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We study a challenging form of Smoothed Online Convex Optimization, a.k.a. SOCO, including multi-step nonlinear switching costs and feedback delay. We propose a novel machine learning (ML) augmented online algorithm, Robustness-Constrained…

Machine Learning · Computer Science 2023-11-01 Pengfei Li , Jianyi Yang , Adam Wierman , Shaolei Ren

Nonnegativity certificates can be used to obtain tight dual bounds for polynomial optimization problems. Hierarchies of certificate-based relaxations ensure convergence to the global optimum, but higher levels of such hierarchies can become…

Optimization and Control · Mathematics 2023-04-25 Ksenia Bestuzheva , Helena Völker , Ambros Gleixner

The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Manfred Morari

Queuing network control is essential for managing congestion in job-processing systems such as service systems, communication networks, and manufacturing processes. Despite growing interest in applying reinforcement learning (RL)…

Machine Learning · Computer Science 2024-09-06 Ethan Che , Jing Dong , Hongseok Namkoong

Discretization based approaches to solving online reinforcement learning problems have been studied extensively in practice on applications ranging from resource allocation to cache management. Two major questions in designing…

Machine Learning · Statistics 2024-09-30 Sean R. Sinclair , Siddhartha Banerjee , Christina Lee Yu

The key innovation of our analytical method, CaRT, lies in establishing a new hierarchical, distributed architecture to guarantee the safety and robustness of a given learning-based motion planning policy. First, in a nominal setting, the…

Robotics · Computer Science 2023-08-15 Hiroyasu Tsukamoto , Benjamin Rivière , Changrak Choi , Amir Rahmani , Soon-Jo Chung

We consider (stochastic) subgradient methods for strongly convex but potentially nonsmooth non-Lipschitz optimization. We provide new equivalent dual descriptions (in the style of dual averaging) for the classic subgradient method, the…

Optimization and Control · Mathematics 2024-12-31 Benjamin Grimmer , Danlin Li

We introduce a doubly stochastic proximal gradient algorithm for optimizing a finite average of smooth convex functions, whose gradients depend on numerically expensive expectations. Our main motivation is the acceleration of the…

Machine Learning · Statistics 2016-11-09 Massil Achab , Agathe Guilloux , Stéphane Gaïffas , Emmanuel Bacry

We study the problem of safe online convex optimization, where the action at each time step must satisfy a set of linear safety constraints. The goal is to select a sequence of actions to minimize the regret without violating the safety…

Machine Learning · Computer Science 2021-11-16 Sapana Chaudhary , Dileep Kalathil

The spectral risk has wide applications in machine learning, especially in real-world decision-making, where people are not only concerned with models' average performance. By assigning different weights to the losses of different sample…

Optimization and Control · Mathematics 2024-07-23 Yuze Ge , Rujun Jiang

Unseen shifts in environment dynamics, driven by hidden parameters such as friction or gravity, create a challenge for maintaining safety. We address this challenge by proposing Adaptive Shielding, a framework for safe reinforcement…

Machine Learning · Computer Science 2026-02-03 Minjae Kwon , Tyler Ingebrand , Ufuk Topcu , Lu Feng

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

Bilevel optimization is a key framework in hierarchical decision-making, where one problem is embedded within the constraints of another. In this work, we propose a control-theoretic approach to solving bilevel optimization problems. Our…

Optimization and Control · Mathematics 2025-03-25 Sina Sharifi , Nazanin Abolfazli , Erfan Yazdandoost Hamedani , Mahyar Fazlyab

Imitation learning (IL) enables autonomous behavior by learning from expert demonstrations. While more sample-efficient than comparative alternatives like reinforcement learning, IL is sensitive to compounding errors induced by distribution…

Systems and Control · Electrical Eng. & Systems 2025-12-22 Aditya Gahlawat , Ahmed Aboudonia , Sandeep Banik , Naira Hovakimyan , Nikolai Matni , Aaron D. Ames , Gioele Zardini , Alberto Speranzon

This paper demonstrates the applicability of the safe model predictive control (SMPC) framework to autonomous driving scenarios, focusing on the design of adaptive cruise control (ACC) and automated lane-change systems. Building on the SMPC…

Systems and Control · Electrical Eng. & Systems 2025-05-12 Francesco Prignoli , Ying Shuai Quan , Mohammad Jeddi , Jonas Sjöberg , Paolo Falcone

Planning and control for autonomous vehicles usually are hierarchical separated. However, increasing performance demands and operating in highly dynamic environments requires an frequent re-evaluation of the planning and tight integration…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Markus Koegel , Mohamed Ibrahim , Christian Kallies , Rolf Findeisen

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

Numerical Analysis · Mathematics 2025-01-14 Gouranga Mallik , Ramesh Chandra Sau

We propose an adversarial deep reinforcement learning (ADRL) algorithm for high-dimensional stochastic control problems. Inspired by the information relaxation duality, ADRL reformulates the control problem as a min-max optimization between…

Optimization and Control · Mathematics 2025-07-03 Nan Chen , Mengzhou Liu , Xiaoyan Wang , Nanyi Zhang

Neural networks (NNs) can achieved high performance in various fields such as computer vision, and natural language processing. However, deploying NNs in resource-constrained safety-critical systems has challenges due to uncertainty in the…

Machine Learning · Computer Science 2024-01-17 Soyed Tuhin Ahmed

Although neural networks have been applied to several systems in recent years, they still cannot be used in safety-critical systems due to the lack of efficient techniques to certify their robustness. A number of techniques based on convex…

Machine Learning · Computer Science 2021-09-28 Ziye Ma , Somayeh Sojoudi
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