Related papers: An efficient algorithm for solving linear equality…
We propose a new method for evaluating NISQ devices. This paper has three distinct parts. First, we present a new quantum algorithm that solves a two hundred year old problem of finding quadratic nonresidues (QNR) in polynomial time. We…
We introduce a parallel machine scheduling problem in which the processing times of jobs are not given in advance but are determined by a system of linear constraints. The objective is to minimize the makespan, i.e., the maximum job…
This paper investigates the performance of Newton's method, iterative Linear Quadratic Regulator (iLQR), and Differential Dynamic Programming (DDP) in solving discrete-time optimal control problems. We offer a unified perspective on these…
This paper investigates a stochastic linear-quadratic (SLQ, for short) control problem regulated by a time-invariant Markov chain in infinite horizon. Under the $L^2$-stability framework, we study a class of linear backward stochastic…
We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of $\mathcal…
Sorting is one of the fundamental problems in computer science. Playing a role in many processes, it has a lower complexity bound imposed by $\mathcal{O}(n\log{n})$ when executing on a sequential machine. This limit can be brought down to…
We analyze the performance of a linear-equality-constrained least-squares (CLS) algorithm and its relaxed version, called rCLS, that is obtained via the method of weighting. The rCLS algorithm solves an unconstrained least-squares problem…
We consider the optimal regulation problem for nonlinear control-affine dynamical systems. Whereas the linear-quadratic regulator (LQR) considers optimal control of a linear system with quadratic cost function, we study polynomial systems…
We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…
Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…
Consider a linear quadratic regulator (LQR) problem being solved in a model-free manner using the policy gradient approach. If the gradient of the quadratic cost is being transmitted across a rate-limited channel, both the convergence and…
A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…
The nonlinear optimization problem with linear constraints has many applications in engineering fields such as the visual-inertial navigation and localization of an unmanned aerial vehicle maintaining the horizontal flight. In order to…
Recently developed quantum algorithms address computational challenges in numerical analysis by performing linear algebra in Hilbert space. Such algorithms can produce a quantum state proportional to the solution of a $d$-dimensional system…
A specialized algorithm for quadratic optimization (QO, or, formerly, QP) with disjoint linear constraints is presented. In the considered class of problems, a subset of variables are subject to linear equality constraints, while variables…
We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse PSD cuts, and…
Factor graph represents the factorization of a probability distribution function and serves as an effective abstraction in various autonomous machine computing tasks. Control is one of the core applications in autonomous machine computing…
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…
This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory…
There has been substantial recent progress on the theoretical understanding of model-free approaches to Linear Quadratic Regulator (LQR) problems. Much attention has been devoted to the special case when the goal is to drive the state close…