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Landscape-aware algorithm selection approaches have so far mostly been relying on landscape feature extraction as a preprocessing step, independent of the execution of optimization algorithms in the portfolio. This introduces a significant…
This paper proposes a new method for finding closed-loop saddle points in zero-sum linear-quadratic stochastic differential games by decoupling their inherent structure. Specifically, we develop a nested iterative scheme that constructs a…
A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…
Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…
Real-world environments are inherently uncertain, and to operate safely in these environments robots must be able to plan around this uncertainty. In the context of motion planning, we desire systems that can maintain an acceptable level of…
In this papers, we couple the parareal algorithm with projection methods of the trajectory on a specific manifold, defined by the preservation of some conserved quantities of the differential equations. First, projection methods are…
Differential Dynamic Programming is an optimal control technique often used for trajectory generation. Many variations of this algorithm have been developed in the literature, including algorithms for stochastic dynamics or state and input…
Quadratic Programming (QP) is the well-studied problem of maximizing over {-1,1} values the quadratic form \sum_{i \ne j} a_{ij} x_i x_j. QP captures many known combinatorial optimization problems, and assuming the unique games conjecture,…
In this work, we investigate a particular class of shape optimization problems under uncertainties on the input parameters. More precisely, we are interested in the minimization of the expectation of a quadratic objective in a situation…
This contribution deals with identification of fractional-order dynamical systems. System identification, which refers to estimation of process parameters, is a necessity in control theory. Real processes are usually of fractional order as…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…
In many commercial and academic settings, numerical solvers fail to achieve their theoretical performance levels due to issues in the system definition, parameterization, and even implementation. We propose a pair of methods for detecting…
An algorithm is developed to optimize vehicle speed trajectory over multiple signalized intersections with known traffic signal information to minimize fuel consumption and travel time, and to meet ride comfort requirements using sequential…
We consider the solution of initial value problems within the context of hybrid systems and emphasise the use of high precision approximations (in software for exact real arithmetic). We propose a novel algorithm for the computation of…
This article presents the first complete application of a quantum time-marching algorithm for simulating multidimensional linear transport phenomena with arbitrary boundaries, whereby the success probabilities are problem intrinsic. The…
The quantum trajectory sensing problem seeks quantum sensor states which enable the trajectories of incident particles to be distinguished using a single measurement. For an $n$-qubit sensor state to unambiguously discriminate a set of…
We consider a symbolic coding of linear trajectories in the regular octagon with opposite sides identified (and more generally in regular 2n-gons). Each infinite trajectory gives a cutting sequence corresponding to the sequence of sides…
Linear differential equations and recurrences reveal many properties about their solutions. Therefore, these equations are well-suited for representing solutions and computing with special functions. We identify a large class of existing…
We present and experimentally realize a quantum algorithm for efficiently solving the following problem: given an $N\times N$ matrix $\mathcal{M}$, an $N$-dimensional vector $\textbf{\emph{b}}$, and an initial vector $\textbf{\emph{x}}(0)$,…