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Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…

Optimization and Control · Mathematics 2025-11-17 Yuyang Huang , Dante Kalise , Hicham Kouhkouh

We introduce and study the infinite dimensional linear programming problem which along with its dual allows one to characterize the optimal value of the deterministic long-run average optimal control problem in the general case when the…

Optimization and Control · Mathematics 2018-05-08 Vivek S. Borkar , Vladimir Gaitsgory

We study the problem of building an efficient learning system. Efficient learning processes information in the least time, i.e., building a system that reaches a desired error threshold with the least number of observations. Building upon…

Machine Learning · Computer Science 2025-09-26 Siyuan Guo , Bernhard Schölkopf

The work is organized as follows. First an introduction is given in Chapter 1. In Chapter 2 we introduce the POD method in finite and infinite-dimensional Hilbert spaces and discuss various applications. Chapter 3 is devoted to to POD-based…

Optimization and Control · Mathematics 2024-04-11 Stefan Banholzer , Dennis Beermann , Luca Mechelli , Stefan Volkwein

We present a new approach to using neural networks to approximate the solutions of variational equations, based on the adaptive construction of a sequence of finite-dimensional subspaces whose basis functions are realizations of a sequence…

Machine Learning · Computer Science 2021-06-01 Mark Ainsworth , Justin Dong

In this work, we introduce a learning model designed to meet the needs of applications in which computational resources are limited, and robustness and interpretability are prioritized. Learning problems can be formulated as constrained…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Christos Mavridis , John Baras

We propose a new methodology for parameterized constrained robust optimization, an important class of optimization problems under uncertainty, based on learning with a self-supervised penalty-based loss function. Whereas supervised learning…

Optimization and Control · Mathematics 2025-03-10 Wyame Benslimane , Paul Grigas

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

In this paper, we adopt a probability distribution estimation perspective to explore the optimization mechanisms of supervised classification using deep neural networks. We demonstrate that, when employing the Fenchel-Young loss, despite…

Machine Learning · Computer Science 2025-04-01 Binchuan Qi , Wei Gong , Li Li

Understanding the learning dynamics of neural networks is one of the key issues for the improvement of optimization algorithms as well as for the theoretical comprehension of why deep neural nets work so well today. In this paper, we…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Romain Couillet

This work shows the existence of optimal control laws for persistent monitoring of mobile targets in a one-dimensional mission space and derives explicit solutions. The underlying performance metric consists of minimizing the total…

Optimization and Control · Mathematics 2022-10-05 Jonas Hall , Sean B. Andersson , Christos G. Cassandras

A large body of animation research focuses on optimization of movement control, either as action sequences or policy parameters. However, as closed-form expressions of the objective functions are often not available, our understanding of…

Machine Learning · Computer Science 2020-08-25 Perttu Hämäläinen , Juuso Toikka , Amin Babadi , C. Karen Liu

Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

Robotics · Computer Science 2022-10-31 Wilson Jallet , Antoine Bambade , Nicolas Mansard , Justin Carpentier

We develop an optimization-based framework for joint real-time trajectory planning and feedback control of feedback-linearizable systems. To achieve this goal, we define a target trajectory as the optimal solution of a time-varying…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Tianqi Zheng , John Simpson-Porco , Enrique Mallada

The dynamic formulation of optimal transport has attracted growing interests in scientific computing and machine learning, and its computation requires to solve a PDE-constrained optimization problem. The classical Eulerian discretization…

Machine Learning · Computer Science 2022-05-17 Wei Wan , Yuejin Zhang , Chenglong Bao , Bin Dong , Zuoqiang Shi

This paper deals with estimating model parameters in graphical models. We reformulate it as an information geometric optimization problem and introduce a natural gradient descent strategy that incorporates additional meta parameters. We…

Machine Learning · Computer Science 2019-05-15 Eric Benhamou , Jamal Atif , Rida Laraki , David Saltiel

Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some…

Machine Learning · Statistics 2024-01-30 Christian Yeo

We describe an approximate dynamic programming approach to compute lower bounds on the optimal value function for a discrete time, continuous space, infinite horizon setting. The approach iteratively constructs a family of lower bounding…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Paul N. Beuchat , Joseph Warrington , John Lygeros

This paper proposes an optimization-based approach to predict trajectories of autonomous race cars. We assume that the observed trajectory is the result of an optimization problem that trades off path progress against acceleration and jerk…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Rudolf Reiter , Florian Messerer , Markus Schratter , Daniel Watzenig , Moritz Diehl
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