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Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…

Machine Learning · Computer Science 2020-06-15 Vyacheslav Kungurtsev , Bapi Chatterjee , Dan Alistarh

This study proposes an event-based reconfiguration control to navigate a robot swarm through challenging environments with narrow passages such as valleys, tunnels, and corridors. The robot swarm is modeled as an undirected graph, where…

Robotics · Computer Science 2025-05-23 Duy-Nam Bui , Manh Duong Phung , Hung Pham Duy

Priors with non-smooth log-densities, such as the l1-prior, are widely used in Bayesian inverse problems for their sparsity-inducing properties. Existing Langevin-based sampling methods typically rely on proximal mappings or smooth…

Numerical Analysis · Mathematics 2026-05-05 Ivan Cheltsov , Federico Cornalba , Clarice Poon , Tony Shardlow

Domain randomization (DR) enables sim-to-real transfer by training controllers on a distribution of simulated environments, with the goal of achieving robust performance in the real world. Although DR is widely used in practice and is often…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

The paper considers a distributed algorithm for global minimization of a nonconvex function. The algorithm is a first-order consensus + innovations type algorithm that incorporates decaying additive Gaussian noise for annealing, converging…

Optimization and Control · Mathematics 2019-07-23 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura

This paper develops a distributed model predictive control (DMPC) strategy for a class of discrete-time linear systems with consideration of globally coupled constraints. The DMPC under study is based on the dual problem concerning all…

Optimization and Control · Mathematics 2019-07-25 Yanxu Su , Yang Shi , Changyin Sun

We consider the problem of minimizing a convex objective function $F$ when one can only evaluate its noisy approximation $\hat{F}$. Unless one assumes some structure on the noise, $\hat{F}$ may be an arbitrary nonconvex function, making the…

Data Structures and Algorithms · Computer Science 2018-06-19 Oren Mangoubi , Nisheeth K. Vishnoi

Gradient compression is of growing interests for solving constrained optimization problems including compressed sensing, noisy recovery and matrix completion under limited communication resources and storage costs. Convergence analysis of…

Optimization and Control · Mathematics 2024-10-30 Zhaoyue Xia , Jun Du , Chunxiao Jiang , H. Vincent Poor , Yong Ren

This paper considers the problem of designing a continuous-time dynamical system that solves a constrained nonlinear optimization problem and makes the feasible set forward invariant and asymptotically stable. The invariance of the feasible…

Optimization and Control · Mathematics 2024-08-27 Ahmed Allibhoy , Jorge Cortés

Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, it seems to be a considerable restriction when the potentials are often required to be smooth (gradient Lipschitz). This paper…

Computation · Statistics 2022-02-23 Dao Nguyen

Noisy particle gradient descent (NPGD) is an algorithm to minimize convex functions over the space of measures that include an entropy term. In the many-particle limit, this algorithm is described by a Mean-Field Langevin dynamics - a…

Optimization and Control · Mathematics 2022-08-12 Lénaïc Chizat

In this letter, we present a constraint-driven optimal control framework that achieves emergent cluster flocking within a constrained 2D environment. We formulate a decentralized optimal control problem that includes safety, flocking, and…

Optimization and Control · Mathematics 2022-03-22 Logan E. Beaver , Andreas A. Malikopoulos

We introduce a class of distributed nonlinear control systems, termed as the flow-tracker dynamics, which capture phenomena where the average state is controlled by the average control input, with no individual agent has direct access to…

Optimization and Control · Mathematics 2022-11-09 Behrouz Touri , Bahman Gharesifard

Conservation principles like conservation of charge or energy provide a natural way to couple and constrain different physical variables. In this letter, we propose a dynamical system model that exploits these constraints for solving…

Optimization and Control · Mathematics 2017-07-24 Oindrila Chatterjee , Shantanu Chakrabartty

The Langevin Markov chain algorithms are widely deployed methods to sample from distributions in challenging high-dimensional and non-convex statistics and machine learning applications. Despite this, current bounds for the Langevin…

Data Structures and Algorithms · Computer Science 2019-04-10 Oren Mangoubi , Nisheeth K. Vishnoi

We present a unified framework to analyze the global convergence of Langevin dynamics based algorithms for nonconvex finite-sum optimization with $n$ component functions. At the core of our analysis is a direct analysis of the ergodicity of…

Machine Learning · Statistics 2020-10-20 Pan Xu , Jinghui Chen , Difan Zou , Quanquan Gu

In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…

Optimization and Control · Mathematics 2020-07-14 Weijun Meng , Jingtao Shi

In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…

Probability · Mathematics 2025-11-14 Patrick Cattiaux , Paula Cordero-Encinar , Arnaud Guillin

An analytic framework based on partial differential equations is derived for certain dynamic clustering methods. The proposed mathematical framework is based on the application of the conservation law in physics to characterize successive…

Methodology · Statistics 2013-07-11 Xiaogang Wang , Jianhong Wu
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