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This work addresses integrating probabilistic propositional logic constraints into the distribution encoded by a probabilistic circuit (PC). PCs are a class of tractable models that allow efficient computations (such as conditional and…

Machine Learning · Computer Science 2024-03-21 Soroush Ghandi , Benjamin Quost , Cassio de Campos

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

Trading and Market Microstructure · Quantitative Finance 2026-04-01 Thomas P. McAuliffe , Samuel Liew , Yuchao Li , Andrey Ushenin , Chihang Wang , Alexandros Tasos , Jack Pearce , Dimitris Tasoulis , Dimitri P. Bertsekas , Theodoros Tsagaris

This research introduces a multi-horizon contingency model predictive control (CMPC) framework in which classes of robust MPC (RMPC) algorithms are combined with classes of learning-based MPC (LB-MPC) algorithms to enable safe learning. We…

Optimization and Control · Mathematics 2025-05-30 Merlijne Geurts , Tren Baltussen , Alexander Katriniok , Maurice Heemels

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Multimodal planning capabilities refer to the ability to predict, reason, and design steps for task execution with multimodal context, which is essential for complex reasoning and decision-making across multiple steps. However, current…

Computation and Language · Computer Science 2025-08-01 Yiyan Ji , Haoran Chen , Qiguang Chen , Chengyue Wu , Libo Qin , Wanxiang Che

We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…

Numerical Analysis · Mathematics 2022-10-10 Sergio Blanes

The rapid adoption of foundation models has significantly expanded the capabilities of software systems, enabling them to perform complex language, reasoning, and interaction tasks that were previously difficult to automate. However, this…

Software Engineering · Computer Science 2026-03-09 Mina Taraghi , Mohammad Mehdi Morovati , Foutse Khomh

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

Multi-dimensional classification (MDC) is the supervised learning problem where an instance is associated with multiple classes, rather than with a single class, as in traditional classification problems. Since these classes are often…

Machine Learning · Computer Science 2014-05-20 Jesse Read , Luca Martino , David Luengo

This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Renato Quartullo , Andrea Garulli , Mirko Leomanni

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

Recently, studying fundamental graph problems in the \emph{Massively Parallel Computation (MPC) framework, inspired by the MapReduce paradigm, has gained a lot of attention. An assumption common to a vast majority of approaches is to allow…

Data Structures and Algorithms · Computer Science 2019-05-28 Sebastian Brandt , Manuela Fischer , Jara Uitto

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…

Optimization and Control · Mathematics 2014-11-19 Ion Necoara , Dragos Clipici

In big data context, traditional MCMC methods, such as Metropolis-Hastings algorithms and hybrid Monte Carlo, scale poorly because of their need to evaluate the likelihood over the whole data set at each iteration. In order to resurrect…

Computation · Statistics 2017-06-20 Changye Wu , Christian P. Robert

This paper is about a real-time model predictive control (MPC) algorithm for large-scale, structured linear systems with polytopic state and control constraints. The proposed controller receives the current state measurement as an input and…

Optimization and Control · Mathematics 2019-03-19 Yuning Jiang , Juraj Oravec , Boris Houska , Michal Kvasnica

The combination of learning methods with Model Predictive Control (MPC) has attracted a significant amount of attention in the recent literature. The hope of this combination is to reduce the reliance of MPC schemes on accurate models, and…

Machine Learning · Computer Science 2022-07-25 Sébastien Gros , Mario Zanon

Multiproposal MCMC (MP-MCMC) algorithms use clouds of proposals to efficiently traverse state spaces and overcome complex target geometries. While MCMC methods are embarrassingly parallel by nature, the non-trivial forms of parallelism…

We study the allocation problem in the Massively Parallel Computation (MPC) model. This problem is a special case of $b$-matching, in which the input is a bipartite graph with capacities greater than $1$ in only one part of the bipartition.…

Data Structures and Algorithms · Computer Science 2025-06-06 Jakub Łącki , Slobodan Mitrović , Srikkanth Ramachandran , Wen-Horng Sheu

This paper introduces a novel theoretical framework and a suite of highly efficient, parallelizable algorithms for solving the large-scale multicommodity flow (MCF) feasibility problem. We reframe the classical constraint-satisfaction…

Optimization and Control · Mathematics 2025-08-26 Pengfei Liu
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