Papers › Optimization Algorithm Design via Electric Circuits

Optimization Algorithm Design via Electric Circuits

4 Nov 2024arXiv:2411.02573archive 2025-07-28

Stephen P. Boyd, Tetiana Parshakova, Ernest K. Ryu, Jaewook J. Suh

We present a novel methodology for convex optimization algorithm design using ideas from electric RLC circuits. Given an optimization problem, the first stage of the methodology is to design an appropriate electric circuit whose continuous-time dynamics converge to the solution of the optimization problem at hand. Then, the second stage is an automated, computer-assisted discretization of the continuous-time dynamics, yielding a provably convergent discrete-time algorithm. Our methodology recovers many classical (distributed) optimization algorithms and enables users to quickly design and explore a wide range of new algorithms with convergence guarantees.

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const_coeff_expr cvxgrp/optimization_via_circuits/ciropt/sympy_parsing.py official repository unverified Apache-2.0 (permissive) · 5a427cf4531cb67d · report
dadmm cvxgrp/optimization_via_circuits/ciropt/discretized_methods.py official repository unverified Apache-2.0 (permissive) · b41e142ee4836f2a · report
find_lambda_nu cvxgrp/optimization_via_circuits/ciropt/sympy_to_solvers.py official repository unverified Apache-2.0 (permissive) · e5971a9822e7eb57 · report
linear_matrix_expr_to_coeff_matrix cvxgrp/optimization_via_circuits/ciropt/sympy_parsing.py official repository unverified Apache-2.0 (permissive) · 03d56cbabc48b699 · report
pg_extra cvxgrp/optimization_via_circuits/ciropt/discretized_methods.py official repository unverified Apache-2.0 (permissive) · 5cd5e47e71d2b247 · report
sp_v_coeff_matrix cvxgrp/optimization_via_circuits/ciropt/sympy_parsing.py official repository unverified Apache-2.0 (permissive) · 428a8d61cd4779a1 · report
sympy_expression_to_casadi_lamb cvxgrp/optimization_via_circuits/ciropt/sympy_to_solvers.py official repository unverified Apache-2.0 (permissive) · 06ce015cc94a834d · report
sympy_matrix_to_casadi cvxgrp/optimization_via_circuits/ciropt/sympy_to_solvers.py official repository unverified Apache-2.0 (permissive) · 72ba95f1a562b965 · report

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