Related papers: Practical Perspectives on Symplectic Accelerated O…
Characterizing noisy quantum devices requires methods for learning the underlying quantum Hamiltonian which governs their dynamics. Often, such methods compare measurements to simulations of candidate Hamiltonians, a task which requires…
Motion planning framed as optimisation in structured latent spaces has recently emerged as competitive with traditional methods in terms of planning success while significantly outperforming them in terms of computational speed. However,…
We introduce a class of fourth order symplectic algorithms that are ideal for doing long time integration of gravitational few-body problems. These algorithms have only positive time steps, but require computing the force gradient in…
Randomized methods such as PRM and RRT are widely used in motion planning. However, in some cases, their running-time suffers from inherent instability, leading to ``catastrophic'' performance even for relatively simple instances. We apply…
The dynamics of physical systems is often constrained to lower dimensional sub-spaces due to the presence of conserved quantities. Here we propose a method to learn and exploit such symmetry constraints building upon Hamiltonian Neural…
Alignment algorithms usually rely on simplified models of gaps for computational efficiency. Based on an isomorphism between alignments and physical helix-coil models, we show in statistical mechanics that alignments with realistic laws for…
In the recent years, considerable attention has been paid to preserving structures and invariants in reduced basis methods, in order to enhance the stability and robustness of the reduced system. In the context of Hamiltonian systems,…
The optimization of dynamic problems is both widespread and difficult. When conducting dynamic optimization, a balance between reinitialization and computational expense has to be found. There are multiple approaches to this. In parallel…
Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…
We show that symplectic Runge-Kutta methods provide effective symplectic integrators for Hamiltonian systems with index one constraints. These include the Hamiltonian description of variational problems subject to position and velocity…
This paper provides a zeroth-order optimisation framework for non-smooth and possibly non-convex cost functions with matrix parameters that are real and symmetric. We provide complexity bounds on the number of iterations required to ensure…
Efficient path planning for autonomous mobile robots is a critical problem across numerous domains, where optimizing both time and energy consumption is paramount. This paper introduces a novel methodology that considers the dynamic…
Sequential decision-making and motion planning for robotic manipulation induce combinatorial complexity. For long-horizon tasks, especially when the environment comprises many objects that can be interacted with, planning efficiency becomes…
We present a comparison of different numerical techniques for the integration of variational equations. The methods presented can be applied to any autonomous Hamiltonian system whose kinetic energy is quadratic in the generalized momenta,…
We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…
We investigate the calibration of estimations to increase performance with an optimal monotone transform on the estimator outputs. We start by studying the traditional square error setting with its weighted variant and show that the optimal…
Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
Combinatorial optimization problems are ubiquitous in industrial applications. However, finding optimal or close-to-optimal solutions can often be extremely hard. Because some of these problems can be mapped to the ground-state search of…