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Trajectory optimization methods for motion planning attempt to generate trajectories that minimize a suitable objective function. Such methods efficiently find solutions even for high degree-of-freedom robots. However, a globally optimal…

Robotics · Computer Science 2019-07-18 Luka Petrović , Juraj Peršić , Marija Seder , Ivan Marković

Stein variational gradient descent (SVGD) is a kernel-based particle method for sampling from a target distribution, e.g., in generative modeling and Bayesian inference. SVGD does not require estimating the gradient of the log-density,…

Machine Learning · Statistics 2025-04-10 Viktor Stein , Wuchen Li

We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…

Optimization and Control · Mathematics 2023-07-10 Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

Trajectory optimization offers mature tools for motion planning in high-dimensional spaces under dynamic constraints. However, when facing complex configuration spaces, cluttered with obstacles, roboticists typically fall back to…

Robotics · Computer Science 2022-05-10 Tobia Marcucci , Mark Petersen , David von Wrangel , Russ Tedrake

Joint space trajectory optimization under end-effector task constraints leads to a challenging non-convex problem. Thus, a real-time adaptation of prior computed trajectories to perturbation in task constraints often becomes intractable.…

Pareto Set Learning (PSL) is popular as an efficient approach to obtaining the complete optimal solution in Multi-objective Learning (MOL). A set of optimal solutions approximates the Pareto set, and its mapping is a set of dense points in…

Machine Learning · Computer Science 2025-12-11 Minh-Duc Nguyen , Dung D. Le

Projected Gradient Descent (PGD) methods offer a simple and scalable approach to topology optimization (TO), yet they often struggle with nonlinear and multi-constraint problems due to the complexity of active-set detection. This paper…

Computational Engineering, Finance, and Science · Computer Science 2025-11-19 Amin Heyrani Nobari , Faez Ahmed

We present a new particle filtering algorithm for nonlinear systems in the discrete-time setting. Our algorithm is based on the Stein variational gradient descent (SVGD) framework, which is a general approach to sample from a target…

Computational Engineering, Finance, and Science · Computer Science 2021-06-22 Jiaojiao Fan , Amirhossein Taghvaei , Yongxin Chen

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

In this paper, we present a flow-based method for global optimization of continuous Sobolev functions, called Stein Boltzmann Sampling (SBS). SBS initializes uniformly a number of particles representing candidate solutions, then uses the…

Optimization and Control · Mathematics 2025-02-21 Gaëtan Serré , Argyris Kalogeratos , Nicolas Vayatis

We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with…

Machine Learning · Computer Science 2020-10-20 Dongruo Zhou , Pan Xu , Quanquan Gu

We present a new Monte Carlo Tree Search (MCTS) algorithm to solve the stochastic orienteering problem with chance constraints, i.e., a version of the problem where travel costs are random, and one is assigned a bound on the tolerable…

Robotics · Computer Science 2024-09-06 Stefano Carpin

Traditional preamble detection algorithms have low accuracy in the grant-based random access scheme in massive machine-type communication (mMTC). We present a novel preamble detection algorithm based on Stein variational gradient descent…

Signal Processing · Electrical Eng. & Systems 2024-11-12 Xin Zhu , Hongyi Pan , Salih Atici , Ahmet Enis Cetin

In many applications, learning systems are required to process continuous non-stationary data streams. We study this problem in an online learning framework and propose an algorithm that can deal with adversarial time-varying and nonlinear…

Machine Learning · Computer Science 2023-10-16 Pavel Kolev , Georg Martius , Michael Muehlebach

Safety-critical learning requires policies that improve performance without leaving the safe operating regime. We study constrained policy learning where model parameters must satisfy rollout-based safety constraints that can be evaluated…

Machine Learning · Computer Science 2026-05-21 Shengfan Cao , Francesco Borrelli , Eunhyek Joa

Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has…

Machine Learning · Computer Science 2019-08-01 Zheng Li , Shi Shu

Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…

Optimization and Control · Mathematics 2025-10-02 Viktor Stein , Wuchen Li

Navigating an arbitrary-shaped ground robot safely in cluttered environments remains a challenging problem. The existing trajectory planners that account for the robot's physical geometry severely suffer from the intractable runtime. To…

Robotics · Computer Science 2026-01-07 Yisheng Li , Longji Yin , Yixi Cai , Jianheng Liu , Fangcheng Zhu , Mingpu Ma , Siqi Liang , Haotian Li , Fu Zhang

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

This paper focuses on convex constrained optimization problems, where the solution is subject to a convex inequality constraint. In particular, we aim at challenging problems for which both projection into the constrained domain and a…

Optimization and Control · Mathematics 2017-06-13 Tianbao Yang , Qihang Lin , Lijun Zhang