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This paper presents a simple primal dual method named DPD which is a flexible framework for a class of saddle point problem with or without strongly convex component. The presented method has linearized version named LDPD and exact version…

Optimization and Control · Mathematics 2019-07-16 Zhipeng Xie , Jianwen Shi

Function approximation has enabled remarkable advances in applying reinforcement learning (RL) techniques in environments with high-dimensional inputs, such as images, in an end-to-end fashion, mapping such inputs directly to low-level…

Machine Learning · Computer Science 2023-01-02 Junlin Wu , Hussein Sibai , Yevgeniy Vorobeychik

We consider empirical risk minimization of linear predictors with convex loss functions. Such problems can be reformulated as convex-concave saddle point problems, and thus are well suitable for primal-dual first-order algorithms. However,…

Optimization and Control · Mathematics 2017-03-09 Jialei Wang , Lin Xiao

Lagrangian decomposition (LD) is a relaxation method that provides a dual bound for constrained optimization problems by decomposing them into more manageable sub-problems. This bound can be used in branch-and-bound algorithms to prune the…

Artificial Intelligence · Computer Science 2024-08-26 Swann Bessa , Darius Dabert , Max Bourgeat , Louis-Martin Rousseau , Quentin Cappart

Reinforcement learning (RL) is increasingly applied to real-world problems involving complex and structured decisions, such as routing, scheduling, and assortment planning. These settings challenge standard RL algorithms, which struggle to…

Machine Learning · Computer Science 2025-10-29 Heiko Hoppe , Léo Baty , Louis Bouvier , Axel Parmentier , Maximilian Schiffer

Randomized coordinate descent (RCD) methods are state-of-the-art algorithms for training linear predictors via minimizing regularized empirical risk. When the number of examples ($n$) is much larger than the number of features ($d$), a…

Optimization and Control · Mathematics 2016-05-31 Dominik Csiba , Peter Richtárik

When Reinforcement Learning (RL) agents are deployed in practice, they might impact their environment and change its dynamics. We propose a new framework to model this phenomenon, where the current environment depends on the deployed policy…

Machine Learning · Computer Science 2024-06-03 Ben Rank , Stelios Triantafyllou , Debmalya Mandal , Goran Radanovic

Deep reinforcement learning (DRL) has attracted much attention as an approach to solve optimal control problems without mathematical models of systems. On the other hand, in general, constraints may be imposed on optimal control problems.…

Machine Learning · Statistics 2022-11-22 Junya Ikemoto , Toshimitsu Ushio

Offline Preference-based Reinforcement Learning (PbRL) learns rewards and policies aligned with human preferences without the need for extensive reward engineering and direct interaction with human annotators. However, ensuring safety…

Artificial Intelligence · Computer Science 2025-12-24 Ze Gong , Pradeep Varakantham , Akshat Kumar

In this paper, we propose a penalty dual-primal augmented lagrangian method for solving convex minimization problems under linear equality or inequality constraints. The proposed method combines a novel penalty technique with updates the…

Optimization and Control · Mathematics 2023-05-09 Jie Liu , Xiaoqing Ou , Jiawei Chen

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

Reinforcement Learning (RL) and Multi-Agent Reinforcement Learning (MARL) have emerged as promising methodologies for addressing challenges in automated cyber defence (ACD). These techniques offer adaptive decision-making capabilities in…

Stochastic gradient-based descent (SGD), have long been central to training large language models (LLMs). However, their effectiveness is increasingly being questioned, particularly in large-scale applications where empirical evidence…

Machine Learning · Computer Science 2025-07-03 Di Zhang , Yihang Zhang

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

We study a class of optimization problems in which the objective function is given by the sum of a differentiable but possibly nonconvex component and a nondifferentiable convex regularization term. We introduce an auxiliary variable to…

Optimization and Control · Mathematics 2019-08-27 Neil K. Dhingra , Sei Zhen Khong , Mihailo R. Jovanović

When using a tool, the grasps used for picking it up, reposing, and holding it in a suitable pose for the desired task could be distinct. Therefore, a key challenge for autonomous in-hand tool manipulation is finding a sequence of grasps…

Robotics · Computer Science 2023-04-06 Ethan K. Gordon , Rana Soltani Zarrin

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Reinforcement learning (RL)-based adaptive cruise control systems (ACC) that learn and adapt to road, traffic and vehicle conditions are attractive for enhancing vehicle energy efficiency and traffic flow. However, the application of RL in…

Systems and Control · Electrical Eng. & Systems 2023-01-04 Habtamu Hailemichael , Beshah Ayalew , Lindsey Kerbel , Andrej Ivanco , Keith Loiselle

Skill-based reinforcement learning (RL) has emerged as a promising strategy to leverage prior knowledge for accelerated robot learning. Skills are typically extracted from expert demonstrations and are embedded into a latent space from…

Robotics · Computer Science 2022-11-07 Krishan Rana , Ming Xu , Brendan Tidd , Michael Milford , Niko Sünderhauf

We introduce a reinforcement learning (RL) based adaptive optimization algorithm for aerodynamic shape optimization focused on dimensionality reduction. The form in which RL is applied here is that of a surrogate-based, actor-critic policy…

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