Related papers: An Iterative Refinement Approach for the Rolling S…

As machine learning models are deployed ever more broadly, it becomes increasingly important that they are not only able to perform well on their training distribution, but also yield accurate predictions when confronted with distribution…

By leveraging differentiable dynamics, Reparameterization Policy Gradient (RPG) achieves high sample efficiency. However, current approaches are hindered by two critical limitations: the under-utilization of computationally expensive…

This paper presents a Predictive Maneuver Planning with Deep Reinforcement Learning (PMP-DRL) model for maneuver planning. Traditional rule-based maneuver planning approaches often have to improve their abilities to handle the variabilities…

Proximal splitting algorithms are well suited to solving large-scale nonsmooth optimization problems, in particular those arising in machine learning. We propose a new primal-dual algorithm, in which the dual update is randomized;…

Finite-precision floating point arithmetic unavoidably introduces rounding errors which are traditionally bounded using a worst-case analysis. However, worst-case analysis might be overly conservative because worst-case errors can be…

This paper explores a variant of bipartite matching problem, referred to as the Spatiotemporal Random Bipartite Matching Problem (ST-RBMP), that accommodates randomness and heterogeneity in the spatial distributions and temporal arrivals of…

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

This article presents the first mixed-integer linear programming (MILP)-based iterative algorithm to solve factorable mixed-integer nonlinear programs (MINLPs) with bounded, differentiable periodic functions to global optimality with an…

The paper addresses the Vehicle Relocation Problem in free-floating car-sharing services by presenting a solution focused on strategies for repositioning vehicles and transferring personnel with the use of scooters. Our method begins by…

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…

We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…

This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…

Model predictive control (MPC) is increasingly being considered for control of fast systems and embedded applications. However, the MPC has some significant challenges for such systems. Its high computational complexity results in high…

Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack…

The goal in {\em reconfiguration problems} is to compute a {\em gradual transformation} between two feasible solutions of a problem such that all intermediate solutions are also feasible. In the {\em Matching Reconfiguration Problem} (MRP),…

In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…

Probabilistic variants of Model Order Reduction (MOR) methods have recently emerged for improving stability and computational performance of classical approaches. In this paper, we propose a probabilistic Reduced Basis Method (RBM) for the…

This article introduces a novel distributionally robust model predictive control (DRMPC) algorithm for a specific class of controlled dynamical systems where the disturbance multiplies the state and control variables. These classes of…

This work is inspired by the problem of planning sequences of operations, as welding, in car manufacturing stations where multiple industrial robots cooperate. The goal is to minimize the station cycle time, \emph{i.e.} the time it takes…