最优化与控制
In this paper, we investigate the concept of p-convexity for sets and functions in n-dimensional Euclidean space. We establish novel algebraic and topological results within this generalized convexity framework. Furthermore, we analyze…
This paper develops a sparsity-promoting integral concurrent learning (SP-ICL) adaptation law for a linearly parametrized uncertain nonlinear control-affine system. The unknown parameters are learned using ICL with sparsity-promoting…
A framework for risk-averse optimization problems is introduced that is resilient to ambiguities in the true form of the underlying probability distribution. The focus is on problems with partial differential equations (PDEs) as…
Defining a constructive process to build general capabilities for language models in an automatic manner is considered an open problem in artificial intelligence. Towards this, we consider the problem of building a curriculum of tasks that…
Under the multiplicative noise scaling (MNS) condition, original Nesterov acceleration is provably sensitive to noise and may diverge when gradient noise overwhelms the signal. In this paper, we develop two accelerated stochastic gradient…
We consider a kinematic model of a wheeled mobile robot controlled by translational and angular velocities. For this class of nonholonomic systems, a family of time-varying feedback controllers was proposed in our previous works using…
We present a constructive lower bound of $\Omega(1/\sqrt{\varepsilon})$ for Frank-Wolfe (FW) when both the objective and the constraint set are smooth and strongly convex, showing that the known uniform $\mathcal{O}(1/\sqrt{\varepsilon})$…
Sum-of-squares (SOS) optimization provides a computationally tractable framework for certifying polynomial nonnegativity. If the considered problem is convex, the SOS problem can be transcribed into and solved by semi-definite programs.…
The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…
In this work, we investigate the well-posedness, stabilization, and boundary controllability of a linear Rao-Nakra type sandwich beam. The system consists of three coupled equations that represent the longitudinal displacements of the outer…
In this paper, we study the decentralized optimization problem of minimizing a finite sum of continuously differentiable and possibly nonconvex functions over a fixed-connected undirected network. We propose a unified decentralized…
We present Riccati-ZORO, an algorithm for tube-based optimal control problems (OCP). Tube OCPs predict a tube of trajectories in order to capture predictive uncertainty. The tube induces a constraint tightening via additional backoff terms.…
We develop a system-theoretic framework for the structured analysis of distributed optimization algorithms with decomposable cost functions. We model such algorithms as a network of interacting dynamical systems and derive tests for…
Adversarial decision-making in partially observable multi-agent systems requires sophisticated strategies for both deception and counter-deception. This paper presents a sequential hypothesis testing (SHT)-driven framework that captures the…
In this paper, we study the existence and uniqueness of solutions to a class of non-Lipschitz G-BSDEs and the corresponding stochastic recursive optimal control problem. More precisely, we suppose that the generator of G-BSDE is uniformly…
We study a n-player and mean-field portfolio optimization problem under relative performance concerns with non-zero volatility, for wealth and consumption. The consistency assumption defining forward relative performance processes leads to…
With the growing global emphasis on sustainability and the implementation of contemporary environmental policies, photovoltaic (PV) generation is playing an increasingly important role in modern power systems, while its intrinsic…
Classic subdifferentials in variational analysis may fail to fully represent the Bregman proximal operator in the absence of convexity. In this paper, we fill this gap by introducing the left and right \emph{Bregman level proximal…
In this paper, we focus on a class of decentralized constraint-coupled optimization problem: $\min_{x_i \in \mathbb{R}^{d_i}, i \in \mathcal{I}; y \in \mathbb{R}^p}$ $\sum_{i=1}^n\left(f_i(x_i) + g_i(x_i)\right) + h(y) \ \text{s.t.} \…
We introduce a fast and scalable method for solving quadratic programs with conditional value-at-risk (CVaR) constraints. While these problems can be formulated as standard quadratic programs, the number of variables and constraints grows…