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We present a new solver for non-convex trajectory optimization problems that is specialized for robotics applications. CALIPSO, or the Conic Augmented Lagrangian Interior-Point SOlver, combines several strategies for constrained numerical…

Robotics · Computer Science 2023-01-12 Taylor A. Howell , Simon Le Cleac'h , Kevin Tracy , Zachary Manchester

In recent years, leveraging parallel and distributed computational resources has become essential to solve problems of high computational cost. Bayesian optimization (BO) has shown attractive results in those expensive-to-evaluate problems…

Machine Learning · Statistics 2020-06-25 Masahiro Nomura

We consider the decentralized convex optimization problem, where multiple agents must cooperatively minimize a cumulative objective function, with each local function expressible as an empirical average of data-dependent losses.…

Optimization and Control · Mathematics 2020-12-15 Ketan Rajawat , Chirag Kumar

Dynamic environments pose great challenges for expensive optimization problems, as the objective functions of these problems change over time and thus require remarkable computational resources to track the optimal solutions. Although…

Neural and Evolutionary Computing · Computer Science 2024-08-14 Huan Zhang , Jinliang Ding , Liang Feng , Kay Chen Tan , Ke Li

In a Hilbert setting, for convex differentiable optimization, we develop a general framework for adaptive accelerated gradient methods. They are based on damped inertial dynamics where the coefficients are designed in a closed-loop way.…

Optimization and Control · Mathematics 2025-01-28 Hedy Attouch , Radu Ioan Bot , Dang-Khoa Nguyen

A high-order accurate adjoint-based optimization framework is presented for unsteady multiphysics problems. The fully discrete adjoint solver relies on the high-order, linearly stable, partitioned solver introduced in [1], where different…

Numerical Analysis · Mathematics 2019-01-01 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr

Gradient tracking methods have emerged as one of the most popular approaches for solving decentralized optimization problems over networks. In this setting, each node in the network has a portion of the global objective function, and the…

Optimization and Control · Mathematics 2023-11-27 Albert S. Berahas , Raghu Bollapragada , Shagun Gupta

In this work, the author presents a novel method for finding descent directions shared by two or more differentiable functions defined on the same unconstrained domain space. Then, the author illustrates an alternative Multiple-Gradient…

Optimization and Control · Mathematics 2026-01-08 Francesco Della Santa

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

Distributed optimization enables networked agents to cooperatively solve a global optimization problem even with each participating agent only having access to a local partial view of the objective function. Despite making significant…

Optimization and Control · Mathematics 2022-10-04 Yongqiang Wang , Tamer Başar

This paper consider solving a class of nonconvex-strongly-convex distributed stochastic bilevel optimization (DSBO) problems with personalized inner-level objectives. Most existing algorithms require computational loops for hypergradient…

Optimization and Control · Mathematics 2025-04-08 Youcheng Niu , Jinming Xu , Ying Sun , Yan Huang , Li Chai

This short, self-contained article seeks to introduce and survey continuous-time deep learning approaches that are based on neural ordinary differential equations (neural ODEs). It primarily targets readers familiar with ordinary and…

Machine Learning · Computer Science 2024-01-09 Lars Ruthotto

This work introduces a novel discontinuity-tracking framework for resolving discontinuous solutions of conservation laws with high-order numerical discretizations that support inter-element solution discontinuities, such as discontinuous…

Numerical Analysis · Mathematics 2018-05-09 Matthew J. Zahr , Per-Olof Persson

Metaheuristic algorithms have gained widespread application across various fields owing to their ability to generate diverse solutions. One such algorithm is the Snake Optimizer (SO), a progressive optimization approach. However, SO suffers…

Robotics · Computer Science 2025-08-14 Genliang Li , Yaxin Cui , Jinyu Su

This paper studies the distributed minimax optimization problem over networks. To enhance convergence performance, we propose a distributed optimistic gradient tracking method, termed DOGT, which solves a surrogate function that captures…

Optimization and Control · Mathematics 2025-09-01 Yan Huang , Jinming Xu , Jiming Chen , Karl Henrik Johansson

We introduce two block coordinate descent algorithms for solving optimization problems with ordinary differential equations (ODEs) as dynamical constraints. The algorithms do not need to implement direct or adjoint sensitivity analysis…

Machine Learning · Computer Science 2022-08-30 Ion Matei , Maksym Zhenirovskyy , Johan de Kleer , John Maxwell

In this paper, we deal with a network of agents that want to cooperatively minimize the sum of local cost functions depending on a common decision variable. We consider the challenging scenario in which objective functions are unknown and…

Optimization and Control · Mathematics 2024-11-08 Nicola Mimmo , Guido Carnevale , Andrea Testa , Giuseppe Notarstefano

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Optimization and Control · Mathematics 2023-11-20 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

Implicit layer deep learning techniques, like Neural Differential Equations, have become an important modeling framework due to their ability to adapt to new problems automatically. Training a neural differential equation is effectively a…

Machine Learning · Computer Science 2023-06-05 Avik Pal , Alan Edelman , Chris Rackauckas