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This work recasts time-dependent optimal control problems governed by partial differential equations in a Dynamic Mode Decomposition with control framework. Indeed, since the numerical solution of such problems requires a lot of…
The purpose of this work is to pose and solve the problem to guide a collection of weakly interacting dynamical systems (agents, particles, etc.) to a specified terminal distribution. The framework is that of mean-field and of cooperative…
The trend in the electric power system is to move towards increased amounts of distributed resources which suggests a transition from the current highly centralized to a more distributed control structure. In this paper, we propose a method…
This paper introduces a novel and generic framework to solve the flagship task of supervised labeled graph prediction by leveraging Optimal Transport tools. We formulate the problem as regression with the Fused Gromov-Wasserstein (FGW) loss…
Recent advances in large-scale optimal transport have greatly extended its application scenarios in machine learning. However, existing methods either not explicitly learn the transport map or do not support general cost function. In this…
Distributionally robust optimization tackles out-of-sample issues like overfitting and distribution shifts by adopting an adversarial approach over a range of possible data distributions, known as the ambiguity set. To balance conservatism…
Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…
We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…
While progress has been made in understanding the robustness of machine learning classifiers to test-time adversaries (evasion attacks), fundamental questions remain unresolved. In this paper, we use optimal transport to characterize the…
In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…
This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…
Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…
We consider a probabilistic model for large-scale task allocation problems for multi-agent systems, aiming to determine an optimal deployment strategy that minimizes the overall transport cost. Specifically, we assign transportation agents…
We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case…
Many core problems in robotics can be framed as constrained optimization problems. Often on these problems, the robotic system has uncertainty, or it would be advantageous to identify multiple high quality feasible solutions. To enable…
Various distributed optimization methods have been developed for solving problems which have simple local constraint sets and whose objective function is the sum of local cost functions of distributed agents in a network. Motivated by…
We consider the non-metric data placement problem and develop distributed algorithms for computing or approximating its optimal integral solution. We first show that the non-metric data placement problem is inapproximable up to a…
This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…
In this paper, two distributed multi-proximal primal-dual algorithms are proposed to deal with a class of distributed nonsmooth resource allocation problems. In these problems, the global cost function is the summation of local convex and…
This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…