Related papers: A sequential approach for speed planning under jer…
In this paper we address the speed planning problem for a vehicle along a predefined path. A weighted sum of two conflicting objectives, energy consumption and travel time, is minimized. After deriving a non-convex mathematical model of the…
In this paper, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full…
Stochastic convex optimization problems with nonlinear functional constraints are ubiquitous in signal processing applications including constrained least-squares, set-membership adaptive filtering, and trajectory optimization under…
Convergence failure and slow convergence rates are among the biggest challenges with solving the system of non-linear equations numerically. Although mitigated, such issues still linger when using strictly small time steps and…
In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…
This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A linear convergence rate under the strong second-order…
Computational guidance is an emerging and accelerating trend in aerospace guidance and control. Combining machine learning and convex optimization, this paper presents a real-time computational guidance method for the 6-degrees-of-freedom…
In this paper, we propose an infeasible arc-search interior-point algorithm for solving nonlinear programming problems. Most algorithms based on interior-point methods are categorized as line search, since they compute a next iterate on a…
This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…
We introduce a parallel machine scheduling problem in which the processing times of jobs are not given in advance but are determined by a system of linear constraints. The objective is to minimize the makespan, i.e., the maximum job…
We present a unified framework for solving trajectory optimization problems in a derivative-free manner through the use of sequential convex programming. Traditionally, nonconvex optimization problems are solved by forming and solving a…
Recent advances in robot skill learning have unlocked the potential to construct task-agnostic skill libraries, facilitating the seamless sequencing of multiple simple manipulation primitives (aka. skills) to tackle significantly more…
In this paper, we propose a scaled gradient modified non-monotone line search method for solving constrained minimization problems, and explore several specific properties of this method, namely, its convergence analysis. We discuss the…
This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…
In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…
This paper investigates the collaboration of multiple connected and automated vehicles (CAVs) in different scenarios. In general, the collaboration of CAVs can be formulated as a nonlinear and nonconvex model predictive control (MPC)…
We study a structured linear program (LP) that emerges in the need of ranking candidates or items in personalized recommender systems. Since the candidate set is only known in real time, the LP also needs to be formed and solved in real…
In this paper we study a broad class of structured nonlinear programming (SNLP) problems. In particular, we first establish the first-order optimality conditions for them. Then we propose sequential convex programming (SCP) methods for…
Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…
For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…