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This thesis introduces stochastic generalized routing problem model and proposes exact and heuristic algorithms to solve it efficiently, in a wide range of problem sizes. At first, the classic routing problem with its common variations in…

Optimization and Control · Mathematics 2019-03-08 Faraz Dadgostari

In this work, we consider constrained stochastic optimization problems under hidden convexity, i.e., those that admit a convex reformulation via non-linear (but invertible) map $c(\cdot)$. A number of non-convex problems ranging from…

Optimization and Control · Mathematics 2024-11-12 Ilyas Fatkhullin , Niao He , Yifan Hu

Trajectory prediction is a critical part of many AI applications, for example, the safe operation of autonomous vehicles. However, current methods are prone to making inconsistent and physically unrealistic predictions. We leverage insights…

Machine Learning · Computer Science 2021-03-19 Robin Walters , Jinxi Li , Rose Yu

Optimizing the trajectories of multiple quadrotors in a shared space is a core challenge in various applications. Many existing trajectory optimization methods enforce constraints only at the discretization points, leading to violations…

Optimization and Control · Mathematics 2025-08-21 Minsen Yuan , Yue Yu

The optimal design of multi-target rendezvous and flyby missions is challenging due to the combination of traditional spacecraft trajectory optimization and high-dimensional combinatorial problems. This often requires large-scale global…

Instrumentation and Methods for Astrophysics · Physics 2025-01-24 Jack Yarndley , Harry Holt , Roberto Armellin

Recent advances in convex optimization have leveraged computer-assisted proofs to develop optimized first-order methods that improve over classical algorithms. However, each optimized method is specially tailored for a particular problem…

Optimization and Control · Mathematics 2025-07-01 Jinho Bok , Jason M. Altschuler

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

We address the problem of Gaussian Process (GP) optimization in the presence of unknown and potentially varying adversarial perturbations. Unlike traditional robust optimization approaches that focus on maximizing performance under…

Machine Learning · Computer Science 2025-12-12 Artun Saday , Yaşar Cahit Yıldırım , Cem Tekin

The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…

Systems and Control · Computer Science 2012-11-20 Shridhar K. Shah , Herbert G. Tanner , Chetan D. Pahlajani

In this paper we develop a numerical method to solve nonlinear optimal control problems with final-state constraints. Specifically, we extend the PRojection Operator based Netwon's method for Trajectory Optimization (PRONTO), which was…

Systems and Control · Computer Science 2017-03-27 Ivano Notarnicola , Florian A. Bayer , Giuseppe Notarstefano , Frank Allgower

The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While…

Optimization and Control · Mathematics 2013-08-29 Gene A. Bunin , Grégory François , Dominique Bonvin

This paper focuses on automatic guided vehicle (AGV) trajectory planning in the presence of moving obstacles with known but complicated trajectories. In order to achieve good solution precision, optimality and unification, the concerned…

Robotics · Computer Science 2021-04-06 Bai Li , Youmin Zhang , Yakun Ouyang , Yi Liu , Xiang Zhong , Hangjie Cen , Qi Kong

Sample-based trajectory optimisers are a promising tool for the control of robotics with non-differentiable dynamics and cost functions. Contemporary approaches derive from a restricted subclass of stochastic optimal control where the…

Robotics · Computer Science 2021-10-07 Tom Lefebvre , Guillaume Crevecoeur

In safe reinforcement learning (SRL) problems, an agent explores the environment to maximize an expected total reward and meanwhile avoids violation of certain constraints on a number of expected total costs. In general, such SRL problems…

Machine Learning · Computer Science 2021-06-01 Tengyu Xu , Yingbin Liang , Guanghui Lan

This paper presents a novel method for reformulating non-differentiable collision avoidance constraints into smooth nonlinear constraints using strong duality of convex optimization. We focus on a controlled object whose goal is to avoid…

Optimization and Control · Mathematics 2018-06-12 Xiaojing Zhang , Alexander Liniger , Francesco Borrelli

In this paper, we introduce various mechanisms to obtain accelerated first-order stochastic optimization algorithms when the objective function is convex or strongly convex. Specifically, we extend the Catalyst approach originally designed…

Optimization and Control · Mathematics 2019-10-10 Andrei Kulunchakov , Julien Mairal

A framework based on iterative coordinate minimization (CM) is developed for stochastic convex optimization. Given that exact coordinate minimization is impossible due to the unknown stochastic nature of the objective function, the crux of…

Machine Learning · Statistics 2020-03-13 Sudeep Salgia , Qing Zhao , Sattar Vakili

This paper introduces Function-space Adaptive Constrained Trajectory Optimization (FACTO), a new trajectory optimization algorithm for both single- and multi-arm manipulators. Trajectory representations are parameterized as linear…

Robotics · Computer Science 2026-02-25 Yichang Feng , Xiao Liang , Minghui Zheng

Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Fulvio di Luzio , Lucia Pallottino , Dirk Wollherr , Marion Leibold

The contribution of this paper is the application of compound state-triggered constraints (STCs) to real-time quad-rotor path planning. Originally developed for rocket landing applications, STCs are made up of a trigger condition and a…

Optimization and Control · Mathematics 2019-02-26 Michael Szmuk , Danylo Malyuta , Taylor P. Reynolds , Margaret Skye Mceowen , Behcet Acikmese
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