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Ordinary differential equations (ODEs) are widely used to model biological, (bio-)chemical and technical processes. The parameters of these ODEs are often estimated from experimental data using ODE-constrained optimisation. This article…
A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…
Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…
We consider a general class of two-stage distributionally robust optimization (DRO) problems where the ambiguity set is constrained by fixed marginal probability laws that are not necessarily discrete. We derive primal and dual formulations…
Solving NP-hard/complete combinatorial problems with neural networks is a challenging research area that aims to surpass classical approximate algorithms. The long-term objective is to outperform hand-designed heuristics for…
We consider the problem of finding the best memoryless stochastic policy for an infinite-horizon partially observable Markov decision process (POMDP) with finite state and action spaces with respect to either the discounted or mean reward…
We present a new algorithm for solving a polynomial program P based on the recent "joint + marginal" approach of the first author for, parametric optimization. The idea is to first consider the variable x1 as a parameter and solve the…
Vertex Subset Problems (VSPs) are a class of combinatorial optimization problems on graphs where the goal is to find a subset of vertices satisfying a predefined condition. Two prominent approaches for solving VSPs are dynamic programming…
This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…
In this work, we consider the low rank decomposition (SDPR) of general convex semidefinite programming problems (SDP) that contain both a positive semidefinite matrix and a nonnegative vector as variables. We develop a rank-support-adaptive…
This paper investigates the optimality conditions for characterizing the local minimizers of the constrained optimization problems involving an $\ell_p$ norm ($0<p<1$) of the variables, which may appear in either the objective or the…
In this paper, we propose a new nonlinear optimization model to solve semidefinite optimization problems (SDPs), providing some properties related to local optimal solutions. The proposed model is based on another nonlinear optimization…
In this paper, we study the conditional stochastic optimization (CSO) problem which covers a variety of applications including portfolio selection, reinforcement learning, robust learning, causal inference, etc. The sample-averaged gradient…
We propose and study a novel stochastic inertial primal-dual approach to solve composite optimization problems. These latter problems arise naturally when learning with penalized regularization schemes. Our analysis provide convergence…
This paper introduces algorithms for problems where a decision maker has to control a system composed of several components and has access to only partial information on the state of each component. Such problems are difficult because of…
A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…
A standard objective in partially-observable Markov decision processes (POMDPs) is to find a policy that maximizes the expected discounted-sum payoff. However, such policies may still permit unlikely but highly undesirable outcomes, which…
This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…
In the circuit model of quantum computing, amplitude amplification techniques can be used to find solutions to NP-hard problems defined on $n$-bits in time $\text{poly}(n) 2^{n/2}$. In this work, we investigate whether such general…
This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…