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In this paper, we address the trajectory planning problem in uncertain nonconvex static and dynamic environments that contain obstacles with probabilistic location, size, and geometry. To address this problem, we provide a risk bounded…

Artificial Intelligence · Computer Science 2023-06-06 Ashkan Jasour , Weiqiao Han , Brian Williams

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

Optimization and Control · Mathematics 2019-11-21 Danylo Malyuta , Behcet Acikmese

We address the problem of minimizing a convex smooth function $f(x)$ over a compact polyhedral set $D$ given a stochastic zeroth-order constraint feedback model. This problem arises in safety-critical machine learning applications, such as…

Optimization and Control · Mathematics 2019-12-10 Ilnura Usmanova , Andreas Krause , Maryam Kamgarpour

This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints. In particular, a…

Optimization and Control · Mathematics 2023-01-19 Jacob Knaup , Panagiotis Tsiotras

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

Consider a convex set of which we remove an arbitrarily number of disjoints convex sets -- the obstacles -- and a convex function whose minimum is the agent's goal. We consider a local and stochastic approximation of the gradient of a…

Optimization and Control · Mathematics 2017-01-03 Santiago Paternain , Alejandro Ribeiro

Chance constraints are a valuable tool for the design of safe decisions in uncertain environments; they are used to model satisfaction of a constraint with a target probability. However, because of possible non-convexity and non-smoothness,…

Optimization and Control · Mathematics 2021-03-22 Yassine Laguel , Jérôme Malick , Wim Ackooij

In this paper, we propose a novel approach to synthesize linear feedback controllers for navigating in polygonal environments using noisy measurements and a convex cell decomposition. Our method is based on formulating chance constraints…

Optimization and Control · Mathematics 2020-12-22 Chenfei Wang , Mahroo Bahreinian , Roberto Tron

A wide array of machine learning problems are formulated as the minimization of the expectation of a convex loss function on some parameter space. Since the probability distribution of the data of interest is usually unknown, it is is often…

Optimization and Control · Mathematics 2019-05-27 Emilie Chouzenoux , Henri Gérard , Jean-Christophe Pesquet

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

In this article, we propose a novel characterization of law-invariant and coherent risk measures, based on a generalized optimal transport problem in which the second marginal of the admissible plans is not fixed, but required to lie within…

Optimization and Control · Mathematics 2025-12-23 Riccardo Bonalli , Benoît Bonnet-Weill , Laurent Pfeiffer

To verify the correct operation of systems, engineers need to determine the set of configurations of a dynamical model that are able to safely reach a specified configuration under a control law. Unfortunately, constructing models for…

Optimization and Control · Mathematics 2016-01-07 Shankar Mohan , Victor Shia , Ram Vasudevan

Navigation tasks often cannot be defined in terms of a target, either because global position information is unavailable or unreliable or because target location is not explicitly known a priori. This task is then often defined indirectly…

Optimization and Control · Mathematics 2019-09-18 Bruno A. Angélico , Luiz F. O. Chamon , Santiago Paternain , Alejandro Ribeiro , George J. Pappas

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

We present a fast trajectory optimization algorithm for the soft capture of uncooperative tumbling space objects. Our algorithm generates safe, dynamically feasible, and minimum-fuel trajectories for a six-degree-of-freedom servicing…

Robotics · Computer Science 2024-05-03 Ibrahima Sory Sow , Geordan Gutow , Howie Choset , Zachary Manchester

This paper presents a novel method for reformulating non-differentiable collision avoidance constraints into smooth nonlinear constraints using strong duality of convex optimization. We focus on a controlled object whose goal is to avoid…

Optimization and Control · Mathematics 2018-06-12 Xiaojing Zhang , Alexander Liniger , Francesco Borrelli

We propose a data-driven method to establish probabilistic performance guarantees for parametric optimization problems solved via iterative algorithms. Our approach addresses two key challenges: providing convergence guarantees to…

Optimization and Control · Mathematics 2025-10-31 Jingyi Huang , Paul Goulart , Kostas Margellos

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin