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This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed an optimized gradient method (OGM) for this problem and…

Optimization and Control · Mathematics 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

We consider the problem of planning trajectories for a group of $N$ vehicles, each aiming to reach its own target set while avoiding danger zones of other vehicles. The analysis of problems like this is extremely important practically,…

Multiagent Systems · Computer Science 2016-03-22 Mo Chen , Jaime F. Fisac , Shankar Sastry , Claire J. Tomlin

Presented is a new method for calculating the time-optimal guidance control for a multiple vehicle pursuit-evasion system. A joint differential game of k pursuing vehicles relative to the evader is constructed, and a Hamilton-Jacobi-Isaacs…

Optimization and Control · Mathematics 2018-02-07 Matthew R. Kirchner , Robert Mar , Gary Hewer , Jérôme Darbon , Stanley Osher , Y. T. Chow

In this paper, numerical analysis is carried out for a class of history-dependent variational-hemivariational inequalities arising in contact problems. Three different numerical treatments for temporal discretization are proposed to…

Numerical Analysis · Mathematics 2020-04-07 Shufen Wang , Wei Xu , Weimin Han , Wenbin Chen

An algebraic multilevel iteration method for solving system of linear algebraic equations arising in $H(\mathrm{curl})$ and $H(\mathrm{div})$ spaces are presented. The algorithm is developed for the discrete problem obtained by using the…

Numerical Analysis · Mathematics 2013-12-02 S. K. Tomar

We consider the bi-criteria shortest-path problem where we want to compute shortest paths on a graph that simultaneously balance two cost functions. While this problem has numerous applications, there is usually no path minimizing both cost…

Data Structures and Algorithms · Computer Science 2021-03-08 Oren Salzman

In this work, we present an approach to minimizing the time necessary for the end-effector of a redundant robot manipulator to traverse a Cartesian path by optimizing the trajectory of its joints. Each joint has limits in the ranges of…

Robotics · Computer Science 2024-12-12 Jonathan Fried , Santiago Paternain

For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…

Optimization and Control · Mathematics 2022-02-16 Meng Li , Paul Grigas , Alper Atamturk

In this paper we discuss a sequential algorithm for the computation of a minimum-time speed profile over a given path, under velocity, acceleration and jerk constraints. Such a problem arises in industrial contexts such as automated…

Optimization and Control · Mathematics 2021-06-01 L. Consolini , M. Locatelli , A. Minari

We present a numeric method to compute the safe operating flight conditions for a helicopter such that we can ensure a safe landing in the event of a partial or total engine failure. The unsafe operating region is the complement of the…

Robotics · Computer Science 2021-04-21 Matthew R. Kirchner , Eddie Ball , Jacques Hoffler , Don Gaublomme

We study the rate of convergence in periodic homogenization for convex Hamilton--Jacobi equations with multiscales, where the Hamiltonian $H=H(x, y, p): \mathbb{R}^n \times \mathbb{T}^n \times \mathbb{R}^n \to \mathbb{R }$ depends on both…

Analysis of PDEs · Mathematics 2023-03-29 Yuxi Han , Jiwoong Jang

We consider the problem of optimal path planning on a manifold which is the image of a smooth function. Optimal path-planning is of crucial importance for motion planning, image processing, and statistical data analysis. In this work, we…

Optimization and Control · Mathematics 2024-12-19 Edward Huynh , Christian Parkinson

We focus on the global semiconcavity of solutions to first-order Hamilton--Jacobi equations with state constraints, especially for the Hamiltonian $H(x, \beta):=|\beta|^p-f(x)$ with $p \in (1, 2]$. We first show that the solution is locally…

Analysis of PDEs · Mathematics 2022-05-04 Yuxi Han

In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via…

Optimization and Control · Mathematics 2016-05-20 Xiao Wang , Shiqian Ma , Ya-xiang Yuan

We consider the problem of asynchronous stochastic optimization, where an optimization algorithm makes updates based on stale stochastic gradients of the objective that are subject to an arbitrary (possibly adversarial) sequence of delays.…

Optimization and Control · Mathematics 2025-06-23 Amit Attia , Ofir Gaash , Tomer Koren

We investigate rates of convergence for two approximation schemes of time-independent and time-dependent Hamilton-Jacobi equ-ations with Kirchoff junction conditions. We analyze the vanishing viscosity limit and monotone finite-difference…

Analysis of PDEs · Mathematics 2022-02-02 Peter Morfe

We propose a class of numerical schemes for nonlocal HJB variational inequalities (HJBVIs) with monotone drivers. The solution and free boundary of the HJBVI are constructed from a sequence of penalized equations, for which a continuous…

Numerical Analysis · Mathematics 2018-05-17 Christoph Reisinger , Yufei Zhang

Quasi-Newton methods are widely used in practise for convex loss minimization problems. These methods exhibit good empirical performance on a wide variety of tasks and enjoy super-linear convergence to the optimal solution. For large-scale…

Machine Learning · Computer Science 2015-06-10 Aurelien Lucchi , Brian McWilliams , Thomas Hofmann

We propose a reachability approach for infinite and finite horizon multi-objective optimization problems for low-thrust spacecraft trajectory design. The main advantage of the proposed method is that the Pareto front can be efficiently…

Optimization and Control · Mathematics 2022-02-21 Nikolaus Vertovec , Sina Ober-Blöbaum , Kostas Margellos

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Optimization and Control · Mathematics 2024-10-25 Md Abu Talhamainuddin Ansary