Goto

Collaborating Authors

 Optimization


Fast Policy Learning for Linear Quadratic Control with Entropy Regularization

arXiv.org Artificial Intelligence

This paper proposes and analyzes two new policy learning methods: regularized policy gradient (RPG) and iterative policy optimization (IPO), for a class of discounted linear-quadratic control (LQC) problems over an infinite time horizon with entropy regularization. Assuming access to the exact policy evaluation, both proposed approaches are proven to converge linearly in finding optimal policies of the regularized LQC. Moreover, the IPO method can achieve a super-linear convergence rate once it enters a local region around the optimal policy. Finally, when the optimal policy for an RL problem with a known environment is appropriately transferred as the initial policy to an RL problem with an unknown environment, the IPO method is shown to enable a super-linear convergence rate if the two environments are sufficiently close. Performances of these proposed algorithms are supported by numerical examples.


Improving Computational Efficiency for Powered Descent Guidance via Transformer-based Tight Constraint Prediction

arXiv.org Artificial Intelligence

In this work, we present Transformer-based Powered Descent Guidance (T-PDG), a scalable algorithm for reducing the computational complexity of the direct optimization formulation of the spacecraft powered descent guidance problem. T-PDG uses data from prior runs of trajectory optimization algorithms to train a transformer neural network, which accurately predicts the relationship between problem parameters and the globally optimal solution for the powered descent guidance problem. The solution is encoded as the set of tight constraints corresponding to the constrained minimum-cost trajectory and the optimal final time of landing. By leveraging the attention mechanism of transformer neural networks, large sequences of time series data can be accurately predicted when given only the spacecraft state and landing site parameters. When applied to the real problem of Mars powered descent guidance, T-PDG reduces the time for computing the 3 degree of freedom fuel-optimal trajectory, when compared to lossless convexification, from an order of 1-8 seconds to less than 500 milliseconds. A safe and optimal solution is guaranteed by including a feasibility check in T-PDG before returning the final trajectory.


Framework and Benchmarks for Combinatorial and Mixed-variable Bayesian Optimization

arXiv.org Artificial Intelligence

This paper introduces a modular framework for Mixed-variable and Combinatorial Bayesian Optimization (MCBO) to address the lack of systematic benchmarking and standardized evaluation in the field. Current MCBO papers often introduce non-diverse or non-standard benchmarks to evaluate their methods, impeding the proper assessment of different MCBO primitives and their combinations. Additionally, papers introducing a solution for a single MCBO primitive often omit benchmarking against baselines that utilize the same methods for the remaining primitives [1-4]. This omission is primarily due to the significant implementation overhead involved, resulting in a lack of controlled assessments and an inability to showcase the merits of a contribution effectively. To overcome these challenges, our proposed framework enables an effortless combination of Bayesian Optimization components, and provides a diverse set of synthetic and real-world benchmarking tasks. Leveraging this flexibility, we implement 47 novel MCBO algorithms and benchmark them against seven existing MCBO solvers and five standard black-box optimization algorithms on ten tasks, conducting over 4000 experiments. Our findings reveal a superior combination of MCBO primitives outperforming existing approaches and illustrate the significance of model fit and the use of a trust region.


Solving Bilevel Knapsack Problem using Graph Neural Networks

arXiv.org Artificial Intelligence

The Bilevel Optimization Problem is a hierarchical optimization problem with two agents, a leader and a follower. The leader make their own decisions first, and the followers make the best choices accordingly. The leader knows the information of the followers, and the goal of the problem is to find the optimal solution by considering the reactions of the followers from the leader's point of view. For the Bilevel Optimization Problem, there are no general and efficient algorithms or commercial solvers to get an optimal solution, and it is very difficult to get a good solution even for a simple problem. In this paper, we propose a deep learning approach using Graph Neural Networks to solve the bilevel knapsack problem. We train the model to predict the leader's solution and use it to transform the hierarchical optimization problem into a single-level optimization problem to get the solution. Our model found the feasible solution that was about 500 times faster than the exact algorithm with $1.7\%$ optimal gap. Also, our model performed well on problems of different size from the size it was trained on.


Discovering Dynamic Causal Space for DAG Structure Learning

arXiv.org Machine Learning

Discovering causal structure from purely observational data (i.e., causal discovery), aiming to identify causal relationships among variables, is a fundamental task in machine learning. The recent invention of differentiable score-based DAG learners is a crucial enabler, which reframes the combinatorial optimization problem into a differentiable optimization with a DAG constraint over directed graph space. Despite their great success, these cutting-edge DAG learners incorporate DAG-ness independent score functions to evaluate the directed graph candidates, lacking in considering graph structure. As a result, measuring the data fitness alone regardless of DAG-ness inevitably leads to discovering suboptimal DAGs and model vulnerabilities. Towards this end, we propose a dynamic causal space for DAG structure learning, coined CASPER, that integrates the graph structure into the score function as a new measure in the causal space to faithfully reflect the causal distance between estimated and ground truth DAG. CASPER revises the learning process as well as enhances the DAG structure learning via adaptive attention to DAG-ness. Grounded by empirical visualization, CASPER, as a space, satisfies a series of desired properties, such as structure awareness and noise robustness. Extensive experiments on both synthetic and real-world datasets clearly validate the superiority of our CASPER over the state-of-the-art causal discovery methods in terms of accuracy and robustness.


