相关论文: Alternatives for optimization in systems and contr…
In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…
Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…
The main theme of this thesis is the development of computational methods for classes of infinite-dimensional optimization problems arising in optimal control and information theory. The first part of the thesis is concerned with the…
In the 1960s, a moment approach to linear time varying (LTV) minimal norm impulsive optimal control was developed, as an alternative to direct approaches (based on discretization of the equations of motion and linear programming) or…
The convex analytic method has proved to be a very versatile method for the study of infinite horizon average cost optimal stochastic control problems. In this paper, we revisit the convex analytic method and make three primary…
Reliable and efficient trajectory generation methods are a fundamental need for autonomous dynamical systems of tomorrow. The goal of this article is to provide a comprehensive tutorial of three major convex optimization-based trajectory…
Congestion control is a fundamental component of Internet infrastructure, and researchers have dedicated considerable effort to developing improved congestion control algorithms. However, despite extensive study, existing algorithms…
The augmented Lagrangian method (ALM) is a benchmark for convex programming problems with linear constraints; ALM and its variants for linearly equality-constrained convex minimization models have been well studied in the literature.…
Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…
This paper explores the role of symmetries and reduction in nonlinear control and optimal control systems. The focus of the paper is to give a geometric framework of symmetry reduction of optimal control systems as well as to show how to…
Analytic and optimization methods for solving inverse kinematics (IK) problems have been deeply studied throughout the history of robotics. The two strategies have complementary strengths and weaknesses, but developing a unified approach to…
In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…
Transitions between two lanes often have a significant impact on various forms of road traffic. To address this problem, we have developed a two-lane asymmetric simple exclusion process model and two hypothetical traffic control strategies,…
Guidance and control (G&C) technologies play a central role in the development and operation of vehicular systems. The emergence of computational guidance and control (CG&C) and highly efficient numerical algorithms has opened up the great…
Optimization networks are a new methodology for holistically solving interrelated problems that have been developed with combinatorial optimization problems in mind. In this contribution we revisit the core principles of optimization…
Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…
Minimax optimization has become a central tool in machine learning with applications in robust optimization, reinforcement learning, GANs, etc. These applications are often nonconvex-nonconcave, but the existing theory is unable to identify…
Proximal gradient methods are popular in sparse optimization as they are straightforward to implement. Nevertheless, they achieve biased solutions, requiring many iterations to converge. This work addresses these issues through a suitable…
Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…