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Continuum robots with floating bases demonstrate exceptional operational capabilities in confined spaces, such as those encountered in medical surgeries and equipment maintenance. However, developing low-cost solutions for their motion and…
Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world…
Security assessment of large-scale, strongly nonlinear power grids containing thousands to millions of interacting components is a computationally expensive task. Targeting at reducing the computational cost, this paper introduces a…
Reinforcement learning (RL) is promising for complicated stochastic nonlinear control problems. Without using a mathematical model, an optimal controller can be learned from data evaluated by certain performance criteria through…
Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…
This paper treats iterative solution methods to the generalized Lyapunov equation. Specifically it expands the existing theoretical justification for the alternating linear scheme (ALS) from the stable Lyapunov equation to the stable…
Stochastic optimization methods have been hugely successful in making large-scale optimization problems feasible when computing the full gradient is computationally prohibitive. Using the theory of modified equations for numerical…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…
Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…
This paper addresses smooth convexly constrained optimization problems where the Euclidean projection onto the feasible set is computationally tractable. Although momentum techniques like Polyak's heavy-ball are known for accelerating…
We develop a versatile deep neural network architecture, called Lyapunov-Net, to approximate Lyapunov functions of dynamical systems in high dimensions. Lyapunov-Net guarantees positive definiteness, and thus it can be easily trained to…
Quantum algorithms have been widely studied in the context of combinatorial optimization problems. While this endeavor can often analytically and practically achieve quadratic speedups, theoretical and numeric studies remain limited,…
In a Hilbert setting, we develop a gradient-based dynamic approach for fast solving convex optimization problems. By applying time scaling, averaging, and perturbation techniques to the continuous steepest descent (SD), we obtain…
Deep learning, with its exceptional learning capabilities and flexibility, has been widely applied in various applications. However, its black-box nature poses a significant challenge in real-time robotic applications, particularly in robot…
This work proposes an accelerated primal-dual dynamical system for affine constrained convex optimization and presents a class of primal-dual methods with nonergodic convergence rates. In continuous level, exponential decay of a novel…
We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…
We develop a theory of accelerated first-order optimization from the viewpoint of differential equations and Lyapunov functions. Building upon the previous work of many researchers, we consider differential equations which model the…
This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…
For many problems, some of which are reviewed in the paper, popular algorithms like Douglas--Rachford (DR), ADMM, and FISTA produce approximating sequences that show signs of spiraling toward the solution. We present a meta-algorithm that…
In this paper, we propose a probabilistic optimization method, named probabilistic incremental proximal gradient (PIPG) method, by developing a probabilistic interpretation of the incremental proximal gradient algorithm. We explicitly model…