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This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…

Optimization and Control · Mathematics 2024-11-07 Wenzhi Gao , Dongdong Ge , Chunlin Sun , Yinyu Ye

The key to reconciling the polynomial-time intractability of many machine learning tasks in the worst case with the surprising solvability of these tasks by heuristic algorithms in practice seems to be exploiting restrictions on real-world…

Machine Learning · Computer Science 2022-05-11 Todd Wareham

Linear programming is the seminal optimization problem that has spawned and grown into today's rich and diverse optimization modeling and algorithmic landscape. This article provides an overview of the recent development of first-order…

Optimization and Control · Mathematics 2024-03-22 Haihao Lu

Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…

Optimization and Control · Mathematics 2020-04-29 Martin Péron , Christopher M. Baker , Barry D. Hughes , Iadine Chadès

We consider the problem of false data injection attacks modeled as additive disturbances in various parts of a general LTI feedback system and derive necessary and sufficient conditions for the existence of stealthy unbounded attacks. We…

Systems and Control · Computer Science 2017-07-19 Nabil H. Hirzallah , Petros G. Voulgaris

When applying imitation learning techniques to fit a policy from expert demonstrations, one can take advantage of prior stability/robustness assumptions on the expert's policy and incorporate such control-theoretic prior knowledge…

Optimization and Control · Mathematics 2021-03-25 Aaron Havens , Bin Hu

Handling uncertainty in model predictive control comes with various challenges, especially when considering state constraints under uncertainty. Most methods focus on either the conservative approach of robustly accounting for uncertainty…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Michael Fink , Tim Brüdigam , Dirk Wollherr , Marion Leibold

This paper addresses three complex control challenges related to input-saturated systems from a data-driven perspective. Unlike the traditional two-stage process involving system identification and model-based control, the proposed approach…

Optimization and Control · Mathematics 2024-05-14 Federico Porcari , Valentina Breschi , Luca Zaccarian , Simone Formentin

Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

A class of interior point methods using inexact directions is analysed. The linear system arising in interior point methods for linear programming is reformulated such that the solution is less sensitive to perturbations in the right-hand…

Optimization and Control · Mathematics 2016-08-02 Lukas Schork , Jacek Gondzio

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…

Numerical Analysis · Mathematics 2023-05-16 Gerhard Kirsten , Luca Saluzzi

Absolute value linear programming problems is quite a new area of optimization problems, involving linear functions and absolute values in the description of the model. In this paper, we consider interval uncertainty of the input…

Optimization and Control · Mathematics 2025-10-07 Milan Hladík

One of the most fundamental problems in Markov decision processes is analysis and control synthesis for safety and reachability specifications. We consider the stochastic reach-avoid problem, in which the objective is to synthesize a…

Optimization and Control · Mathematics 2017-10-09 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler Summers , John Lygeros

Recent advances in robot skill learning have unlocked the potential to construct task-agnostic skill libraries, facilitating the seamless sequencing of multiple simple manipulation primitives (aka. skills) to tackle significantly more…

Robotics · Computer Science 2024-07-18 Teng Xue , Amirreza Razmjoo , Suhan Shetty , Sylvain Calinon

In Constraint Programming (CP), achieving arc-consistency (AC) of a global constraint with costs consists in removing from the domains of the variables all the values that do not belong to any solution whose cost is below a fixed bound. We…

Optimization and Control · Mathematics 2022-07-22 Guillaume Claus , Hadrien Cambazard , Vincent Jost

We study discrete-time finite-horizon optimal control problems in probability spaces, whereby the state of the system is a probability measure. We show that, in many instances, the solution of dynamic programming in probability spaces…

Optimization and Control · Mathematics 2024-04-09 Antonio Terpin , Nicolas Lanzetti , Florian Dörfler

The paper aims at the development of tools for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems with long run average optimality criteria. The idea that we exploit is to first…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Ludmila Manic , Sergey Rossomakhine