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We propose a new numerical method for the computation of the optimal value function of perturbed control systems and associated globally stabilizing optimal feedback controllers. The method is based on a set oriented discretization of state…

Optimization and Control · Mathematics 2007-05-23 Lars Grüne , Oliver Junge

Stochastic optimisation problems minimise expectations of random cost functions. We use 'optimise then discretise' method to solve stochastic optimisation. In our approach, accurate quadrature methods are required to calculate the…

Numerical Analysis · Mathematics 2022-02-22 Yuancheng Zhou

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

In this paper we provide optimal bounds for fully discrete approximations to finite horizon problems via dynamic programming. We adapt the error analysis in \cite{nos} for the infinite horizon case to the finite horizon case. We prove an a…

Optimization and Control · Mathematics 2026-02-19 Javier de Frutos , Julia Novo

In this paper, we propose objective-function-free (OFF) variants of the proximal Newton method for nonconvex composite optimization problems and the regularized Newton method for unconstrained optimization problems, respectively, using…

Optimization and Control · Mathematics 2026-05-19 Hong Zhu

We present a novel algorithm for online, real-time orientation estimation. Our algorithm integrates gyroscope data and corrects the resulting orientation estimate for integration drift using accelerometer and magnetometer data. This…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Manon Kok , Thomas B. Schön

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction…

Information Theory · Computer Science 2017-09-18 Andrea Simonetto , Aryan Mokhtari , Alec Koppel , Geert Leus , Alejandro Ribeiro

Many problems in navigation and tracking require increasingly accurate characterizations of the evolution of uncertainty in nonlinear systems. Nonlinear uncertainty propagation approaches based on Gaussian mixture density approximations…

Machine Learning · Statistics 2025-12-30 Jackson Kulik , Keith A. LeGrand

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady

Existing Gaussian splatting methods often fall short in achieving satisfactory novel view synthesis in driving scenes, primarily due to the absence of crafty designs and geometric constraints for the involved elements. This paper introduces…

Computer Vision and Pattern Recognition · Computer Science 2024-08-20 Xi Shi , Lingli Chen , Peng Wei , Xi Wu , Tian Jiang , Yonggang Luo , Lecheng Xie

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

Unconstrained remote gaze estimation remains challenging mostly due to its vulnerability to the large variability in head-pose. Prior solutions struggle to maintain reliable accuracy in unconstrained remote gaze tracking. Among them,…

Computer Vision and Pattern Recognition · Computer Science 2020-04-09 Zhecan Wang , Jian Zhao , Cheng Lu , Han Huang , Fan Yang , Lianji Li , Yandong Guo

Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…

Optimization and Control · Mathematics 2024-12-19 Andrey Sadchikov , Savelii Chezhegov , Aleksandr Beznosikov , Alexander Gasnikov

In this paper, we introduce a fast row-stochastic decentralized algorithm, referred to as FRSD, to solve consensus optimization problems over directed communication graphs. The proposed algorithm only utilizes row-stochastic weights,…

Optimization and Control · Mathematics 2023-10-02 Diyako Ghaderyan , Necdet Serhat Aybat , A. Pedro Aguiar , Fernando Lobo Pereira

In highly nonlinear systems such as the ones commonly found in astrodynamics, Gaussian distributions generally evolve into non-Gaussian distributions. This paper introduces a method for effectively controlling non-Gaussian distributions in…

Systems and Control · Electrical Eng. & Systems 2025-10-16 Daniel C. Qi , Kenshiro Oguri , Puneet Singla , Maruthi R. Akella

The DESC stellarator optimization code takes advantage of advanced numerical methods to search the full parameter space much faster than conventional tools. Only a single equilibrium solution is needed at each optimization step thanks to…

Plasma Physics · Physics 2023-04-19 Daniel Dudt , Rory Conlin , Dario Panici , Egemen Kolemen

This paper proposes a fast decentralized algorithm for solving a consensus optimization problem defined in a directed networked multi-agent system, where the local objective functions have the smooth+nonsmooth composite form, and are…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-28 Jinshan Zeng , Tao He , Mingwen Wang

We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step…

Robotics · Computer Science 2021-11-18 Kyle Stachowicz , Evangelos A. Theodorou

Recent advances in 3D Gaussian Splatting (3DGS) have achieved remarkable success in high-fidelity Novel View Synthesis (NVS), yet the optimization process inevitably introduces noisy Gaussian primitives due to the sparse and incomplete…

Computer Vision and Pattern Recognition · Computer Science 2026-05-15 Qingyuan Zhou , Xinyi Liu , Weidong Yang , Ning Wang , Shuquan Ye , Ben Fei , Ying He , Wanli Ouyang

Recent advances in diffusion models attempt to handle conditional generative tasks by utilizing a differentiable loss function for guidance without the need for additional training. While these methods achieved certain success, they often…

Machine Learning · Computer Science 2024-07-08 Lingxiao Yang , Shutong Ding , Yifan Cai , Jingyi Yu , Jingya Wang , Ye Shi
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