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We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…

Numerical Analysis · Mathematics 2021-07-01 Brittany Froese Hamfeldt , Jacob Lesniewski

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

We present a novel family of particle discretisation methods for the nonlinear Landau collision operator. We exploit the metriplectic structure underlying the Vlasov-Maxwell-Landau system in order to obtain disretisation schemes that…

Plasma Physics · Physics 2024-04-30 Sandra Jeyakumar , Michael Kraus , Matthew J. Hole , David Pfefferlé

We study the connection between Lagrangian and Hamiltonian descriptions of closed/open dynamics, for a collection of particles with quadratic interaction (closed system) and a sub-collection of particles with linear damping (open system).…

Classical Physics · Physics 2018-09-18 Farhang Haddad Farshi , Fernando Jiménez , Sina Ober-Blöbaum

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Ivan Papusha , Joel W. Burdick

Motion planning for multi-jointed robots is challenging. Due to the inherent complexity of the problem, most existing works decompose motion planning as easier subproblems. However, because of the inconsistent performance metrics, only…

Robotics · Computer Science 2018-10-11 Yu Zhao , Hsien-Chung Lin , Masayoshi Tomizuka

Stochastic gradient descent with momentum (SGDM) is the dominant algorithm in many optimization scenarios, including convex optimization instances and non-convex neural network training. Yet, in the stochastic setting, momentum interferes…

Optimization and Control · Mathematics 2023-06-28 Junhyung Lyle Kim , Panos Toulis , Anastasios Kyrillidis

In this paper, we propose an alternating optimization method to address a time-optimal trajectory generation problem. Different from the existing solutions, our approach introduces a new formulation that minimizes the overall trajectory…

Robotics · Computer Science 2023-12-06 Wytze A. B. de Vries , Ming Li , Qirui Song , Zhiyong Sun

In this work we introduce a category $LDP_d$ of discrete-time dynamical systems, that we call discrete Lagrange--D'Alembert--Poincar\'e systems, and study some of its elementary properties. Examples of objects of $LDP_d$ are nonholonomic…

Differential Geometry · Mathematics 2020-12-11 Javier Fernandez , Cora Tori , Marcela Zuccalli

In this work, we present a method for minimizing the time required for a redundant dual-arm robot to follow a desired relative Cartesian path at constant path speed by optimizing its joint trajectories, subject to position, velocity, and…

Robotics · Computer Science 2025-06-05 Jonathan Fried , Santiago Paternain

We compare the performance of several discretizations of the simple pendulum equation in a series of numerical experiments. The stress is put on the long-time behaviour. We choose for the comparison numerical schemes which preserve the…

Computational Physics · Physics 2009-11-13 J. L. Cieslinski , B. Ratkiewicz

We present two novel classes of fully discrete energy-preserving algorithms for the sine-Gordon equation subject to Neumann boundary conditions. The cosine pseudo-spectral method is first used to develop structure-preserving spatial…

Numerical Analysis · Mathematics 2020-08-12 Qi Hong , Yushun Wang , Yuezheng Gong

We present a novel second-order trajectory optimization algorithm based on Stein Variational Newton's Method and Maximum Entropy Differential Dynamic Programming. The proposed algorithm, called Stein Variational Differential Dynamic…

Optimization and Control · Mathematics 2024-10-10 Yuichiro Aoyama , Peter Lehmamnn , Evangelos A. Theodorou

The concept of learning to optimize involves utilizing a trainable optimization strategy rather than relying on manually defined full gradient estimations such as ADAM. We present a framework that jointly trains the full gradient estimator…

Machine Learning · Computer Science 2026-01-30 Ruiqi Wang , Diego Klabjan

We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…

Optimization and Control · Mathematics 2025-02-24 Victor Geadah , Juncal Arbelaiz , Harrison Ritz , Nathaniel D. Daw , Jonathan D. Cohen , Jonathan W. Pillow

Dynamical low-rank approximation, as has been demonstrated recently, can be extremely efficient in solving kinetic equations. However, a major deficiency is that they do not preserve the structure of the underlying physical problem. For…

Numerical Analysis · Mathematics 2023-04-26 Lukas Einkemmer , Alexander Ostermann , Carmen Scalone

The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…

Optimization and Control · Mathematics 2021-02-25 Shixiang Chen , Alfredo Garcia , Shahin Shahrampour

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

We study deterministic and stochastic primal-dual sub-gradient algorithms for distributed optimization of a separable objective function with global inequality constraints. In both algorithms, the norm of the Lagrangian multipliers are…

Optimization and Control · Mathematics 2017-06-20 Masoud Badiei Khuzani , Na Li