相关论文: Lossless Convexification for Linear Systems with P…

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

We consider the problem of designing a smooth trajectory that traverses a sequence of convex sets in minimum time, while satisfying given velocity and acceleration constraints. This problem is naturally formulated as a nonconvex program. To…

In this paper, we present an equivalent convex optimization formulation for discrete-time stochastic linear systems subject to linear chance constraints, alongside a tight convex relaxation for quadratic chance constraints. By lifting the…

This paper studies the problem of online stabilization of an unknown discrete-time linear time-varying (LTV) system under bounded non-stochastic (potentially adversarial) disturbances. We propose a novel control algorithm based on convex…

We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…

In this paper, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full…

This paper presents a convex optimization-based framework for synthesizing time-varying controlled invariant funnels and associated feedback control around a given nominal trajectory for nonlinear systems subject to bounded disturbances.…

We consider optimization problems in which the goal is find a $k$-dimensional subspace of $\mathbb{R}^n$, $k<<n$, which minimizes a convex and smooth loss. Such problems generalize the fundamental task of principal component analysis (PCA)…

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper-C2 objective functions is proposed and analyzed. Upper-C2 is a weakly concave property that exists in difference of convex (DC) functions and…

This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…

We study the problem of co-designing control barrier functions (CBF) and linear state feedback controllers for continuous-time linear systems. We achieve this by means of a single semi-definite optimization program. Our formulation can…

This paper is concerned with data-driven optimal control of nonlinear systems. We present a convex formulation to the optimal control problem (OCP) with a discounted cost function. We consider OCP with both positive and negative discount…

In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Hidden convexity is a powerful idea in optimization: under the right transformations, nonconvex problems that are seemingly intractable can be solved efficiently using convex optimization. We introduce the notion of a Lagrangian dual…

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

In this paper, we consider the analysis and control of continuous-time nonlinear systems to ensure universal shifted stability and performance, i.e., stability and performance w.r.t. each forced equilibrium point of the system. This…

This paper presents ConVex optimization-based Stochastic steady-state Tracking Error Minimization (CV-STEM), a new state feedback control framework for a class of Ito stochastic nonlinear systems and Lagrangian systems. Its innovation lies…

We study finite-time horizon continuous-time linear-convex reinforcement learning problems in an episodic setting. In this problem, the unknown linear jump-diffusion process is controlled subject to nonsmooth convex costs. We show that the…