One of the main issues that has to be faced when evaluating lightning-induced overvoltages on a realistic network configuration is to implement the algorithm that solves the field-to-line coupling problem into an electromagnetic simulator that is able to r ...
Constant step-size Stochastic Gradient Descent exhibits two phases: a transient phase during which iterates make fast progress towards the optimum, followed by a stationary phase during which iterates oscillate around the optimal point. In this paper, we s ...
Structured constraints in Machine Learning have recently brought the Frank-Wolfe (FW) family of algorithms back into the spotlight. While the classical FW algorithm has poor local convergence properties, Away-steps FW and Pairwise FW have emerged as improv ...
We study the Darcy boundary value problem with lognormal permeability field. We adopt a perturbation approach, expanding the solution in Taylor series around the nominal value of the coefficient, and approximating the expected value of the stochastic solut ...
Finite volume methods are proposed for computing approximate pathwise entropy/kinetic solutions to conservation laws with flux functions driven by low-regularity paths. For a convex flux, it is demonstrated that driving path oscillations may lead to "cance ...
This paper introduces a new algorithm for consensus optimization in a multi-agent network, where all agents collaboratively find a minimizer for the sum of their private functions. All decentralized algorithms rely on communications between adjacent nodes. ...
We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two terms: (i) a stocha ...
Part I of this paper 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 the larger set of locally balanced left-sto ...
