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This paper addresses the gradient flow -- the continuous-time representation of the gradient method -- with the smooth approximation of a non-differentiable objective function and presents convergence analysis framework. Similar to the…

Optimization and Control · Mathematics 2023-12-08 Mitsuru Toyoda , Akatsuki Nishioka , Mirai Tanaka

In this work, we introduce a novel gradient descent-based approach for optimizing control systems, leveraging a new representation of stable closed-loop dynamics as a function of two matrices i.e. the step size or direction matrix and value…

Optimization and Control · Mathematics 2024-09-18 Ramin Esmzad , Hamidreza Modares

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

Data-driven iterative learning control can achieve high performance for systems performing repeating tasks without the need for modeling. The aim of this paper is to develop a fast data-driven method for iterative learning control that is…

Systems and Control · Electrical Eng. & Systems 2021-11-17 Leontine Aarnoudse , Tom Oomen

A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…

Machine Learning · Statistics 2023-07-18 Eirini Ioannou , Muni Sreenivas Pydi , Po-Ling Loh

Output reference tracking can be improved by iteratively learning from past data to inform the design of feedforward control inputs for subsequent tracking attempts. This process is called iterative learning control (ILC). This article…

Systems and Control · Electrical Eng. & Systems 2021-08-18 Isaac A Spiegel , Nard Strijbosch , Tom Oomen , Kira Barton

Inverse optimal control, also known as inverse reinforcement learning, is the problem of recovering an unknown reward function in a Markov decision process from expert demonstrations of the optimal policy. We introduce a probabilistic…

Machine Learning · Computer Science 2012-06-22 Sergey Levine , Vladlen Koltun

We present a novel approach to quantifying and optimizing stability in robotic systems based on the Lyapunov exponents addressing an open challenge in the field of robot analysis, design, and optimization. Our method leverages…

Robotics · Computer Science 2024-12-10 G. Fadini , S. Coros

We propose a simple, practical and intuitive approach to improve the performance of a conventional controller in uncertain environments using deep reinforcement learning while maintaining safe operation. Our approach is motivated by the…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Tom Staessens , Tom Lefebvre , Guillaume Crevecoeur

A broad class of hybrid quantum-classical algorithms known as "variational algorithms" have been proposed in the context of quantum simulation, machine learning, and combinatorial optimization as a means of potentially achieving a quantum…

Quantum Physics · Physics 2021-04-09 Aram Harrow , John Napp

This study presents a constructive methodology for designing accelerated convex optimisation algorithms in continuous-time domain. The two key enablers are the classical concept of passivity in control theory and the time-dependent change…

Optimization and Control · Mathematics 2024-09-16 Namhoon Cho , Hyo-Sang Shin

This paper investigates iterative methods for solving bi-level optimization problems where both inner and outer functions have a composite structure. We establish novel theoretical results, including the first analysis that provides…

Optimization and Control · Mathematics 2025-10-07 Shimrit Shtern , Adeolu Taiwo

In this work, we propose an adaptive variation on the classical Heavy-ball method for convex quadratic minimization. The adaptivity crucially relies on so-called "Polyak step-sizes", which consists in using the knowledge of the optimal…

Optimization and Control · Mathematics 2022-10-13 Baptiste Goujaud , Adrien Taylor , Aymeric Dieuleveut

In many real-world reinforcement learning (RL) problems, besides optimizing the main objective function, an agent must concurrently avoid violating a number of constraints. In particular, besides optimizing performance it is crucial to…

Machine Learning · Computer Science 2018-05-22 Yinlam Chow , Ofir Nachum , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

In machine learning research, the proximal gradient methods are popular for solving various optimization problems with non-smooth regularization. Inexact proximal gradient methods are extremely important when exactly solving the proximal…

Machine Learning · Computer Science 2018-09-11 Bin Gu , De Wang , Zhouyuan Huo , Heng Huang

In this paper, we consider Nesterov's Accelerated Gradient method for solving Nonlinear Inverse and Ill-Posed Problems. Known to be a fast gradient-based iterative method for solving well-posed convex optimization problems, this method also…

Numerical Analysis · Mathematics 2020-01-13 Simon Hubmer , Ronny Ramlau

Iterative learning control (ILC) is a powerful technique for high performance tracking in the presence of modeling errors for optimal control applications. There is extensive prior work showing its empirical effectiveness in applications…

Robotics · Computer Science 2021-12-10 Anirudh Vemula , Wen Sun , Maxim Likhachev , J. Andrew Bagnell

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

We propose a flexible gradient tracking approach with adjustable computation and communication steps for solving distributed stochastic optimization problem over networks. The proposed method allows each node to perform multiple local…

Optimization and Control · Mathematics 2023-06-13 Yan Huang , Jinming Xu

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin