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Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

Many planning applications involve complex relationships defined on high-dimensional, continuous variables. For example, robotic manipulation requires planning with kinematic, collision, visibility, and motion constraints involving robot…

Artificial Intelligence · Computer Science 2020-03-24 Caelan Reed Garrett , Tomás Lozano-Pérez , Leslie Pack Kaelbling

This work studies reduced order modeling (ROM) approaches to speed up the solution of variational data assimilation problems with large scale nonlinear dynamical models. It is shown that a key requirement for a successful reduced order…

Systems and Control · Computer Science 2015-05-20 Răzvan Ştefănescu , Adrian Sandu , Ionel Michael Navon

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

Multistage stochastic programming deals with operational and planning problems that involve a sequence of decisions over time while responding to realizations that are uncertain. Algorithms designed to address multistage stochastic linear…

Optimization and Control · Mathematics 2020-10-26 Harsha Gangammanavar , Suvrajeet Sen

We derive several numerical methods for designing optimized first-order algorithms in unconstrained convex optimization settings. Our methods are based on the Performance Estimation Problem (PEP) framework, which casts the worst-case…

Optimization and Control · Mathematics 2025-07-29 Yassine Kamri , Julien M. Hendrickx , François Glineur

This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…

Optimization and Control · Mathematics 2019-12-04 Xiaokai Chang , Sanyang Liu

Factor graph, as a bipartite graphical model, offers a structured representation by revealing local connections among graph nodes. This study explores the utilization of factor graphs in modeling the autonomous racecar planning problem,…

Robotics · Computer Science 2024-06-27 Salman Bari , Xiagong Wang , Ahmad Schoha Haidari , Dirk Wollherr

This paper presents a method for inducing logic programs from examples that learns a new class of concepts called first-order decision lists, defined as ordered lists of clauses each ending in a cut. The method, called FOIDL, is based on…

Artificial Intelligence · Computer Science 2008-02-03 R. J. Mooney , M. E. Califf

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

In many fields where the main goal is to produce sequential forecasts for decision making problems, the good understanding of the contemporaneous relations among different series is crucial for the estimation of the covariance matrix. In…

Econometrics · Economics 2021-11-09 Bruno P. C. Levy , Hedibert F. Lopes

This paper introduces the $3^{rd}$-order Spectral Representation Method for simulation of non-stationary and non-Gaussian stochastic processes. The proposed method extends the classical $2^{nd}$-order Spectral Representation Method to…

Statistics Theory · Mathematics 2022-06-01 Lohit Vandanapu , Michael D. Shields

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

We consider the problem of solving robust Markov decision process (MDP), which involves a set of discounted, finite state, finite action space MDPs with uncertain transition kernels. The goal of planning is to find a robust policy that…

Machine Learning · Computer Science 2023-06-13 Yan Li , Guanghui Lan , Tuo Zhao

The distributed operating room (OR) scheduling problem aims to find an assignment of surgeries to ORs across collaborating hospitals that share their waiting lists and ORs. We propose a stochastic extension of this problem where surgery…

Optimization and Control · Mathematics 2020-10-06 Cheng Guo , Merve Bodur , Dionne M. Aleman , David R. Urbach

We propose a Parton Distribution Function (PDF) fitting technique which is based on an interactive neural network algorithm using Self-Organizing Maps (SOMs). SOMs are visualization algorithms based on competitive learning among…

High Energy Physics - Phenomenology · Physics 2016-04-26 H. Honkanen , S. Liuti

One of the main obstacles for developing flexible AI systems is the split between data-based learners and model-based solvers. Solvers such as classical planners are very flexible and can deal with a variety of problem instances and goals…

Artificial Intelligence · Computer Science 2020-02-21 Blai Bonet , Hector Geffner

Policy gradient methods can solve complex tasks but often fail when the dimensionality of the action-space or objective multiplicity grow very large. This occurs, in part, because the variance on score-based gradient estimators scales…

Machine Learning · Computer Science 2021-11-24 Thomas Spooner , Nelson Vadori , Sumitra Ganesh

Recent developments in termination analysis for declarative programs emphasize the use of appropriate models for the logical theory representing the program at stake as a generic approach to prove termination of declarative programs. In…

Programming Languages · Computer Science 2015-12-23 Salvador Lucas

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli