithms, from an algorithm perspective. Finally, the applications of distributed optimization in large-scale statistical learning, wireless sensor networks, and for optimal energy management in smart grids are discussed.

Distributed Optimization for Smart Cyber-Physical Networks

Distributed Optimization for Smart Cyber-Physical Networks PDF Author: Giuseppe Notarstefano
Publisher:
ISBN: 9781680836189
Category : Technology & Engineering
Languages : en
Pages : 148

Get Book Here

Book Description
In an increasingly connected world, the term cyber-physical networks has been coined to refer to the communication among devices that is turning smart devices into smart (cooperating) systems. The distinctive feature of such systems is that significant advantage can be obtained if its interconnected, complex nature is exploited. Several challenges arising in cyber-physical networks can be stated as optimization problems. Examples are estimation, decision, learning and control applications. In cyber-physical networks, the goal is to design algorithms, based on the exchange of information among the processors, that take advantage of the aggregated computational power. Distributed Optimization for Smart Cyber-Physical Networks provides a comprehensive overview of the most common approaches used to design distributed optimization algorithms, together with the theoretical analysis of the main schemes in their basic version. It identifies and formalizes classes of problem set-ups that arise in motivating application scenarios. For each set-up, in order to give the main tools for analysis, tailored distributed algorithms in simplified cases are reviewed. Extensions and generalizations of the basic schemes are also discussed at the end of each chapter. Distributed Optimization for Smart Cyber-Physical Networks provides the reader with an accessible overview of the current research and gives important pointers towards new developments. It is an excellent starting point for research and students unfamiliar with the topic.

Optimization for Machine Learning

Optimization for Machine Learning PDF Author: Suvrit Sra
Publisher: MIT Press
ISBN: 026201646X
Category : Computers
Languages : en
Pages : 509

Get Book Here

Book Description
An up-to-date account of the interplay between optimization and machine learning, accessible to students and researchers in both communities. The interplay between optimization and machine learning is one of the most important developments in modern computational science. Optimization formulations and methods are proving to be vital in designing algorithms to extract essential knowledge from huge volumes of data. Machine learning, however, is not simply a consumer of optimization technology but a rapidly evolving field that is itself generating new optimization ideas. This book captures the state of the art of the interaction between optimization and machine learning in a way that is accessible to researchers in both fields. Optimization approaches have enjoyed prominence in machine learning because of their wide applicability and attractive theoretical properties. The increasing complexity, size, and variety of today's machine learning models call for the reassessment of existing assumptions. This book starts the process of reassessment. It describes the resurgence in novel contexts of established frameworks such as first-order methods, stochastic approximations, convex relaxations, interior-point methods, and proximal methods. It also devotes attention to newer themes such as regularized optimization, robust optimization, gradient and subgradient methods, splitting techniques, and second-order methods. Many of these techniques draw inspiration from other fields, including operations research, theoretical computer science, and subfields of optimization. The book will enrich the ongoing cross-fertilization between the machine learning community and these other fields, and within the broader optimization community.

Networked Control Systems

Networked Control Systems PDF Author: Alberto Bemporad
Publisher: Springer Science & Business Media
ISBN: 0857290320
Category : Mathematics
Languages : en
Pages : 373

Get Book Here

Book Description
This book nds its origin in the WIDE PhD School on Networked Control Systems, which we organized in July 2009 in Siena, Italy. Having gathered experts on all the aspects of networked control systems, it was a small step to go from the summer school to the book, certainly given the enthusiasm of the lecturers at the school. We felt that a book collecting overviewson the important developmentsand open pr- lems in the eld of networked control systems could stimulate and support future research in this appealing area. Given the tremendouscurrentinterests in distributed control exploiting wired and wireless communication networks, the time seemed to be right for the book that lies now in front of you. The goal of the book is to set out the core techniques and tools that are ava- able for the modeling, analysis and design of networked control systems. Roughly speaking, the book consists of three parts. The rst part presents architectures for distributed control systems and models of wired and wireless communication n- works. In particular, in the rst chapter important technological and architectural aspects on distributed control systems are discussed. The second chapter provides insight in the behavior of communication channels in terms of delays, packet loss and information constraints leading to suitable modeling paradigms for commu- cation networks.

Distributed Control and Optimization Technologies in Smart Grid Systems

Distributed Control and Optimization Technologies in Smart Grid Systems PDF Author: Fanghong Guo
Publisher: CRC Press
ISBN: 1351613979
Category : Science
Languages : en
Pages : 215

Get Book Here

Book Description
The book aims to equalize the theoretical involvement with industrial practicality and build a bridge between academia and industry by reducing the mathematical difficulties. It provides an overview of distributed control and distributed optimization theory, followed by specific details on industrial applications to smart grid systems, with a special focus on micro grid systems. Each of the chapters is written and organized with an introductory section tailored to provide the essential background of the theories required. The text includes industrial applications to realistic renewable energy systems problems and illustrates the application of proposed toolsets to control and optimization of smart grid systems.