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Quadratic programmingis a class of constrained optimization problem with quadratic objective functions and linear constraints. It has applications in many areas and is also used to solve nonlinear optimization problems. This article focuses…

Numerical Analysis · Computer Science 2016-02-01 Duangpen Jetpipattanapong , Gun Srijuntongsiri

In this paper, we propose a reinforcement learning-based algorithm for trajectory optimization for constrained dynamical systems. This problem is motivated by the fact that for most robotic systems, the dynamics may not always be known.…

Machine Learning · Statistics 2020-03-05 Kei Ota , Devesh K. Jha , Tomoaki Oiki , Mamoru Miura , Takashi Nammoto , Daniel Nikovski , Toshisada Mariyama

The paper presents a robust parameter learning methodology for identification of nonlinear dynamical system from data while satisfying safety and stability constraints in the context of learning from demonstration (LfD) methods. Extreme…

Systems and Control · Electrical Eng. & Systems 2022-12-12 Iman Salehi , Ghananeel Rotithor , Ashwin P. Dani

In a first part, we present a mathematical analysis of a general methodology of a probabilistic learning inference that allows for estimating a posterior probability model for a stochastic boundary value problem from a prior probability…

Machine Learning · Statistics 2022-06-08 Christian Soize

This paper is concerned with a class of stochastic optimization problems defined on a Banach space with almost sure conic-type constraints. For this class of problems, we investigate the consistency of optimal values and solutions…

Optimization and Control · Mathematics 2026-03-11 Caroline Geiersbach , Johannes Milz

This paper is devoted to study of optimality conditions at infinity in nonsmooth minimax programming problems and applications. By means of the limiting subdifferential and normal cone at infinity, we dirive necessary and sufficient…

Optimization and Control · Mathematics 2024-05-17 Nguyen Van Tuyen , Kwan Deok Bae , Do Sang Kim

We consider model-based reinforcement learning in finite Markov De- cision Processes (MDPs), focussing on so-called optimistic strategies. In MDPs, optimism can be implemented by carrying out extended value it- erations under a constraint…

Machine Learning · Computer Science 2011-09-22 Sarah Filippi , Olivier Cappé , Aurélien Garivier

This paper addresses the class of continuous-time nonlinear programming problems with equality and inequality constraints. The paper presents necessary optimality conditions of the sequential form. To be more precise, a sequence of…

Optimization and Control · Mathematics 2026-05-14 Moisés R. C. do Monte , Rodrigo B. Moreira , Valeriano A. de Oliveira

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

Optimization and Control · Mathematics 2019-06-05 Jack Umenberger , Mina Ferizbegovic , Thomas B. Schön , Håkan Hjalmarsson

We propose a new methodology for parameterized constrained robust optimization, an important class of optimization problems under uncertainty, based on learning with a self-supervised penalty-based loss function. Whereas supervised learning…

Optimization and Control · Mathematics 2025-03-10 Wyame Benslimane , Paul Grigas

Deep neural networks (DNNs) have been used to model complex optimization problems in many applications, yet have difficulty guaranteeing solution optimality and feasibility, despite training on large datasets. Training a NN as a surrogate…

Optimization and Control · Mathematics 2025-10-29 Fuat Can Beylunioglu , P. Robert Duimering , Mehrdad Pirnia

In this paper, we investigate how structural properties of the constraint system impact the oracle complexity of smooth non-convex optimization problems with convex inequality constraints over a simple polytope. In particular, we show that,…

Optimization and Control · Mathematics 2026-02-02 Yankun Huang , Qihang Lin , Yangyang Xu

Inverse optimal control (IOC) is a promising paradigm for learning and mimicking optimal control strategies from capable demonstrators, or gaining a deeper understanding of their intentions, by estimating an unknown objective function from…

Systems and Control · Electrical Eng. & Systems 2025-08-28 Rahel Rickenbach , Amon Lahr , Melanie N. Zeilinger

Learning from Demonstration is increasingly used for transferring operator manipulation skills to robots. In practice, it is important to cater for limited data and imperfect human demonstrations, as well as underlying safety constraints.…

Robotics · Computer Science 2020-04-03 Ya-Yen Tsai , Bo Xiao , Edward Johns , Guang-Zhong Yang

Learning from Demonstration (LfD) has emerged as a crucial method for robots to acquire new skills. However, when given suboptimal task trajectory demonstrations with shape characteristics reflecting human preferences but subpar dynamic…

Robotics · Computer Science 2025-04-21 Chenlin Ming , Zitong Wang , Boxuan Zhang , Zhanxiang Cao , Xiaoming Duan , Jianping He

We present a method to probe rare molecular dynamics trajectories directly using reinforcement learning. We consider trajectories that are conditioned to transition between regions of configuration space in finite time, like those relevant…

Statistical Mechanics · Physics 2022-01-07 Avishek Das , Dominic C. Rose , Juan P. Garrahan , David T. Limmer

This paper develops an efficient algorithm for computing the Euclidean projection onto the top-k-sum constraint, a key operation in financial risk management and matrix optimization problems. Existing projection methods rely on sorting and…

Optimization and Control · Mathematics 2025-12-12 Jianting Pan , Ming Yan

We study the problem of learning local metrics for nearest neighbor classification. Most previous works on local metric learning learn a number of local unrelated metrics. While this "independence" approach delivers an increased flexibility…

Machine Learning · Computer Science 2012-09-17 Jun Wang , Adam Woznica , Alexandros Kalousis

We propose an automata-theoretic approach for reinforcement learning (RL) under complex spatio-temporal constraints with time windows. The problem is formulated using a Markov decision process under a bounded temporal logic constraint.…

Artificial Intelligence · Computer Science 2023-08-01 Xiaoshan Lin , Abbasali Koochakzadeh , Yasin Yazicioglu , Derya Aksaray

Time-optimal path tracking, as a significant tool for industrial robots, has attracted the attention of numerous researchers. In most time-optimal path tracking problems, the actuator torque constraints are assumed to be conservative, which…

Robotics · Computer Science 2019-07-11 Jiadong Xiao , Lin Li , Yanbiao Zou , Tie Zhang