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Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…

Optimization and Control · Mathematics 2020-12-10 Goran Banjac , Jianzhe Zhen , Dick den Hertog , John Lygeros

Safe reinforcement learning (RL) studies problems where an intelligent agent has to not only maximize reward but also avoid exploring unsafe areas. In this study, we propose CUP, a novel policy optimization method based on Constrained…

Machine Learning · Computer Science 2022-11-10 Long Yang , Jiaming Ji , Juntao Dai , Linrui Zhang , Binbin Zhou , Pengfei Li , Yaodong Yang , Gang Pan

Existing methods for optimal control struggle to deal with the complexity commonly encountered in real-world systems, including dimensionality, process error, model bias and data heterogeneity. Instead of tackling these system complexities…

Machine Learning · Computer Science 2024-03-05 Felipe Montealegre-Mora , Marcus Lapeyrolerie , Melissa Chapman , Abigail G. Keller , Carl Boettiger

An important goal of research in Deep Reinforcement Learning in mobile robotics is to train agents capable of solving complex tasks, which require a high level of scene understanding and reasoning from an egocentric perspective. When…

Machine Learning · Computer Science 2019-04-04 Edward Beeching , Christian Wolf , Jilles Dibangoye , Olivier Simonin

While deep reinforcement learning excels at solving tasks where large amounts of data can be collected through virtually unlimited interaction with the environment, learning from limited interaction remains a key challenge. We posit that an…

Machine Learning · Computer Science 2021-05-21 Max Schwarzer , Ankesh Anand , Rishab Goel , R Devon Hjelm , Aaron Courville , Philip Bachman

Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…

Graphics · Computer Science 2017-05-18 Nadav Dym , Haggai Maron , Yaron Lipman

The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…

Optimization and Control · Mathematics 2019-01-25 Yoshihiro Kanno

Robust optimization is a very popular means to address decision-making problems affected by uncertainty. Its success has been fueled by its attractive robustness and scalability properties, by ease of modeling, and by the limited…

Optimization and Control · Mathematics 2020-06-17 Phebe Vayanos , Qing Jin , George Elissaios

Simulation of turbulent flows, especially at the edges of clouds in the atmosphere, is an inherently challenging task. Hitherto, the best possible computational method to perform such experiments is the Direct Numerical Simulation (DNS).…

Fluid Dynamics · Physics 2022-08-19 Moumita Bhowmik , Manmeet Singh , Suryachandra Rao , Souvik Paul

We suppose the existence of an oracle which solves any semidefinite programming (SDP) problem satisfying Slater's condition simultaneously at its primal and dual sides. We note that such an oracle might not be able to directly solve general…

Optimization and Control · Mathematics 2022-03-10 Bruno F. Lourenço , Masakazu Muramatsu , Takashi Tsuchiya

We express the optimization of entanglement witnesses for arbitrary bipartite states in terms of a class of convex optimization problems known as Robust Semidefinite Programs (RSDP). We propose, using well known properties of RSDP, several…

Quantum Physics · Physics 2007-05-23 Fernando. G. S. L. Brandao , Reinaldo O. Vianna

This work describes in detail how to learn and solve the Rubik's cube game (or puzzle) in the General Board Game (GBG) learning and playing framework. We cover the cube sizes 2x2x2 and 3x3x3. We describe in detail the cube's state…

Machine Learning · Computer Science 2023-01-31 Wolfgang Konen

This paper introduces the Random-Key Optimizer (RKO), a versatile and efficient stochastic local search method tailored for combinatorial optimization problems. Using the random-key concept, RKO encodes solutions as vectors of random keys…

Quadratic cone programs are rapidly becoming the standard canonical form for convex optimization problems. In this paper we address the question of differentiating the solution map for such problems, generalizing previous work for linear…

Optimization and Control · Mathematics 2025-08-26 Quill Healey , Parth Nobel , Stephen Boyd

Stochastic Variance-Reduced Cubic regularization (SVRC) algorithms have received increasing attention due to its improved gradient/Hessian complexities (i.e., number of queries to stochastic gradient/Hessian oracles) to find local minima…

Optimization and Control · Mathematics 2019-10-14 Dongruo Zhou , Quanquan Gu

In real-world applications with large state and action spaces, reinforcement learning (RL) typically employs function approximations to represent core components like the policies, value functions, and dynamics models. Although powerful…

Machine Learning · Computer Science 2026-01-29 Chenxiao Gao , Haotian Sun , Na Li , Dale Schuurmans , Bo Dai

In this paper, we present a new method to solve a certain type of Semidefinite Programming (SDP) problems. These types of SDPs naturally arise in the Quadratic Convex Reformulation (QCR) method and can be used to obtain dual bounds of…

Optimization and Control · Mathematics 2023-12-27 Apostolos Chalkis , Thomas Kleinert , Boro Sofranac

In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…

Machine Learning · Computer Science 2021-03-19 Sebastian Curi , Ilija Bogunovic , Andreas Krause

Robust Markov decision processes (MDPs) have attracted significant interest due to their ability to protect MDPs from poor out-of-sample performance in the presence of ambiguity. In contrast to classical MDPs, which account for…

Optimization and Control · Mathematics 2026-02-06 Chin Pang Ho , Marek Petrik , Wolfram Wiesemann

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

Machine Learning · Computer Science 2024-02-28 Kyle Mana , Fernando Acero , Stephen Mak , Parisa Zehtabi , Michael Cashmore , Daniele Magazzeni , Manuela Veloso