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In this work, we propose a stochastic gradient descent (SGD) framework to design data-driven policy gradient descent algorithms for the linear quadratic regulator problem. Two alternative schemes are considered to estimate the policy…

系统与控制 · 电气工程与系统科学 2026-02-24 Bowen Song , Simon Weissmann , Mathias Staudigl , Andrea Iannelli

We investigate a family of approximate multi-step proximal point methods, framed as implicit linear discretizations of gradient flow. The resulting methods are multi-step proximal point methods, with similar computational cost in each…

最优化与控制 · 数学 2025-01-15 Yushen Huang , Yifan Sun

We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…

最优化与控制 · 数学 2025-06-04 Niklas Baumgarten , David Schneiderhan

Voltage control in power distribution networks has been greatly challenged by the increasing penetration of volatile and intermittent devices. These devices can also provide limited reactive power resources that can be used to regulate the…

系统与控制 · 计算机科学 2016-07-26 Hao Jan Liu , Wei Shi , Hao Zhu

The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…

最优化与控制 · 数学 2019-10-24 Brian Swenson , Anirudh Sridhar , H. Vincent Poor

This paper presents a Graphics Processing Units (GPUs) acceleration method of an iterative scheme for gas-kinetic model equations. Unlike the previous GPU parallelization of explicit kinetic schemes, this work features a fast converging…

计算物理 · 物理学 2020-01-08 Lianhua Zhu , Peng Wang , Songze Chen , Zhaoli Guo , Yonghao Zhang

The compositional model is often used to describe multicomponent multiphase porous media flows in the petroleum industry. The fully implicit method with strong stability and weak constraints on time-step sizes is commonly used in the…

数值分析 · 数学 2024-09-18 Li Zhao , Chen-Song Zhang , Chun-Sheng Feng , Shi Shu

As graph analytics often involves compute-intensive operations, GPUs have been extensively used to accelerate the processing. However, in many applications such as social networks, cyber security, and fraud detection, their representative…

数据结构与算法 · 计算机科学 2018-06-28 Mo Sha , Yuchen Li , Bingsheng He , Kian-Lee Tan

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

机器学习 · 统计学 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower

Fluid simulations are often performed using the incompressible Navier-Stokes equations (INSE), leading to sparse linear systems which are difficult to solve efficiently in parallel. Recently, kinetic methods based on the…

图形学 · 计算机科学 2021-01-29 Yixin Chen , Wei Li , Rui Fan , Xiaopei Liu

This paper is about a parallel algorithm for tube-based model predictive control. The proposed control algorithm solves robust model predictive control problems suboptimally, while exploiting their structure. This is achieved by…

最优化与控制 · 数学 2019-10-09 Kai Wang , Yuning Jiang , Juraj Oravec , Mario E. Villanueva , Boris Houska

In this paper, we study the operational problem of connected hydro power reservoirs which involves sequential decision-making in an uncertain and dynamic environment. The problem is traditionally formulated as a stochastic dynamic program…

最优化与控制 · 数学 2022-05-17 Farzaneh Pourahmadi , Trine Krogh Boomsma

This study presents a reconstruction of the Gaussian Beam Tracing solution using CUDA, with a particular focus on the utilisation of GPU acceleration as a means of overcoming the performance limitations of traditional CPU algorithms in…

性能 · 计算机科学 2025-01-24 Zhang Sheng , Lishu Duan , Hanbo Jiang

The rapid expansion of GPU-accelerated computing has enabled major advances in large-scale artificial intelligence (AI), while heightening concerns about how accelerators are observed or governed once deployed. Governance is essential to…

密码学与安全 · 计算机科学 2026-02-13 Saleh K. Monfared , Fatemeh Ganji , Dan Holcomb , Shahin Tajik

Over the past twenty years, artificial Gene Regulatory Networks (GRNs) have shown their capacity to solve real-world problems in various domains such as agent control, signal processing and artificial life experiments. They have also…

神经与进化计算 · 计算机科学 2018-07-17 Dennis G Wilson , Kyle Harrington , Sylvain Cussat-Blanc , Hervé Luga

This paper proposes online sampling in the parameter space of a neural network for GPU-accelerated motion planning of autonomous vehicles. Neural networks are used as controller parametrization since they can handle nonlinear non-convex…

机器人学 · 计算机科学 2019-04-16 Mogens Graf Plessen

The expansion in automation of increasingly fast applications and low-power edge devices poses a particular challenge for optimization based control algorithms, like model predictive control. Our proposed machine-learning supported approach…

系统与控制 · 电气工程与系统科学 2025-01-08 Hendrik Alsmeier , Anton Savchenko , Rolf Findeisen

This paper proposes a spatiotemporal graph neural network-based performance prediction algorithm to address the challenge of forecasting performance fluctuations in distributed backend systems with multi-level service call structures. The…

机器学习 · 计算机科学 2025-08-12 Zhihao Xue , Yun Zi , Nia Qi , Ming Gong , Yujun Zou

Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…

系统与控制 · 电气工程与系统科学 2021-05-17 Tim Brüdigam , Fulvio di Luzio , Lucia Pallottino , Dirk Wollherr , Marion Leibold

This paper presents a concise overview of sensitivity-based methods for solving large-scale optimization problems in distributed fashion. The approach relies on sensitivities and primal decomposition to achieve coordination between the…

最优化与控制 · 数学 2025-12-10 Maximilian Pierer von Esch , Andreas Völz , Knut Graichen