Related papers: Regularized Stochastic Dual Dynamic Programming fo…
This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…
Reinforcement learning (RL) under changing environment models many real-world applications via nonstationary Markov Decision Processes (MDPs), and hence gains considerable interest. However, theoretical studies on nonstationary MDPs in the…
Convex optimization is a well-established research area with applications in almost all fields. Over the decades, multiple approaches have been proposed to solve convex programs. The development of interior-point methods allowed solving a…
This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…
Reactive trajectory optimization for robotics presents formidable challenges, demanding the rapid generation of purposeful robot motion in complex and swiftly changing dynamic environments. While much existing research predominantly…
We develop two new algorithms, called, FedDR and asyncFedDR, for solving a fundamental nonconvex composite optimization problem in federated learning. Our algorithms rely on a novel combination between a nonconvex Douglas-Rachford splitting…
In this paper we consider the problem of minimizing composite objective functions consisting of a convex differentiable loss function plus a non-smooth regularization term, such as $L_1$ norm or nuclear norm, under R\'enyi differential…
This paper introduces a dual-based algorithm framework for solving the regularized online resource allocation problems, which have potentially non-concave cumulative rewards, hard resource constraints, and a non-separable regularizer. Under…
In modern engineering scenarios, there is often a strict upper bound on the number of algorithm iterations that can be performed within a given time limit. This raises the question of optimal algorithmic configuration for a fixed and finite…
In this paper we combine the stochastic variance reduced gradient (SVRG) method [17] with the primal dual fixed point method (PDFP) proposed in [7] to solve a sum of two convex functions and one of which is linearly composite. This type of…
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…
Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…
The computational power of mobile robots is currently insufficient to achieve torque level whole-body Model Predictive Control (MPC) at the update rates required for complex dynamic systems such as legged robots. This problem is commonly…
This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…
We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…
We present a convex cone program to infer the latent probability matrix of a random dot product graph (RDPG). The optimization problem maximizes the Bernoulli maximum likelihood function with an added nuclear norm regularization term. The…
Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…
We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…
Distributionally robust optimization (DRO) has shown lot of promise in providing robustness in learning as well as sample based optimization problems. We endeavor to provide DRO solutions for a class of sum of fractionals, non-convex…
A robust-to-dynamics optimization (RDO) problem is an optimization problem specified by two pieces of input: (i) a mathematical program (an objective function $f:\mathbb{R}^n\rightarrow\mathbb{R}$ and a feasible set…