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This paper deals with the solving of variational inequality problem where the constrained set is given as the intersection of a number of fixed-point sets. To this end, we present an extrapolated sequential constraint method. At each…

Optimization and Control · Mathematics 2020-06-30 Mootta Prangprakhon , Nimit Nimana

Many optimization problems require balancing multiple conflicting objectives. As gradient descent is limited to single-objective optimization, we introduce its direct generalization: Jacobian descent (JD). This algorithm iteratively updates…

Machine Learning · Computer Science 2025-02-04 Pierre Quinton , Valérian Rey

In this paper, further extensions of the result of the paper "A successive approximation method in functional spaces for hierarchical optimal control problems and its application to learning, arXiv:2410.20617 [math.OC], 2024" concerning a…

Optimization and Control · Mathematics 2024-11-26 Getachew K. Befekadu

The Koopman operator is beneficial for analyzing nonlinear and stochastic dynamics; it is linear but infinite-dimensional, and it governs the evolution of observables. The extended dynamic mode decomposition (EDMD) is one of the famous…

Numerical Analysis · Mathematics 2022-05-18 Jun Ohkubo

This paper utilizes finite Fourier series to represent a time-continuous motion and proposes a novel planning method that adjusts the motion harmonics of each manipulator joint. Primarily, we sum the potential energy for collision detection…

Robotics · Computer Science 2023-12-15 Feng Yichang , Wang Jin , Lu Guodong

We present DiffXPBD, a novel and efficient analytical formulation for the differentiable position-based simulation of compliant constrained dynamics (XPBD). Our proposed method allows computation of gradients of numerous parameters with…

Graphics · Computer Science 2023-06-30 Tuur Stuyck , Hsiao-yu Chen

We propose a novel estimation framework for quadratic functionals of precision matrices in high-dimensional settings, particularly in regimes where the feature dimension $p$ exceeds the sample size $n$. Traditional moment-based estimators…

Methodology · Statistics 2026-01-08 Shizhe Hong , Weiming Li , Guangming Pan

In appropriate frameworks, automatic differentiation is transparent to the user at the cost of being a significant computational burden when the number of operations is large. For iterative algorithms, implicit differentiation alleviates…

Optimization and Control · Mathematics 2023-05-24 Jérôme Bolte , Edouard Pauwels , Samuel Vaiter

This paper proposes new proximal Newton-type methods with a diagonal metric for solving composite optimization problems whose objective function is the sum of a twice continuously differentiable function and a proper closed directionally…

Optimization and Control · Mathematics 2023-10-11 Shotaro Yagishita , Shummin Nakayama

This paper presents an optimal dynamic control framework for bounded Jacobian nonlinear discrete-time (DT) systems with nonlinear observations affected by both state and process noise. Rather than directly stabilizing the uncertain system,…

Systems and Control · Electrical Eng. & Systems 2025-05-01 Mohammad Khajenejad

We present a data-efficient algorithm for learning models for model-predictive control (MPC). Our approach, Jacobian-Regularized Dynamic-Mode Decomposition (JDMD), offers improved sample efficiency over traditional Koopman approaches based…

Robotics · Computer Science 2023-01-31 Brian E. Jackson , Jeong Hun Lee , Kevin Tracy , Zachary Manchester

The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…

Optimization and Control · Mathematics 2021-09-14 Jun Ohkubo

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…

Functional Analysis · Mathematics 2018-02-28 Muhammad Aqeel Ahmad Khan , Hafiza Arham Maqbool

We introduce a general framework for estimation of inverse covariance, or precision, matrices from heterogeneous populations. The proposed framework uses a Laplacian shrinkage penalty to encourage similarity among estimates from disparate,…

Machine Learning · Statistics 2016-01-05 Takumi Saegusa , Ali Shojaie

A modification of Newton's method for solving systems of $n$ nonlinear equations is presented. The new matrix-free method relies on a given decomposition of the invertible Jacobian of the residual into invertible sparse local Jacobians…

Numerical Analysis · Mathematics 2023-05-08 Uwe Naumann

Two key challenges in optimal control include efficiently solving high-dimensional problems and handling optimal control problems with state-dependent running costs. In this paper, we consider a class of optimal control problems whose…

Optimization and Control · Mathematics 2023-05-16 Paula Chen , Jérôme Darbon , Tingwei Meng

In this paper, we establish a connection between the spectral theory of the Koopman operator and the solution of the Hamilton Jacobi (HJ) equation. The HJ equation occupies a central place in systems theory, and its solution is of interest…

Dynamical Systems · Mathematics 2025-04-11 Umesh Vaidya

Force modulation of robotic manipulators has been extensively studied for several decades but is not yet commonly used in safety-critical applications due to a lack of accurate interaction contact modeling and weak performance guarantees -…

Robotics · Computer Science 2020-08-06 Lasitha Wijayarathne , Qie Sima , Ziyi Zhou , Ye Zhao , Frank L. Hammond

Finding the optimal hyperparameters of a model can be cast as a bilevel optimization problem, typically solved using zero-order techniques. In this work we study first-order methods when the inner optimization problem is convex but…

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