相关论文: Learning a convex cost-to-go for single step model…

This paper proposes a machine-learning-based solution approach for solving multi-horizon stochastic programs. The approach embeds a deep learning neural network into a multi-horizon stochastic program to approximate the recourse operational…

In real-world scenarios, it is appealing to learn a model carrying out stochastic operations internally, known as stochastic computation graphs (SCGs), rather than learning a deterministic mapping. However, standard backpropagation is not…

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

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…

We study Constrained Online Convex Optimization with Memory (COCO-M), where both the loss and the constraints depend on a finite window of past decisions made by the learner. This setting extends the previously studied unconstrained online…

We present a novel method to synthesize a terminal cost function for a nonlinear model predictive controller (MPC) through value function approximation using supervised learning. Existing methods enforce a descent property on the terminal…

The increasing penetration of renewable energy sources introduces significant uncertainty in power system operations, making traditional deterministic unit commitment approaches computationally expensive. This paper presents a machine…

Constrained Online Convex Optimization (COCO) can be seen as a generalization of the standard Online Convex Optimization (OCO) framework. At each round, a cost function and constraint function are revealed after a learner chooses an action.…

Backtracking line-search is an old yet powerful strategy for finding a better step sizes to be used in proximal gradient algorithms. The main principle is to locally find a simple convex upper bound of the objective function, which in turn…

Model predictive control (MPC) is widely used in industries but implementing it poses challenges due to hardware or time constraints. A promising solution is to approximate the MPC policy using function approximators like neural networks.…

Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…

The derivation of multi-step-ahead prediction models from sampled data of a linear system is considered. A dedicated prediction model is built for each future time step of interest. In addition to a nominal model, the set of all models…

We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm…

We consider Constrained Online Convex Optimization (COCO) with adversarially chosen constraints. At each round, the learner chooses an action before observing the loss and constraint function for that round. The goal is to achieve small…

Model Predictive Control has emerged as a popular tool for robots to generate complex motions. However, the real-time requirement has limited the use of hard constraints and large preview horizons, which are necessary to ensure safety and…

Optimal control is a successful approach to generate motions for complex robots, in particular for legged locomotion. However, these techniques are often too slow to run in real time for model predictive control or one needs to drastically…

Model predictive control (MPC) is a powerful trajectory optimization control technique capable of controlling complex nonlinear systems while respecting system constraints and ensuring safe operation. The MPC's capabilities come at the cost…

We introduce a machine-learning framework to learn the hyperparameter sequence of first-order methods (e.g., the step sizes in gradient descent) to quickly solve parametric convex optimization problems. Our computational architecture…

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

The ongoing development of quantum processors is driving breakthroughs in scientific discovery. Despite this progress, the formidable cost of fabricating large-scale quantum processors means they will remain rare for the foreseeable future,…