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This paper considers a bilevel program, which has many applications in practice. To develop effective numerical algorithms, it is generally necessary to transform the bilevel program into a single-level optimization problem. The most…
Optimization theory in Banach spaces suffers from the lack of available constraint qualifications. Despite the fact that there exist only a very few constraint qualifications, they are, in addition, often violated even in simple…
Penalty-based methods have become popular for solving bilevel optimization (BLO) problems, thanks to their effective first-order nature. However, they often require inner-loop iterations to solve the lower-level (LL) problem and small…
Qualification conditions (also termed constraint qualifications) help avoid pathological behavior at domain boundaries in convex analysis. By generalizing facial reduction from conic programming to general convex programs of the form $f(x)…
In recent developments, a novel set of necessary optimality conditions for mixed constrained optimal control problems, termed the asymptotic weak maximum principle, has been formulated. These novel conditions deviate from the classical ones…
We consider the convex bilevel optimization problem, also known as simple bilevel programming. There are two challenges in solving convex bilevel optimization problems. Firstly, strong duality is not guaranteed due to the lack of Slater…
We present new constraint qualification conditions for nonlinear semidefinite programming that extend some of the constant rank-type conditions from nonlinear programming. As an application of these conditions, we provide a unified global…
This paper presents a novel feasible-set reshaping technique to optimization-based control with ensured constraint qualification. In our problem setting, the feasible set of admissible control inputs depends on the real-time state of the…
The field of risk-constrained reinforcement learning (RCRL) has been developed to effectively reduce the likelihood of worst-case scenarios by explicitly handling risk-measure-based constraints. However, the nonlinearity of risk measures…
Constrained optimization provides a common framework for dealing with conflicting objectives in reinforcement learning (RL). In most of these settings, the objectives (and constraints) are expressed though the expected accumulated reward.…
Bilevel reinforcement learning (BRL) has emerged as a powerful framework for aligning generative models, yet its theoretical foundations, especially sample complexity bounds, remain underexplored. In this work, we present the first sample…
Satisfying safety constraints is a priority concern when solving optimal control problems (OCPs). Due to the existence of infeasibility phenomenon, where a constraint-satisfying solution cannot be found, it is necessary to identify a…
Reinforcement learning (RL) for reachability specifications is fundamental in sequential decision-making, yet theoretical guarantees remain less explored. A recent work achieves asymptotic convergence to optimal policies. However, this…
In this work, we develop a level-set subdifferential error bound condition aiming towards convergence rate analysis of a variable Bregman proximal gradient (VBPG) method for a broad class of nonsmooth and nonconvex optimization problems. It…
To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…
A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of…
This paper examines reinforcement learning (RL) in infinite-horizon decision processes with almost-sure safety constraints, crucial for applications like autonomous systems, finance, and resource management. We propose a doubly-regularized…
We consider linear and semidefinite programming relaxations of nonconvex quadratic programs given by the reformulation-linearization technique (RLT relaxation), and the Shor relaxation combined with the RLT relaxation (SDP-RLT relaxation).…
Abstracting neural networks with constraints they impose on their inputs and outputs can be very useful in the analysis of neural network classifiers and to derive optimization-based algorithms for certification of stability and robustness…
This paper introduces and studies the optimal control problem with equilibrium constraints (OCPEC). The OCPEC is an optimal control problem with a mixed state and control equilibrium constraint formulated as a complementarity constraint and…