Related papers: Nonlinear Contraction Tools for Constrained Optimi…
In the present paper, several types of efficiency conditions are established for vector optimization problems with cone constraints affected by uncertainty, but with no information of stochastic nature about the uncertain data. Following a…
Optimization problems with norm-bounding constraints arise in a variety of applications, including portfolio optimization, machine learning, and feature selection. A common approach to these problems involves relaxing the norm constraint…
In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…
Given observations of a physical system, identifying the underlying non-linear governing equation is a fundamental task, necessary both for gaining understanding and generating deterministic future predictions. Of most practical relevance…
This paper investigates gradient-based adaptive prediction and control for nonlinear stochastic dynamical systems under a weak convexity condition on the prediction-based loss. This condition accommodates a broad range of nonlinear models…
Motion planning for manipulators under task space constraints is difficult as it constrains the joint configurations to always lie on an implicitly defined manifold. It is possible to view task constrained motion planning as an optimization…
Optimization problems involving minimization of a rank-one convex function over constraints modeling restrictions on the support of the decision variables emerge in various machine learning applications. These problems are often modeled…
Optimization problems with an auxiliary latent variable structure in addition to the main model parameters occur frequently in computer vision and machine learning. The additional latent variables make the underlying optimization task…
We focus on establishing the foundational paradigm of a novel optimization theory based on convolution with convex kernels. Our goal is to devise a morally deterministic model of locating the global optima of an arbitrary function, which is…
Complex networks theory has commonly been used for modelling and understanding the interactions taking place between the elements composing complex systems. More recently, the use of generative models has gained momentum, as they allow…
A topology optimization method is presented for the design of periodic microstructured materials with prescribed homogenized nonlinear constitutive properties over finite strain ranges. The mechanical model assumes linear elastic isotropic…
We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…
We consider systems characterized by the presence of a rapidly oscillating force. A general method is presented for the construction of the effective action governing the large-scale nonlinear dynamics of such systems order by order in…
Infinitesimal contraction analysis, wherein global asymptotic convergence results are obtained from local dynamical properties, has proven to be a powerful tool for applications in biological, mechanical, and transportation systems. Thus…
We introduce a model of infinite horizon linear dynamic optimization with linear constraints and obtain results concerning feasibility of trajectories and optimal solutions necessarily satisfying conditions that resemble the Euler condition…
Conventional deep learning prioritizes unconstrained optimization, yet biological systems operate under strict metabolic constraints. We propose that these physical constraints shape dynamics to function not as limitations, but as a…
While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…
We expose in a tutorial fashion the mechanisms which underlie the synthesis of optimization algorithms based on dynamic integral quadratic constraints. We reveal how these tools from robust control allow to design accelerated gradient…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…