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Related papers: Piecewise Stochastic Barrier Functions

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We propose a semi-stochastic Frank-Wolfe algorithm with away-steps for regularized empirical risk minimization and extend it to problems with block-coordinate structure. Our algorithms use adaptive step-size and we show that they converge…

Optimization and Control · Mathematics 2016-02-16 Donald Goldfarb , Garud Iyengar , Chaoxu Zhou

We propose a novel class of risk-aware control barrier functions (RA-CBFs) for the control of stochastic safety-critical systems. Leveraging a result from the stochastic level-crossing literature, we deviate from the martingale theory that…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Mitchell Black , Georgios Fainekos , Bardh Hoxha , Danil Prokhorov , Dimitra Panagou

We propose integrating an approximation of a predictive control barrier function (PCBF) in a safety filter framework, resulting in a prediction horizon independent formulation. The PCBF is defined through the value function of an optimal…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Alexandre Didier , Melanie N. Zeilinger

We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…

Optimization and Control · Mathematics 2023-05-12 Duy-Nhat Phan , Sedi Bartz , Nilabja Guha , Hung M. Phan

A stochastic model predictive control (MPC) framework is presented in this paper for nonlinear affine systems with stability and feasibility guarantee. We first introduce the concept of stochastic control Lyapunov-barrier function (CLBF)…

Systems and Control · Electrical Eng. & Systems 2024-01-30 Weijiang Zheng , Bing Zhu

Learning-based control with safety guarantees usually requires real-time safety certification and modifications of possibly unsafe learning-based policies. The control barrier function (CBF) method uses a safety filter containing a…

Systems and Control · Electrical Eng. & Systems 2024-10-25 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

Submodular functions are discrete analogs of convex functions, which have applications in various fields, including machine learning and computer vision. However, in large-scale applications, solving Submodular Function Minimization (SFM)…

Machine Learning · Statistics 2018-06-08 Weizhong Zhang , Bin Hong , Lin Ma , Wei Liu , Tong Zhang

This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…

Optimization and Control · Mathematics 2022-06-28 Q. Zhu , L. P. Tang , X. M. Yang

Inspired by the success of imitation and inverse reinforcement learning in replicating expert behavior through optimal control, we propose a learning based approach to safe controller synthesis based on control barrier functions (CBFs). We…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Alexander Robey , Haimin Hu , Lars Lindemann , Hanwen Zhang , Dimos V. Dimarogonas , Stephen Tu , Nikolai Matni

Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…

Probability · Mathematics 2018-04-12 Soumyadip Ghosh , Henry Lam

When deployed in the real world, safe control methods must be robust to unstructured uncertainties such as modeling error and external disturbances. Typical robust safety methods achieve their guarantees by always assuming that the…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Ryan K. Cosner , Preston Culbertson , Aaron D. Ames

This paper presents a new approach for guaranteed safety subject to input constraints (e.g., actuator limits) using a composition of multiple control barrier functions (CBFs). First, we present a method for constructing a single CBF from…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Pedram Rabiee , Jesse B. Hoagg

Control barrier functions (CBFs) have been widely used for synthesizing controllers in safety-critical applications. When used as a safety filter, it provides a simple and computationally efficient way to obtain safe controls from a…

Systems and Control · Electrical Eng. & Systems 2023-03-13 Bolun Dai , Heming Huang , Prashanth Krishnamurthy , Farshad Khorrami

We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization…

A fundamental and classical problem in mobile autonomous systems is maintaining the safety of autonomous agents during deployment. Prior literature has presented techniques using control barrier functions (CBFs) to achieve this goal. These…

Optimization and Control · Mathematics 2025-03-18 James Usevitch , Jackson Sahleen

Binary Stochastic Filtering (BSF), the algorithm for feature selection and neuron pruning is proposed in this work. The method defines filtering layer which penalizes amount of the information involved in the training process. This…

Machine Learning · Computer Science 2019-08-21 Andrii Trelin , Ales Prochazka

We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…

Machine Learning · Computer Science 2020-07-09 Maria-Luiza Vladarean , Ahmet Alacaoglu , Ya-Ping Hsieh , Volkan Cevher

We develop a Sequential Quadratic Optimization (SQP) algorithm for minimizing a stochastic objective function subject to deterministic equality constraints. The method utilizes two different stepsizes, one which exclusively scales the…

Optimization and Control · Mathematics 2024-08-30 Michael J. O'Neill

This paper addresses the challenge of ensuring safety in stochastic control systems with high-relative-degree constraints, while maintaining feasibility and mitigating conservatism in risk evaluation. Control Barrier Functions (CBFs)…

Optimization and Control · Mathematics 2025-12-08 Shuo Liu , Calin A. Belta

Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic. These algorithms minimize successively a sequence of upper bounds of the…

Optimization and Control · Mathematics 2024-01-11 Daniela Lupu , Ion Necoara