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Many real-world problems not only have complicated nonconvex functional constraints but also use a large number of data points. This motivates the design of efficient stochastic methods on finite-sum or expectation constrained problems. In…

Optimization and Control · Mathematics 2022-12-20 Zichong Li , Pin-Yu Chen , Sijia Liu , Songtao Lu , Yangyang Xu

This article describes a set of methods for quickly computing the solution to the regularized optimal transport problem. It generalizes and improves upon the widely-used iterative Bregman projections algorithm (or Sinkhorn--Knopp…

Numerical Analysis · Mathematics 2021-04-02 Alexis Thibault , Lénaïc Chizat , Charles Dossal , Nicolas Papadakis

Trajectory optimization under uncertainty underpins a wide range of applications in robotics. However, existing methods are limited in terms of reasoning about sources of epistemic and aleatoric uncertainty, space and time correlations,…

Robotics · Computer Science 2023-09-28 Thomas Lew , Riccardo Bonalli , Marco Pavone

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…

Optimization and Control · Mathematics 2020-10-06 Vignesh Sivaramakrishnan , Abraham P. Vinod , Meeko M. K. Oishi

Lipschitz one-dimensional constrained global optimization (GO) problems where both the objective function and constraints can be multiextremal and non-differentiable are considered in this paper. Problems, where the constraints are verified…

Optimization and Control · Mathematics 2011-07-27 Yaroslav D. Sergeyev , Dmitri E. Kvasov , Falah M. H. Khalaf

We study the Hamiltonian flow for optimization (HF-opt), which simulates the Hamiltonian dynamics for some integration time and resets the velocity to $0$ to decrease the objective function; this is the optimization analogue of the…

Optimization and Control · Mathematics 2025-09-19 Qiang Fu , Andre Wibisono

Autonomous marine vehicles play an essential role in many ocean science and engineering applications. Planning time and energy optimal paths for these vehicles to navigate in stochastic dynamic ocean environments is essential to reduce…

Artificial Intelligence · Computer Science 2021-09-21 Rohit Chowdhury , Deepak Subramani

Convolved Gaussian Process (CGP) is able to capture the correlations not only between inputs and outputs but also among the outputs. This allows a superior performance of using CGP than standard Gaussian Process (GP) in the modelling of…

Neural and Evolutionary Computing · Computer Science 2017-09-14 Gang Cao , Edmund M-K Lai , Fakhrul Alam

We present a stochastic setting for optimization problems with nonsmooth convex separable objective functions over linear equality constraints. To solve such problems, we propose a stochastic Alternating Direction Method of Multipliers…

Machine Learning · Computer Science 2013-01-23 Hua Ouyang , Niao He , Alexander Gray

This paper presents an adaptive online distributed optimal control approach that is applicable to optimal planning for very-large-scale robotics systems in highly uncertain environments. This approach is developed based on the optimal mass…

Multiagent Systems · Computer Science 2020-03-17 Pingping Zhu , Chang Liu , Silvia Ferrari

In the first part of the paper we consider accelerated first order optimization method for convex functions with $L$-Lipschitz-continuous gradient, that is able to automatically adapts to problems which satisfies Polyak-{\L}ojasiewicz…

Optimization and Control · Mathematics 2020-06-17 Nazarii Tupitsa

In this paper, we study stochastic optimization of areas under precision-recall curves (AUPRC), which is widely used for combating imbalanced classification tasks. Although a few methods have been proposed for maximizing AUPRC, stochastic…

Machine Learning · Computer Science 2022-03-07 Guanghui Wang , Ming Yang , Lijun Zhang , Tianbao Yang

To control how a robot moves, motion planning algorithms must compute paths in high-dimensional state spaces while accounting for physical constraints related to motors and joints, generating smooth and stable motions, avoiding obstacles,…

Motivated by broad applications in machine learning, we study the popular accelerated stochastic gradient descent (ASGD) algorithm for solving (possibly nonconvex) optimization problems. We characterize the finite-time performance of this…

Optimization and Control · Mathematics 2020-10-20 Thinh T. Doan , Lam M. Nguyen , Nhan H. Pham , Justin Romberg

Optimal path planning aims to determine a sequence of states from a start to a goal while accounting for planning objectives. Popular methods often integrate fixed batch sizes and neglect information on obstacles, which is not…

Robotics · Computer Science 2025-08-28 Liding Zhang , Sicheng Wang , Kuanqi Cai , Zhenshan Bing , Fan Wu , Chaoqun Wang , Sami Haddadin , Alois Knoll

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

Robotics · Computer Science 2022-03-01 Abdolreza Taheri , Joni Pajarinen , Reza Ghabcheloo

Unmanned Surface Vehicles (USVs) in the ocean environment, considering various spatiotemporal factors such as ocean currents and other energy consumption factors. The paper uses Gaussian Process Motion Planning (GPMP2), a Bayesian…

Robotics · Computer Science 2024-02-13 Behzad Akbari , Ya-Jun Pan , Shiwei Liu , Tianye Wang

As humanoid robots enter real-world environments, ensuring robust locomotion across diverse environments is crucial. This paper presents a computationally efficient hierarchical control framework for humanoid robot locomotion based on…

Robotics · Computer Science 2025-09-08 Adrian B. Ghansah , Sergio A. Esteban , Aaron D. Ames

In this paper, we consider the problem of Gaussian process (GP) optimization with an added robustness requirement: The returned point may be perturbed by an adversary, and we require the function value to remain as high as possible even…

Machine Learning · Statistics 2018-11-05 Ilija Bogunovic , Jonathan Scarlett , Stefanie Jegelka , Volkan Cevher

Planning for sequential robotics tasks often requires integrated symbolic and geometric reasoning. TAMP algorithms typically solve these problems by performing a tree search over high-level task sequences while checking for kinematic and…