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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…

Optimization and Control · Mathematics 2021-11-15 Hamed Sadeghi , Pontus Giselsson

Textbook treatments of classical mechanics typically assume that the Lagrangian is nonsingular. That is, the matrix of second derivatives of the Lagrangian with respect to the velocities is invertible. This assumption insures that (i)…

Classical Physics · Physics 2023-02-28 J. David Brown

We present our recent contributions to the theory of Lagrangian descriptors for discriminating ordered and deterministic chaotic trajectories. The class of Lagrangian Descriptors we are dealing with is based on the Euclidean length of the…

Chaotic Dynamics · Physics 2023-09-20 Jerome Daquin

The naive application of Reinforcement Learning algorithms to continuous control problems -- such as locomotion and manipulation -- often results in policies which rely on high-amplitude, high-frequency control signals, known colloquially…

Robotics · Computer Science 2019-02-14 Steven Bohez , Abbas Abdolmaleki , Michael Neunert , Jonas Buchli , Nicolas Heess , Raia Hadsell

We develop an efficient method for solving non-convex constrained optimization problems that are pervasive in economics. The optimal solution to these problems often involves randomization. We employ a Lagrangian framework and prove that…

Theoretical Economics · Economics 2026-05-07 Chengfeng Shen , Felix Kübler , Yucheng Yang , Zhennan Zhou

Recently, lower-level constrained bilevel optimization has attracted increasing attention. However, existing methods mostly focus on either deterministic cases or problems with linear constraints. The main challenge in stochastic cases with…

Optimization and Control · Mathematics 2025-10-13 Hantao Nie , Jiaxiang Li , Zaiwen Wen

Algencan is a well established safeguarded Augmented Lagrangian algorithm introduced in [R. Andreani, E. G. Birgin, J. M. Mart\'{\i}nez and M. L. Schuverdt, On Augmented Lagrangian methods with general lower-level constraints, SIAM Journal…

Optimization and Control · Mathematics 2020-12-18 E. G. Birgin , J. M. Martínez

Logistic linear mixed model is widely used in experimental designs and genetic analysis with binary traits. Motivated by modern applications, we consider the case with many groups of random effects and each group corresponds to a variance…

Computation · Statistics 2017-11-15 Liuyi Hu , Wenbin Lu , Jin Zhou , Hua Zhou

Consolidation of loose packages into transport units is a fundamental activity offered by logistics service-providers. Moving the transport units instead of loose packages is faster (with one movement only, multiple packages are loaded…

Optimization and Control · Mathematics 2022-10-24 Enrico Angelelli , Claudia Archetti , Lorenzo Peirano

Many real-world applications need path planning algorithms to solve tasks in different areas, such as social applications, autonomous cars, and tracking activities. And most importantly motion planning. Although the use of path planning is…

Artificial Intelligence · Computer Science 2020-04-13 Janderson Ferreira , Agostinho A. F. Júnior , Yves M. Galvão , Bruno J. T. Fernandes , Pablo Barros

In this invited contribution, we revisit the stochastic shortest path problem, and show how recent results allow one to improve over the classical solutions: we present algorithms to synthesize strategies with multiple guarantees on the…

Logic in Computer Science · Computer Science 2014-11-05 Mickael Randour , Jean-François Raskin , Ocan Sankur

Inference by means of mathematical modeling from a collection of observations remains a crucial tool for scientific discovery and is ubiquitous in application areas such as signal compression, imaging restoration, and supervised machine…

Numerical Analysis · Mathematics 2022-07-19 Matthias Chung , Rosemary Renaut

Rare event sampling in dynamical systems is a fundamental problem arising in the natural sciences, which poses significant computational challenges due to an exponentially large space of trajectories. For settings where the dynamical system…

In a recent work (arXiv-DOI: 1804.08072v1) we introduced the Modified Augmented Lagrangian Method (MALM) for the efficient minimization of objective functions with large quadratic penalty terms. From MALM there results an optimality…

Numerical Analysis · Mathematics 2018-06-22 Martin Neuenhofen

We consider piecewise-deterministic optimal control problems in which the environment randomly switches among several deterministic modes, and the goal is to optimize the expected cost up to the termination while taking the likelihood of…

Optimization and Control · Mathematics 2015-12-31 Zhengdi Shen , Alexander Vladimirsky

Efficient motion planning algorithms are of central importance for deploying robots in the real world. Unfortunately, these algorithms often drastically reduce the dimensionality of the problem for the sake of feasibility, thereby foregoing…

Robotics · Computer Science 2022-12-02 Alex Beaudin , Hsiu-Chin Lin

The shortest path problem is formulated as an $l_1$-regularized regression problem, known as lasso. Based on this formulation, a connection is established between Dijkstra's shortest path algorithm and the least angle regression (LARS) for…

Optimization and Control · Mathematics 2020-05-26 Anqi Dong , Amirhossein Taghvaei , Tryphon T. Georgiou

In this paper we show that a variational reduction procedure can be defined for Lagrangian systems subject to scaling symmetries (i.e. Lagrangian systems defined by a homogenous Lagrangian function), in such a way that the trajectories of…

Differential Geometry · Mathematics 2026-05-08 Javier Fernández , Sergio Grillo , Juan Carlos Marrero , Edith Padrón

Current algorithms used to put a lattice gauge configuration into Landau gauge either suffer from the problem of critical slowing-down or involve an additional computational expense to overcome it. Evolutionary Algorithms (EAs), which have…

High Energy Physics - Lattice · Physics 2009-10-31 J. F. Markham , T. D. Kieu

This paper deals with the Pollution-Routing Problem (PRP), a Vehicle Routing Problem (VRP) with environmental considerations, recently introduced in the literature by [Bektas and Laporte (2011), Transport. Res. B-Meth. 45 (8), 1232-1250].…

Data Structures and Algorithms · Computer Science 2014-04-22 Raphael Kramer , Anand Subramanian , Thibaut Vidal , Lucídio dos Anjos Formiga Cabral