相关论文: Efficient Constrained Dynamics Algorithms based on…

Least-mean squares (LMS) solvers such as Linear / Ridge / Lasso-Regression, SVD and Elastic-Net not only solve fundamental machine learning problems, but are also the building blocks in a variety of other methods, such as decision trees and…

Motivated by robotic trajectory optimization problems we consider the Augmented Lagrangian approach to constrained optimization. We first propose an alternative augmentation of the Lagrangian to handle the inequality case (not based on…

Reinforcement learning (RL) algorithms for real-world robotic applications need a data-efficient learning process and the ability to handle complex, unknown dynamical systems. These requirements are handled well by model-based and…

Conjunction analysis and maneuver planning for spacecraft collision avoidance remains a manual and time-consuming process, typically involving repeated forward simulations of hand-designed maneuvers. With the growing density of satellites…

Simplified models are useful to increase the computational efficiency of a motion planning algorithm, but their lack of accuracy have to be managed. We propose two feasibility constraints to be included in a Single Rigid Body Dynamicsbased…

We consider the classic stochastic linear quadratic regulator (LQR) problem under an infinite horizon average stage cost. By leveraging recent policy gradient methods from reinforcement learning, we obtain a first-order method that finds a…

A specialized algorithm for quadratic optimization (QO, or, formerly, QP) with disjoint linear constraints is presented. In the considered class of problems, a subset of variables are subject to linear equality constraints, while variables…

We study computational aspects of a key problem in robust statistics -- the penalized least trimmed squares (LTS) regression problem, a robust estimator that mitigates the influence of outliers in data by capping residuals with large…

We introduce the tensor numerical method for solution of the $d$-dimensional optimal control problems with fractional Laplacian type operators in constraints discretized on large $n^{\otimes d}$ tensor-product Cartesian grids. The approach…

Decentralized optimization with orthogonality constraints is found widely in scientific computing and data science. Since the orthogonality constraints are nonconvex, it is quite challenging to design efficient algorithms. Existing…

We analyse an iterative algorithm to minimize quadratic functions whose Hessian matrix $H$ is the expectation of a random symmetric $d\times d$ matrix. The algorithm is a variant of the stochastic variance reduced gradient (SVRG). In…

We consider an LQR optimal control problem with partially unknown dynamics. We propose a new model-based online algorithm to obtain an approximation of the dynamics $and$ the control at the same time during a single simulation.

Although the classical LQR design method has been very successful in real world engineering designs, in some cases, the classical design method needs modifications because of the saturation in actuators. This modified problem is sometimes…

This paper presents a scalable online algorithm to generate safe and kinematically feasible trajectories for quadrotor swarms. Existing approaches rely on linearizing Euclidean distance-based collision constraints and on axis-wise…

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

In this paper, we present an efficient Dynamic Programing framework for optimal planning and control of legged robots. First we formulate this problem as an optimal control problem for switched systems. Then we propose a multi--level…

We study quantum algorithms for approximating Lasserre's hierarchy values for polynomial optimization. Let $f,g_1,\ldots,g_m$ be real polynomials in $n$ variables and $f^\star$ the infimum of $f$ over the semialgebraic set $S(g)=\{x:…

Previous studies on stochastic primal-dual algorithms for solving min-max problems with faster convergence heavily rely on the bilinear structure of the problem, which restricts their applicability to a narrowed range of problems. The main…

This paper develops a robust fixed time optimization framework for constrained problems that guarantees exact constraint satisfaction and convergence to KKT points within fixed time , independent of initial conditions. The approach treats…