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This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates…

Machine Learning · Computer Science 2024-02-29 Tonghe Zhang , Yu Chen , Longbo Huang

In this paper we present a novel numerical method for computing local minimizers of twice smooth differentiable non-linear programming (NLP) problems. So far all algorithms for NLP are based on either of the following three principles:…

Numerical Analysis · Mathematics 2018-03-06 Martin Neuenhofen

Proximal operators are ubiquitous in inverse problems, commonly appearing as part of algorithmic strategies to regularize problems that are otherwise ill-posed. Modern deep learning models have been brought to bear for these tasks too, as…

Computer Vision and Pattern Recognition · Computer Science 2024-03-29 Zhenghan Fang , Sam Buchanan , Jeremias Sulam

In [1], the distributed linear-quadratic problem with fixed communication topology (DFT-LQ) and the sparse feedback LQ problem (SF-LQ) are formulated into a nonsmooth and nonconvex optimization problem with affine constraints. Moreover, a…

Optimization and Control · Mathematics 2025-08-14 Lechen Feng , Xun Li , Yuan-Hua Ni

The use of proximal point operators for optimization can be computationally expensive when the dimensionality of a function (i.e., the number of variables) is high. In this study, we sought to reduce the cost of calculating proximal point…

Optimization and Control · Mathematics 2023-12-06 Wen-Liang Hwang , Chang-Wei Yueh

Recent developments in mechanical, aerospace, and structural engineering have driven a growing need for efficient ways to model and analyse structures at much larger and more complex scales than before. While established numerical methods…

Machine Learning · Computer Science 2025-07-29 Rui Wu , Nikola Kovachki , Burigede Liu

Computationally efficient surrogates for parametrized physical models play a crucial role in science and engineering. Operator learning provides data-driven surrogates that map between function spaces. However, instead of full-field…

Machine Learning · Computer Science 2024-12-31 Daniel Zhengyu Huang , Nicholas H. Nelsen , Margaret Trautner

This study introduces two second-order methods designed to provably avoid saddle points in composite nonconvex optimization problems: (i) a nonsmooth trust-region method and (ii) a curvilinear linesearch method. These developments are…

Optimization and Control · Mathematics 2025-06-30 Alexander Bodard , Masoud Ahookhosh , Panagiotis Patrinos

Deep functional maps have emerged in recent years as a prominent learning-based framework for non-rigid shape matching problems. While early methods in this domain only focused on learning in the functional domain, the latest techniques…

Computer Vision and Pattern Recognition · Computer Science 2025-07-10 Robin Magnet , Maks Ovsjanikov

The saddle-point problems (SPPs) with nonlinear coupling operators frequently arise in various control systems, such as dynamic programming optimization, H-infinity control, and Lyapunov stability analysis. However, traditional primal-dual…

Optimization and Control · Mathematics 2025-03-21 Sai Wang , Yi Gong

In this paper, we introduce a proximal-proximal majorization-minimization (PPMM) algorithm for nonconvex tuning-free robust regression problems. The basic idea is to apply the proximal majorization-minimization algorithm to solve the…

Optimization and Control · Mathematics 2021-06-28 Peipei Tang , Chengjing Wang , Bo Jiang

Despite the numerous advances, reinforcement learning remains away from widespread acceptance for autonomous controller design as compared to classical methods due to lack of ability to effectively tackle the reality gap. The reliance on…

Machine Learning · Computer Science 2024-09-23 Narendra Patwardhan , Zequn Wang

A new Plug-and-Play (PnP) alternating direction of multipliers (ADMM) scheme is proposed in this paper, by embedding a recently introduced adaptive denoiser using the Schroedinger equation's solutions of quantum physics. The potential of…

Image and Video Processing · Electrical Eng. & Systems 2021-10-22 Sayantan Dutta , Adrian Basarab , Bertrand Georgeot , Denis Kouamé

Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…

Numerical Analysis · Mathematics 2026-01-13 Jiaming Guo , Dunhui Xiao

In this work, we present new proofs of convergence for Plug-and-Play (PnP) algorithms. PnP methods are efficient iterative algorithms for solving image inverse problems where regularization is performed by plugging a pre-trained denoiser in…

Optimization and Control · Mathematics 2023-11-03 Samuel Hurault , Antonin Chambolle , Arthur Leclaire , Nicolas Papadakis

This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…

Optimization and Control · Mathematics 2025-06-24 Bowen Li , Ya-xiang Yuan

We propose a novel fine-tuning method to achieve multi-operator learning through training a distributed neural operator with diverse function data and then zero-shot fine-tuning the neural network using physics-informed losses for…

Machine Learning · Computer Science 2024-11-12 Zecheng Zhang , Christian Moya , Lu Lu , Guang Lin , Hayden Schaeffer

In this paper, we propose a new decomposition approach named the proximal primal dual algorithm (Prox-PDA) for smooth nonconvex linearly constrained optimization problems. The proposed approach is primal-dual based, where the primal step…

Optimization and Control · Mathematics 2016-04-05 Mingyi Hong

In recent years several learning approaches to point goal navigation in previously unseen environments have been proposed. They vary in the representations of the environments, problem decomposition, and experimental evaluation. In this…

Robotics · Computer Science 2022-12-20 Yimeng Li , Arnab Debnath , Gregory J. Stein , Jana Kosecka

Inverse problems consist of recovering a signal from a collection of noisy measurements. These problems can often be cast as feasibility problems; however, additional regularization is typically necessary to ensure accurate and stable…

Machine Learning · Computer Science 2021-04-30 Howard Heaton , Samy Wu Fung , Aviv Gibali , Wotao Yin