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In this work, we revisit a classical incremental implementation of the primal-descent dual-ascent gradient method used for the solution of equality constrained optimization problems. We provide a short proof that establishes the linear…

Optimization and Control · Mathematics 2020-01-17 Sulaiman A. Alghunaim , Ali H. Sayed

The Primal-Dual hybrid gradient (PDHG) method is a powerful optimization scheme that breaks complex problems into simple sub-steps. Unfortunately, PDHG methods require the user to choose stepsize parameters, and the speed of convergence is…

Numerical Analysis · Mathematics 2015-03-25 Tom Goldstein , Min Li , Xiaoming Yuan , Ernie Esser , Richard Baraniuk

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

This thesis work presents a more efficient and effective approach to training control-related tasks for humanoid robots using Reinforcement Learning (RL). The traditional RL methods are limited in adapting to real-world environments,…

Robotics · Computer Science 2025-12-17 Jonathan Spraggett

This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem

In this paper, we study saddle point (SP) problems, focusing on convex-concave optimization involving functions that satisfy either two-sided quadratic functional growth (QFG) or two-sided quadratic gradient growth (QGG)--novel conditions…

Optimization and Control · Mathematics 2025-10-15 Cody Melcher , Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

Model predictive control (MPC) is widely used for motion planning, particularly in autonomous driving. Real-time capability of the planner requires utilizing convex approximation of optimal control problems (OCPs) for the planner. However,…

Robotics · Computer Science 2025-12-04 Johannes Fischer , Marlon Steiner , Ömer Sahin Tas , Christoph Stiller

This study is aimed at addressing the problem of fault tolerance of quadruped robots to actuator failure, which is critical for robots operating in remote or extreme environments. In particular, an adaptive curriculum reinforcement learning…

Robotics · Computer Science 2024-10-28 Wataru Okamoto , Hiroshi Kera , Kazuhiko Kawamoto

Meta Reinforcement Learning (Meta-RL) has seen substantial advancements recently. In particular, off-policy methods were developed to improve the data efficiency of Meta-RL techniques. \textit{Probabilistic embeddings for actor-critic RL}…

Machine Learning · Computer Science 2023-02-10 Lu Wen , Songan Zhang , H. Eric Tseng , Baljeet Singh , Dimitar Filev , Huei Peng

Continual learning is inherently a constrained learning problem. The goal is to learn a predictor under a no-forgetting requirement. Although several prior studies formulate it as such, they do not solve the constrained problem explicitly.…

Machine Learning · Computer Science 2024-06-03 Juan Elenter , Navid NaderiAlizadeh , Tara Javidi , Alejandro Ribeiro

Safe reinforcement learning (RL) is crucial for real-world applications, and multi-agent interactions introduce additional safety challenges. While Probabilistic Logic Shields (PLS) has been a powerful proposal to enforce safety in…

Artificial Intelligence · Computer Science 2025-08-28 Satchit Chatterji , Erman Acar

The optimal execution problem has always been a continuously focused research issue, and many reinforcement learning (RL) algorithms have been studied. In this article, we consider the execution problem of targeting the volume weighted…

Optimization and Control · Mathematics 2024-11-12 Xingyu Zhou , Wenbin Chen , Mingyu Xu

Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

Machine Learning · Computer Science 2020-06-09 Ziyao Zhang , Liang Ma , Kin K. Leung , Konstantinos Poularakis , Mudhakar Srivatsa

We consider large-scale Markov decision processes with an unknown cost function and address the problem of learning a policy from a finite set of expert demonstrations. We assume that the learner is not allowed to interact with the expert…

Machine Learning · Computer Science 2021-12-30 Angeliki Kamoutsi , Goran Banjac , John Lygeros

Reinforcement Learning (RL) agents in the real world must satisfy safety constraints in addition to maximizing a reward objective. Model-based RL algorithms hold promise for reducing unsafe real-world actions: they may synthesize policies…

Machine Learning · Computer Science 2021-12-16 Yecheng Jason Ma , Andrew Shen , Osbert Bastani , Dinesh Jayaraman

Safe reinforcement learning (SafeRL) is a prominent paradigm for autonomous driving, where agents are required to optimize performance under strict safety requirements. This dual objective creates a fundamental tension, as overly…

Machine Learning · Computer Science 2025-12-24 Mahesh Keswani , Raunak Bhattacharyya

This paper is concerned with augmented Lagrangian methods for the treatment of fully convex composite optimization problems. We extend the classical relationship between augmented Lagrangian methods and the proximal point algorithm to the…

Optimization and Control · Mathematics 2025-11-11 Alberto De Marchi , Tim Hoheisel , Patrick Mehlitz

State-of-the-art deep neural networks are sensitive to small input perturbations. Since the discovery of this intriguing vulnerability, many defence methods have been proposed that attempt to improve robustness to adversarial noise. Fast…

Machine Learning · Computer Science 2021-06-04 Alexander Matyasko , Lap-Pui Chau

Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…

Machine Learning · Computer Science 2024-02-06 Xinglong Zhang , Yaoqian Peng , Biao Luo , Wei Pan , Xin Xu , Haibin Xie

Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-smooth non-convex problem. In this paper, we investigate the dual forms of…

Machine Learning · Computer Science 2024-12-31 Shaogang Ren , Xiaoning Qian