Design of Real-Time Optimisation Methods With Guaranteed Performance

An online optimization algorithm for tracking a linearly varying optimal point with zero steady-state error

A Wu, IR Petersen, V Ugrinovskii, I Shames

2025-01-01

In this paper, we develop an online optimization algorithm for solving a class of nonconvex optimization problems with a linearly ..

Online Optimization With Integral Action: An Optimal Algorithm For A Time Varying Quadratic Cost Function

AX Wu, IR Petersen, I Shames

2025-01-01

In this paper, we develop an online optimization algorithm with integral action for solving online optimization problems character..

Regret Analysis of Online LQ Control Using Trajectory Prediction and Tracking

Y Chen, TL Molloy, T Summers, I Shames

2025-01-01

We propose a new framework for solving online linear quadratic (LQ) control problems with time-varying cost matrices that are know..

Two-timescale EXTRA for Distributed Smooth Non-convex Optimization

Z Peng, F Farokhi, Y Pu

2025-01-01

In this paper, we study distributed optimization with smooth non-convex local objectives. We propose a novel variant of the well-k..

Online convex optimization using coordinate descent algorithms

Y Lin, I Shames, D Nešić

2024-07-01

This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coo..

A Decentralised Asynchronous Optimisation Algorithm with an Application to Phase Retrieval

B Mafakheri, JH Manton, I Shames

2024-01-01

This paper tackles the challenge of decentralised, nonconvex optimisation in situations where agents work asynchronously. Our main..

A Generalized Accelerated Gradient Optimization Method

AX Wu, IR Petersen, V Ugrinovskii, I Shames

2024-01-01

In this paper, we extend the recently developed generalized heavy ball optimization algorithm by introducing an additional paramet..

First Order Online Optimisation Using Forward Gradients in Over-Parameterised Systems

B Mafakheri, JH Manton, I Shames

2024-01-01

The success of deep learning over the past decade mainly relies on gradient-based optimisation and backpropagation. This paper foc..

A robust control approach to asymptotic optimality of the heavy ball method for optimization of quadratic functions

V Ugrinovskii, IR Petersen, I Shames

2023-09-01

Among first order optimization methods, Polyak's heavy ball method has long been known to guarantee the asymptotic rate of converg..

Distributionally Robust Optimization With Noisy Data for Discrete Uncertainties Using Total Variation Distance

Farhad Farokhi

2023-01-01

Stochastic programs, where uncertainty distribution must be inferred from noisy data samples, are considered. They are approximate..

On Distributed Nonconvex Optimisation via Modified ADMM

B Mafakheri, JH Manton, I Shames

2023-01-01

This letter addresses the problem of nonconvex nonsmooth decentralised optimisation in multi-agent networks with undirected connec..

A Logistic Regression Approach to Field Estimation Using Binary Measurements

AS Leong, M Zamani, I Shames

2022-01-01

In this letter, we consider the problem of field estimation using binary measurements. Previous work has formulated the problem as..

Global Convergence and Asymptotic Optimality of the Heavy Ball Method for a Class of Nonconvex Optimization Problems

V Ugrinovskii, IR Petersen, I Shames

2022-01-01

In this letter we revisit the famous heavy ball method and study its global convergence for a class of non-convex problems with se..

TRACKING AND REGRET BOUNDS FOR ONLINE ZEROTH-ORDER EUCLIDEAN AND RIEMANNIAN OPTIMIZATION

AI Maass, C Manzie, D Nešić, JH Manton, I Shames

2022-01-01

We study numerical optimization algorithms that use zeroth-order information to minimize time-varying geodesically convex cost fun..