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The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all…
Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively…
In various physical implementations of quantum information processing, qubits are realized in a Lambda type system configuration as two stable lower energy levels coupled indirectly via an unstable higher energy level, that is, in…
We develop a worst-case evaluation complexity bound for trust-region methods in the presence of unbounded Hessian approximations. We use the algorithm of arXiv:2103.15993v3 as a model, which is designed for nonsmooth regularized problems,…
We investigate simulation-based bandpower covariance matrices commonly used in cosmological parameter inferences such as the estimation of the tensor-to-scalar ratio $r$. We find that upper limits on $r$ can be biased low by tens of…
We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…
A left-corner parsing algorithm with top-down filtering has been reported to show very efficient performance for unification-based systems. However, due to the nontermination of parsing with left-recursive grammars, top-down constraints…
We investigate unitary and state $t$-designs from a computational complexity perspective. First, we address the problems of computing frame potentials that characterize (approximate) $t$-designs. We present a quantum algorithm for computing…
First-order methods in convex optimization offer low per-iteration cost but often suffer from slow convergence, while second-order methods achieve fast local convergence at the expense of costly Hessian inversions. In this paper, we…
We study a linear-quadratic, optimal control problem on a discrete, finite time horizon with distributional ambiguity, in which the cost is assessed via Conditional Value-at-Risk (CVaR). We take steps toward deriving a scalable dynamic…
Positive systems describing networks with inherently non-negative states and inputs arise naturally in routing, logistics, and compartmental modelling. We consider problems modelled as positive linear systems in incidence form with linear…
In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…
In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…
In model predictive control (MPC), the choice of cost-weighting matrices and designing the Hessian matrix directly affects the trade-off between rapid state regulation and minimizing the control effort. However, traditional MPC in quadratic…
Complex networks theory has commonly been used for modelling and understanding the interactions taking place between the elements composing complex systems. More recently, the use of generative models has gained momentum, as they allow…
Branch and bound algorithms have to cope with several additional difficulties in the multi-objective case. Not only the bounding procedure is considerably weaker, but also the handling of upper and lower bound sets requires much more…
Dual first-order methods are essential techniques for large-scale constrained convex optimization. However, when recovering the primal solutions, we need $T(\epsilon^{-2})$ iterations to achieve an $\epsilon$-optimal primal solution when we…
We propose a quantum-assisted framework for solving constrained finite-horizon nonlinear optimal control problems using a barrier Sequential Quadratic Programming (SQP) approach. Within this framework, a quantum subroutine is incorporated…
Bayesian optimization is a framework for global search via maximum a posteriori updates rather than simulated annealing, and has gained prominence for decision-making under uncertainty. In this work, we cast Bayesian optimization as a…
We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and…