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Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
Quadratic programming (QP) is a fundamental optimization model with wide-ranging applications in decision-making and machine learning, yet efficiently solving large-scale instances remains a major computational challenge. Building upon the…
The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…
Sequential Quadratic Programming (SQP) is a powerful class of algorithms for solving nonlinear optimization problems. Local convergence of SQP algorithms is guaranteed when the Hessian approximation used in each Quadratic Programming…
We consider the dynamic resource allocation problem where the decision space is finite-dimensional, yet the solution must satisfy a large or even infinite number of constraints revealed via streaming data or oracle feedback. We model this…
A constrained optimization problem is primal infeasible if its constraints cannot be satisfied, and dual infeasible if the constraints of its dual problem cannot be satisfied. We propose a novel iterative method, named proportional-integral…
This paper studies a class of partially observed Linear Quadratic Gaussian (LQG) problems with unknown dynamics. We establish an end-to-end sample complexity bound on learning a robust LQG controller for open-loop stable plants. This is…
This paper presents a novel feasible-set reshaping technique to optimization-based control with ensured constraint qualification. In our problem setting, the feasible set of admissible control inputs depends on the real-time state of the…
The Conditional Preference Network (CP-net) graphically represents user's qualitative and conditional preference statements under the ceteris paribus interpretation. The constrained CP-net is an extension of the CP-net, to a set of…
Bilevel optimization involves a hierarchical structure where one problem is nested within another, leading to complex interdependencies between levels. We propose a single-loop, tuning-free algorithm that guarantees anytime feasibility,…
Solving nonlinear model predictive control problems in real time is still an important challenge despite of recent advances in computing hardware, optimization algorithms and tailored implementations. This challenge is even greater when…
Controller design for nonlinear systems with Control Lyapunov Function (CLF) based quadratic programs has recently been successfully applied to a diverse set of difficult control tasks. These existing formulations do not address the gap…
Multilevel programming is the standard framework for modeling hierarchical decision-making. In this paper, we characterize the computational complexity of deciding the existence of feasible and optimal solutions, as well as computing the…
Load balancing and auto scaling are at the core of scalable, contemporary systems, addressing dynamic resource allocation and service rate adjustments in response to workload changes. This paper introduces a novel model and algorithms for…
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By…
In this paper, we study the problem of optimizing a linear program whose variables are the answers to a conjunctive query. For this we propose the language LP(CQ) for specifying linear programs whose constraints and objective functions…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
This article introduces PlaCo, a software framework designed to simplify the formulation and solution of Quadratic Programming (QP)-based planning and control problems for robotic systems. PlaCo provides a high-level interface that…
Feasible path algorithms have been widely used for process optimisation due to its good convergence. The sequential quadratic programming (SQP) algorithm is usually used to drive the feasible path algorithms towards optimality. However,…
The peptide-protein docking problem is an important problem in structural biology that facilitates rational and efficient drug design. In this work, we explore modeling and solving this problem with the quantum-amenable quadratic…