Physics-Aware Multifidelity Bayesian Optimization: a Generalized Formulation

arXiv.org Artificial Intelligence

Optimization problems are ubiquitous in science and engineering applications [1]. Those also include the support to engineering tasks that are in increasing demand to meet sustainability goals such as the identification of the best design configurations to maximize the performance and minimize the environmental impact of novel engineering solutions, and the detection and identification of damages or faults to monitor the health condition of complex systems to maximize their useful life and minimize waste of resources. Over the last decades, the increase of computing power and the advances in computational modelling capabilities made available computer-based models for the accurate analysis and simulation of complex physical systems. This is the case of computational schemes for the numerical solution of governing partial differential equations as computational fluid dynamic solvers to represent viscous fluids, and finite element methods for the analysis of mechanical structures, heath transfer and electromagnetic phenomena. In principle, this computer-based representations can provide a remarkable contribution to enhance the search and identification task in simulation-based optimization. Unfortunately, the extensive adoption of these high-fidelity models during the optimization procedure is hampered by the significant computational cost and time required for their evaluation, potentially in the order of months for a single evaluation on high performance computing platforms. This issue becomes more challenging for many-query optimization problems where the demand for model evaluations grows exponentially with the number of parameters to optimize. The use of low-fidelity models constitutes a popular approach to reduce the computational resources associated with the solution of optimization problems. Low-fidelity representations introduce assumptions about the physics and/or approximate the solution of the governing equations, and relief the computational expenditure for the evaluation of the response of the system.


Learning for CasADi: Data-driven Models in Numerical Optimization

arXiv.org Artificial Intelligence

While real-world problems are often challenging to analyze analytically, deep learning excels in modeling complex processes from data. Existing optimization frameworks like CasADi facilitate seamless usage of solvers but face challenges when integrating learned process models into numerical optimizations. To address this gap, we present the Learning for CasADi (L4CasADi) framework, enabling the seamless integration of PyTorch-learned models with CasADi for efficient and potentially hardware-accelerated numerical optimization. The applicability of L4CasADi is demonstrated with two tutorial examples: First, we optimize a fish's trajectory in a turbulent river for energy efficiency where the turbulent flow is represented by a PyTorch model. Second, we demonstrate how an implicit Neural Radiance Field environment representation can be easily leveraged for optimal control with L4CasADi.


Proceedings of the 2022 XCSP3 Competition

arXiv.org Artificial Intelligence

This short paper gives an overview of the XCSP3 solver implemented in Picat. Picat provides several constraint modules, and the Picat XCSP3 solver uses the sat module. The XCSP3 solver mainly consists of a parser implemented in Picat, which converts constraints from XCSP3 format to Picat. The solver demonstrates the strengths of Picat, a logic-based language, in parsing, modeling, and encoding constraints into SAT. The solver submitted to the 2022 XCSP competition is based on the one that won the 2019 XCSP competition.


Maximum flow-based formulation for the optimal location of electric vehicle charging stations

arXiv.org Artificial Intelligence

With the increasing effects of climate change, the urgency to step away from fossil fuels is greater than ever before. Electric vehicles (EVs) are one way to diminish these effects, but their widespread adoption is often limited by the insufficient availability of charging stations. In this work, our goal is to expand the infrastructure of EV charging stations, in order to provide a better quality of service in terms of user satisfaction (and availability of charging stations). Specifically, our focus is directed towards urban areas. We first propose a model for the assignment of EV charging demand to stations, framing it as a maximum flow problem. This model is the basis for the evaluation of user satisfaction with a given charging infrastructure. Secondly, we incorporate the maximum flow model into a mixed-integer linear program, where decisions on the opening of new stations and on the expansion of their capacity through additional outlets is accounted for. We showcase our methodology for the city of Montreal, demonstrating the scalability of our approach to handle real-world scenarios. We conclude that considering both spacial and temporal variations in charging demand is meaningful when solving realistic instances.


Uncertainty Quantification of Set-Membership Estimation in Control and Perception: Revisiting the Minimum Enclosing Ellipsoid

arXiv.org Artificial Intelligence

Set-membership estimation (SME) outputs a set estimator that guarantees to cover the groundtruth. Such sets are, however, defined by (many) abstract (and potentially nonconvex) constraints and therefore difficult to manipulate. We present tractable algorithms to compute simple and tight overapproximations of SME in the form of minimum enclosing ellipsoids (MEE). We first introduce the hierarchy of enclosing ellipsoids proposed by Nie and Demmel (2005), based on sums-of-squares relaxations, that asymptotically converge to the MEE of a basic semialgebraic set. This framework, however, struggles in modern control and perception problems due to computational challenges. We contribute three computational enhancements to make this framework practical, namely constraints pruning, generalized relaxed Chebyshev center, and handling non-Euclidean geometry. We showcase numerical examples on system identification and object pose estimation.