Related papers: Adaptive Scenario Subset Selection for Worst-Case …

We present an optimization-based method to plan the motion of an autonomous robot under the uncertainties associated with dynamic obstacles, such as humans. Our method bounds the marginal risk of collisions at each point in time by…

Hyperparameter selection in continual learning scenarios is a challenging and underexplored aspect, especially in practical non-stationary environments. Traditional approaches, such as grid searches with held-out validation data from all…

We develop the method of stochastic modified equations (SME), in which stochastic gradient algorithms are approximated in the weak sense by continuous-time stochastic differential equations. We exploit the continuous formulation together…

Molecular dynamics (MD) simulations are useful in obtaining thermodynamic and kinetic properties of bio-molecules but are limited by the timescale barrier, i.e., we may be unable to efficiently obtain properties because we need to run…

In decision-making under uncertainty, Contextual Robust Optimization (CRO) provides reliability by minimizing the worst-case decision loss over a prediction set. While recent advances use conformal prediction to construct prediction sets…

We study a general stochastic ranking problem where an algorithm needs to adaptively select a sequence of elements so as to "cover" a random scenario (drawn from a known distribution) at minimum expected cost. The coverage of each scenario…

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Chance-constrained programs (CCPs) provide a powerful modeling framework for decision-making under uncertainty, but their nonconvex feasible regions make them computationally challenging. A widely used convex inner approximation replaces…

Robust optimization is a commonly employed method to mitigate uncertainties in the planning of intensity-modulated proton therapy (IMPT). In certain contexts, the large number of uncertainty scenarios makes the robust problem impractically…

Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as nonlinear optimization problems. Increasing the number of scenarios improves robustness, while increasing the size of the…

Feature selection (FS) has become an indispensable task in dealing with today's highly complex pattern recognition problems with massive number of features. In this study, we propose a new wrapper approach for FS based on binary…

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

We introduce a reinforcement learning (RL) based adaptive optimization algorithm for aerodynamic shape optimization focused on dimensionality reduction. The form in which RL is applied here is that of a surrogate-based, actor-critic policy…

Extremum seeking (ES) optimization approach has been very popular due to its non-model based analysis and implementation. This approach has been mostly used with gradient based search algorithms. Since least squares (LS) algorithms are…

This paper considers the problem of minimizing an expectation function over a closed convex set, coupled with a {\color{black} functional or expectation} constraint on either decision variables or problem parameters. We first present a new…

Current approximate Coarse Correlated Equilibria (CCE) algorithms struggle with equilibrium approximation for games in large stochastic environments but are theoretically guaranteed to converge to a strong solution concept. In contrast,…

This paper proposes a constrained stochastic successive convex approximation (CSSCA) algorithm to find a stationary point for a general non-convex stochastic optimization problem, whose objective and constraint functions are non-convex and…

Reinforcement learning (RL) is still rarely applied in industrial control, partly due to the difficulty of training reliable agents for real-world conditions. This work investigates how evolution strategies can support RL in such settings…

The optimal stopping problem is a category of decision problems with a specific constrained configuration. It is relevant to various real-world applications such as finance and management. To solve the optimal stopping problem,…

Constraint handling plays a key role in solving realistic complex optimization problems. Though intensively discussed in the last few decades, existing constraint handling techniques predominantly rely on human experts' designs, which more…