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This paper introduces ROmodel, an open source Python package extending the modeling capabilities of the algebraic modeling language Pyomo to robust optimization problems. ROmodel helps practitioners transition from deterministic to robust…

Optimization and Control · Mathematics 2021-05-19 Johannes Wiebe , Ruth Misener

Regression is widely used by practioners across many disciplines. We reformulate the underlying optimisation problem as a second-order conic program providing the flexibility often needed in applications. Using examples from portfolio…

Portfolio Management · Quantitative Finance 2013-10-16 Thomas Schmelzer , Raphael Hauser , Erling Andersen , Joachim Dahl

Solving tasks in Reinforcement Learning is no easy feat. As the goal of the agent is to maximize the accumulated reward, it often learns to exploit loopholes and misspecifications in the reward signal resulting in unwanted behavior. While…

Machine Learning · Computer Science 2018-12-27 Chen Tessler , Daniel J. Mankowitz , Shie Mannor

The `spotoptim` package implements surrogate-model-based optimization of expensive black-box functions in Python. Building on two decades of Sequential Parameter Optimization (SPO) methodology, it provides a Kriging-based optimization loop…

Machine Learning · Computer Science 2026-04-16 Thomas Bartz-Beielstein

This article surveys recent advancements of strategy designs for persistent robotic surveillance tasks with the focus on stochastic approaches. The problem describes how mobile robots stochastically patrol a graph in an efficient way where…

Optimization and Control · Mathematics 2020-08-21 Xiaoming Duan , Francesco Bullo

This paper studies a class of multi-robot coordination problems where a team of robots aim to reach their goal regions with minimum time and avoid collisions with obstacles and other robots. A novel numerical algorithm is proposed to…

Optimization and Control · Mathematics 2020-09-02 Guoxiang Zhao , Minghui Zhu

We introduce dro, an open-source Python library for distributionally robust optimization (DRO) for regression and classification problems. The library implements 14 DRO formulations and 9 backbone models, enabling 79 distinct DRO methods.…

Machine Learning · Computer Science 2025-05-30 Jiashuo Liu , Tianyu Wang , Henry Lam , Hongseok Namkoong , Jose Blanchet

In this paper, we propose the use of generative artificial intelligence (AI) to improve zero-shot performance of a pre-trained policy by altering observations during inference. Modern robotic systems, powered by advanced neural networks,…

Robotics · Computer Science 2023-11-30 Yusuke Miyashita , Dimitris Gahtidis , Colin La , Jeremy Rabinowicz , Jurgen Leitner

Trajectory replanning is a critical problem for multi-robot teams navigating dynamic environments. We present RLSS (Replanning using Linear Spatial Separations): a real-time trajectory replanning algorithm for cooperative multi-robot teams…

Robotics · Computer Science 2022-01-06 Baskın Şenbaşlar , Wolfgang Hönig , Nora Ayanian

Applying iterative solvers on sparsity-constrained optimization (SCO) requires tedious mathematical deduction and careful programming/debugging that hinders these solvers' broad impact. In the paper, the library skscope is introduced to…

Machine Learning · Statistics 2024-10-14 Zezhi Wang , Jin Zhu , Peng Chen , Huiyang Peng , Xiaoke Zhang , Anran Wang , Junxian Zhu , Xueqin Wang

This article introduces lassopack, a suite of programs for regularized regression in Stata. lassopack implements lasso, square-root lasso, elastic net, ridge regression, adaptive lasso and post-estimation OLS. The methods are suitable for…

Econometrics · Economics 2019-01-17 Achim Ahrens , Christian B. Hansen , Mark E. Schaffer

The sparse group lasso is a high-dimensional regression technique that is useful for problems whose predictors have a naturally grouped structure and where sparsity is encouraged at both the group and individual predictor level. In this…

Combinatorial optimization problems involving multiple agents are notoriously challenging due to their NP-hard nature and the necessity for effective agent coordination. Despite advancements in learning-based methods, existing approaches…

Multiagent Systems · Computer Science 2025-10-23 Federico Berto , Chuanbo Hua , Laurin Luttmann , Jiwoo Son , Junyoung Park , Kyuree Ahn , Changhyun Kwon , Lin Xie , Jinkyoo Park

We consider the problem of optimal unsignalized intersection management, wherein we seek to obtain safe and optimal trajectories, for a set of robots that arrive randomly and continually. This problem involves repeatedly solving a mixed…

Robotics · Computer Science 2024-08-08 Nishchal Hoysal G. , Pavankumar Tallapragada

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…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

Bayesian parameter inference for complex stochastic simulators is challenging due to intractable likelihood functions. Existing simulation-based inference methods often require large number of simulations and become costly to use in…

Machine Learning · Computer Science 2026-04-06 Vasilis Gkolemis , Christos Diou , Michael U. Gutmann

Motivation: Model selection is a ubiquitous challenge in statistics. For penalized models, model selection typically entails tuning hyperparameters to maximize a measure of fit or minimize out-of-sample prediction error. However, these…

Methodology · Statistics 2025-05-29 Priyam Das , Sarah Robinson , Christine B. Peterson

Achieving reactive robot behavior in complex dynamic environments is still challenging as it relies on being able to solve trajectory optimization problems quickly enough, such that we can replan the future motion at frequencies which are…

Robotics · Computer Science 2023-03-15 Julius Jankowski , Lara Brudermüller , Nick Hawes , Sylvain Calinon

Group Relative Policy Optimization (GRPO) has been shown to be an effective algorithm when an accurate reward model is available. However, such a highly reliable reward model is not available in many real-world tasks. In this paper, we…

Machine Learning · Computer Science 2026-01-12 Yuki Ichihara , Yuu Jinnai , Tetsuro Morimura , Mitsuki Sakamoto , Ryota Mitsuhashi , Eiji Uchibe

We present a centralized algorithmic framework for solving multi-robot path planning problems in general, two-dimensional, continuous environments while minimizing globally the task completion time. The framework obtains high levels of…

Robotics · Computer Science 2015-07-14 Jingjin Yu , Daniela Rus
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