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We introduce a new numerical method to approximate the solutions of a class of stationary Hamilton-Jacobi (HJ) partial differential equations arising from minimum time optimal control problems. We rely on nested grid approximations, and…

Optimization and Control · Mathematics 2024-07-10 Marianne Akian , Stéphane Gaubert , Shanqing Liu

In this paper we set up a rigorous justification for the reinitialization algorithm. Using the theory of viscosity solutions, we propose a well-posed Hamilton-Jacobi equation with a parameter, which is derived from homogenization for a…

Analysis of PDEs · Mathematics 2015-07-02 Nao Hamamuki , Eleftherios Ntovoris

Approximating the set of reachable states of a dynamical system is an algorithmic yet mathematically rigorous way to reason about its safety. Although progress has been made in the development of efficient algorithms for affine dynamical…

Systems and Control · Computer Science 2022-05-03 Sergiy Bogomolov , Marcelo Forets , Goran Frehse , Andreas Podelski , Christian Schilling , Frédéric Viry

We present an algorithm for data-driven reachability analysis that estimates finite-horizon forward reachable sets for general nonlinear systems using level sets of a certain class of polynomials known as Christoffel functions. The level…

Systems and Control · Electrical Eng. & Systems 2021-04-29 Alex Devonport , Forest Yang , Laurent El Ghaoui , Murat Arcak

The level set estimation problem seeks to identify regions within a set of candidate points where an unknown and costly to evaluate function's value exceeds a specified threshold, providing an efficient alternative to exhaustive evaluations…

Machine Learning · Statistics 2025-03-27 Hideaki Ishibashi , Kota Matsui , Kentaro Kutsukake , Hideitsu Hino

We develop a new variational approach on level sets aiming towards convergence rate analysis of a variable Bregman proximal gradient (VBPG) method for a broad class of nonsmooth and nonconvex optimization problems. With this new approach,…

Optimization and Control · Mathematics 2019-09-05 Daoli Zhu , Sien Deng

The level set approach has proven widely successful in the study of inverse problems for interfaces, since its systematic development in the 1990s. Recently it has been employed in the context of Bayesian inversion, allowing for the…

Probability · Mathematics 2016-09-13 Matthew M. Dunlop , Marco A. Iglesias , Andrew M. Stuart

One of the most important problems in hybrid systems is the {\em reachability problem}. The reachability problem has been shown to be undecidable even for a subclass of {\em linear} hybrid systems. In view of this, the main focus in the…

Logic in Computer Science · Computer Science 2009-09-29 D. Ravi , R. K. Shyamasundar

We introduce an alternative to the method of matched asymptotic expansions. In the "traditional" implementation, approximate solutions, valid in different (but overlapping) regions are matched by using "intermediate" variables. Here we…

Fluid Dynamics · Physics 2017-01-23 Luiz M. Faria , Rodolfo R. Rosales

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

This study proposes an algorithm to synthesize controllers for the power management on board hybrid vehicles that allows the vehicle to reach its maximum range along a given route. The algorithm stems from a level-set approach that computes…

Optimization and Control · Mathematics 2012-09-27 Giovanni Granato

We propose techniques for approximating bilevel optimization problems with non-smooth lower level problems that can have a non-unique solution. To this end, we substitute the expression of a minimizer of the lower level minimization problem…

Optimization and Control · Mathematics 2016-04-27 Peter Ochs , René Ranftl , Thomas Brox , Thomas Pock

Reach-avoid differential games play an important role in collision avoidance, motion planning and control of aircrafts, and related applications. The central problem is the computation of the set of initial states from which the ego player…

Optimization and Control · Mathematics 2019-08-06 Bai Xue , Qiuye Wang , Naijun Zhan , Martin Fränzle , Shenghua Feng

We propose here the use of the variational level set methodology to capture Lagrangian vortex boundaries in 2D unsteady velocity fields. This method reformulates earlier approaches that seek material vortex boundaries as extremum solutions…

Fluid Dynamics · Physics 2016-10-06 Alireza Hadjighasem , George Haller

Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

Optimization and Control · Mathematics 2018-01-15 Shuoguang Yang , Mengdi Wang , Ethan X. Fang

This paper presents a modified general viscosity iterative process designed to solve variational inclusion and fixed point problems involving multi-valued quasi-nonexpansive and demi-contractive operators. The modified iterative process…

Optimization and Control · Mathematics 2025-01-14 Furmose Mendy , John T Mendy

Hamilton-Jacobi (HJ) reachability analysis has been developed over the past decades into a widely-applicable tool for determining goal satisfaction and safety verification in nonlinear systems. While HJ reachability can be formulated very…

Robotics · Computer Science 2020-03-13 Vicenc Rubies-Royo , David Fridovich-Keil , Sylvia Herbert , Claire J. Tomlin

Hamilton-Jacobi (HJ) reachability provides formal safety guarantees for nonlinear systems. However, it becomes computationally intractable in high-dimensional settings, motivating learning-based approximations that may introduce unsafe…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Ebonye Smith , Sampada Deglurkar , Jingqi Li , Gechen Qu , Claire J. Tomlin

We study the problem of approximating the level set of an unknown function by sequentially querying its values. We introduce a family of algorithms called Bisect and Approximate through which we reduce the level set approximation problem to…

Statistics Theory · Mathematics 2021-02-24 François Bachoc , Tommaso Cesari , Sébastien Gerchinovitz

In the framework of a real Hilbert space we consider the problem of approaching solutions to a class of hierarchical variational inequality problems, subsuming several other problem classes including certain mathematical programs under…

Optimization and Control · Mathematics 2026-01-27 Pavel Dvurechensky , Meggie Marschner , Shimrit Shtern , Mathias Staudigl