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The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…
We introduce and show preliminary results of a fast randomized method that finds a set of K paths lying in distinct homotopy classes. We frame the path planning task as a graph search problem, where the navigation graph is based on a…
A monotone self-mapping of the nonnegative orthant induces a monotone discrete-time dynamical system which evolves on the same orthant. If with respect to this system the origin is attractive then there must exists points whose image under…
We study the Active Simple Hypothesis Testing (ASHT) problem, a simpler variant of the Fixed Budget Best Arm Identification problem. In this work, we provide novel game theoretic formulation of the upper bounds of the ASHT problem. This…
This paper addresses the problem of finding shortest paths homotopic to a given disjoint set of paths that wind amongst point obstacles in the plane. We present a faster algorithm than previously known.
In this paper, an analytic approximation method for highly nonlinear equations, namely the homotopy analysis method (HAM), is employed to solve some backward stochastic differential equations (BSDEs) and forward-backward stochastic…
Saddle-point problems have recently gained increased attention from the machine learning community, mainly due to applications in training Generative Adversarial Networks using stochastic gradients. At the same time, in some applications…
We introduce and study the convergence properties of a projection-type algorithm for solving the variational inequality problem for point-to-set operators. No monotoni\-city assumption is used in our analysis. The operator defining the…
Zero-sum games arise in a wide variety of problems, including robust optimization and adversarial learning. However, algorithms deployed for finding a local Nash equilibrium in these games often converge to non-Nash stationary points. This…
We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…
This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose…
Two algorithms are proposed, analyzed, and tested for solving continuous optimization problems with nonlinear equality constraints. Each is an extension of a stochastic momentum-based method from the unconstrained setting to the setting of…
We propose a higher-order dimensionality reduction framework based on the Trace Ratio (TR) optimization problem. We establish conditions for existence and uniqueness of solutions and clarify the theoretical connection between the Trace…
In this work, we present a method for minimizing the time required for a redundant dual-arm robot to follow a desired relative Cartesian path at constant path speed by optimizing its joint trajectories, subject to position, velocity, and…
In this paper, we propose a distributed version of the Hungarian Method to solve the well known assignment problem. In the context of multi-robot applications, all robots cooperatively compute a common assignment that optimizes a given…
Many problems in machine learning and game theory can be formulated as saddle-point problems, for which various first-order methods have been developed and proven efficient in practice. Under the general convex-concave assumption, most…
This paper proposes a rapidly-exploring random trees (RRT) algorithm to solve the motion planning problem for hybrid systems. At each iteration, the proposed algorithm, called HyRRT, randomly picks a state sample and extends the search tree…
We propose an implementable, neural network-based structure preserving probabilistic numerical approximation for a generalized obstacle problem describing the value of a zero-sum differential game of optimal stopping with asymmetric…
Implicit inverse problems, in which noisy observations of a physical quantity are used to infer a nonlinear functional applied to an associated function, are inherently ill posed and often exhibit non uniqueness of solutions. Such problems…
In this work, we establish near-linear and strong convergence for a natural first-order iterative algorithm that simulates Von Neumann's Alternating Projections method in zero-sum games. First, we provide a precise analysis of Optimistic…