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We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…

Optimization and Control · Mathematics 2024-05-21 Niklas Schmid , Marta Fochesato , Tobias Sutter , John Lygeros

Computational implementation of optimal transport barycenters for a set of target probability measures requires a form of approximation, a widespread solution being empirical approximation of measures. We provide an $O(\sqrt{N/n})$…

Optimization and Control · Mathematics 2025-11-19 Léo Portales , Edouard Pauwels , Elsa Cazelles

Wasserstein barycenters provide a geometrically meaningful way to aggregate probability distributions, built on the theory of optimal transport. They are difficult to compute in practice, however, leading previous work to restrict their…

Machine Learning · Computer Science 2020-10-27 Lingxiao Li , Aude Genevay , Mikhail Yurochkin , Justin Solomon

In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…

Robotics · Computer Science 2015-10-28 Edward Schmerling , Lucas Janson , Marco Pavone

We analyze integer linear programs which we obtain after discretizing two-dimensional subproblems arising from a trust-region algorithm for mixed integer optimal control problems with total variation regularization. We discuss NP-hardness…

Optimization and Control · Mathematics 2025-03-07 Paul Manns , Marvin Severitt

Uncertain dynamic obstacles, such as pedestrians or vehicles, pose a major challenge for optimal robot navigation with safety guarantees. Previous work on motion planning has followed two main strategies to provide a safe bound on an…

We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…

Machine Learning · Statistics 2014-06-18 Marco Cuturi , Arnaud Doucet

The optimal control input for linear systems can be solved from algebraic Riccati equation (ARE), from which it remains questionable to get the form of the exact solution. In engineering, the acceptable numerical solutions of ARE can be…

Systems and Control · Electrical Eng. & Systems 2022-01-07 Shengbo Wang , Shiping Wen , Kaibo Shi , Song Zhu , Tingwen Huang

We present exact mixed-integer linear programming formulations for verifying the performance of first-order methods for parametric quadratic optimization. We formulate the verification problem as a mixed-integer linear program where the…

Optimization and Control · Mathematics 2026-05-29 Vinit Ranjan , Jisun Park , Stefano Gualandi , Andrea Lodi , Bartolomeo Stellato

We propose a novel approach for navigating in polygonal environments by synthesizing controllers that take as input relative displacement measurements with respect to a set of landmarks. Our algorithm is based on solving a sequence of…

Systems and Control · Electrical Eng. & Systems 2020-10-13 Mahroo Bahreinian , Erfan Aasi , Roberto Tron

It is well-known that proper scaling can increase the efficiency of computational problems. In this paper we define and show that a balancing technique can substantially improve the computational efficiency of optimal control algorithms. We…

Optimization and Control · Mathematics 2018-10-29 I. M. Ross , Q. Gong , M. Karpenko , R. J. Proulx

Cutting and packing problems are present in many, at first glance unconnected, areas, therefore it's beneficial to have a good understanding of their underlying structure, to select proper techniques for finding solutions. Cutting and…

Optimization and Control · Mathematics 2023-11-14 Szymon Wróbel

We settle the computational complexity of fundamental questions related to multicriteria integer linear programs, when the dimensions of the strategy space and of the outcome space are considered fixed constants. In particular we construct:…

Optimization and Control · Mathematics 2017-01-03 Jesús A. De Loera , Raymond Hemmecke , Matthias Köppe

We propose a flexible gradient-based framework for learning linear programs from optimal decisions. Linear programs are often specified by hand, using prior knowledge of relevant costs and constraints. In some applications, linear programs…

Machine Learning · Computer Science 2020-06-17 Yingcong Tan , Daria Terekhov , Andrew Delong

Aggregating data from multiple sources can be formalized as an Optimal Transport (OT) barycenter problem, which seeks to compute the average of probability distributions with respect to OT discrepancies. However, in real-world scenarios,…

Machine Learning · Statistics 2025-04-15 Milena Gazdieva , Jaemoo Choi , Alexander Kolesov , Jaewoong Choi , Petr Mokrov , Alexander Korotin

We propose a stronger formulation of the precedence constraints and the station limits for the simple assembly line balancing problem. The linear relaxation of the improved integer program theoretically dominates all previous formulations…

Discrete Mathematics · Computer Science 2015-08-11 Marcus Ritt , Alysson M. Costa

Optimal transport is a notoriously difficult problem to solve numerically, with current approaches often remaining intractable for very large scale applications such as those encountered in machine learning. Wasserstein barycenters -- the…

Machine Learning · Computer Science 2021-02-25 Julien Lacombe , Julie Digne , Nicolas Courty , Nicolas Bonneel

Motion planning under differential constraints is a classic problem in robotics. To date, the state of the art is represented by sampling-based techniques, with the Rapidly-exploring Random Tree algorithm as a leading example. Yet, the…

Robotics · Computer Science 2015-03-03 Edward Schmerling , Lucas Janson , Marco Pavone

Linear models are used in online decision making, such as in machine learning, policy algorithms, and experimentation platforms. Many engineering systems that use linear models achieve computational efficiency through distributed systems…

Machine Learning · Computer Science 2021-03-04 Jeffrey Wong , Eskil Forsell , Randall Lewis , Tobias Mao , Matthew Wardrop

We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…

Machine Learning · Statistics 2025-05-29 Gabriele Visentin , Patrick Cheridito