Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP and SOC modelling approaches. In these frameworks there are natural situations when the considered problems are convex. Classical approach to sequential optimization is based on dynamic programming. It has the problem of the so-called ``Curse of Dimensionality", in that its computational complexity increases exponentially with increase of dimension of state variables. Recent progress in solving convex multistage stochastic problems is based on cutting planes approximations of the cost-to-go (value) functions of dynamic programming equations. Cutting planes type algorithms in dynamical settings is one of the main topics of this paper. We also discuss Stochastic Approximation type methods applied to multistage stochastic optimization problems. From the computational complexity point of view, these two types of methods seem to be complimentary to each other. Cutting plane type methods can handle multistage problems with a large number of stages, but a relatively smaller number of state (decision) variables. On the other hand, stochastic approximation type methods can only deal with a small number of stages, but a large number of decision variables.

The study of market equilibria is central to economic theory, particularly in efficiently allocating scarce resources. However, the computation of equilibrium prices at which the supply of goods matches their demand typically relies on having access to complete information on private attributes of agents, e.g., suppliers' cost functions, which are often unavailable in practice. Motivated by this practical consideration, we consider the problem of setting equilibrium prices in the incomplete information setting wherein a market operator seeks to satisfy the customer demand for a commodity by purchasing the required amount from competing suppliers with privately known cost functions unknown to the market operator. In this incomplete information setting, we consider the online learning problem of learning equilibrium prices over time while jointly optimizing three performance metrics -- unmet demand, cost regret, and payment regret -- pertinent in the context of equilibrium pricing over a horizon of $T$ periods. We first consider the setting when suppliers' cost functions are fixed and develop algorithms that achieve a regret of $O(\log \log T)$ when the customer demand is constant over time, or $O(\sqrt{T} \log \log T)$ when the demand is variable over time. Next, we consider the setting when the suppliers' cost functions can vary over time and illustrate that no online algorithm can achieve sublinear regret on all three metrics when the market operator has no information about how the cost functions change over time. Thus, we consider an augmented setting wherein the operator has access to hints/contexts that, without revealing the complete specification of the cost functions, reflect the variation in the cost functions over time and propose an algorithm with sublinear regret in this augmented setting.

In this work, we address the problem of computation time for trajectory generation in quadrotors. Most trajectory generation methods for waypoint navigation of quadrotors, for example minimum snap/jerk and minimum-time, are structured as bi-level optimizations. The first level involves allocating time across all input waypoints and the second step is to minimize the snap/jerk of the trajectory under that time allocation. Such an optimization can be computationally expensive to solve. In our approach we treat trajectory generation as a supervised learning problem between a sequential set of inputs and outputs. We adapt a transformer model to learn the optimal time allocations for a given set of input waypoints, thus making it into a single step optimization. We demonstrate the performance of the transformer model by training it to predict the time allocations for a minimum snap trajectory generator. The trained transformer model is able to predict accurate time allocations with fewer data samples and smaller model size, compared to a feedforward network (FFN), demonstrating that it is able to model the sequential nature of the waypoint navigation problem.

The Koopman operator allows a nonlinear system to be rewritten as an infinite-dimensional linear system by viewing it in terms of an infinite set of lifting functions instead of a state vector. The main feature of this representation is its linearity, making it compatible with existing linear systems theory. A finite-dimensional approximation of the Koopman operator can be identified from experimental data by choosing a finite subset of lifting functions, applying it to the data, and solving a least squares problem in the lifted space. Existing Koopman operator approximation methods are designed to identify open-loop systems. However, it is impractical or impossible to run experiments on some systems without a feedback controller. Unfortunately, the introduction of feedback control results in correlations between the system's input and output, making some plant dynamics difficult to identify if the controller is neglected. This paper addresses this limitation by introducing a method to identify a Koopman model of the closed-loop system, and then extract a Koopman model of the plant given knowledge of the controller. This is accomplished by leveraging the linearity of the Koopman representation of the system. The proposed approach widens the applicability of Koopman operator identification methods to a broader class of systems. The effectiveness of the proposed closed-loop Koopman operator approximation method is demonstrated experimentally using a Harmonic Drive gearbox exhibiting nonlinear vibrations.

Bilevel optimization has been applied to a wide variety of machine learning models, and numerous stochastic bilevel optimization algorithms have been developed in recent years. However, most existing algorithms restrict their focus on the single-machine setting so that they are incapable of handling the distributed data. To address this issue, under the setting where all participants compose a network and perform peer-to-peer communication in this network, we developed two novel decentralized stochastic bilevel optimization algorithms based on the gradient tracking communication mechanism and two different gradient estimators. Additionally, we established their convergence rates for nonconvex-strongly-convex problems with novel theoretical analysis strategies. To our knowledge, this is the first work achieving these theoretical results. Finally, we applied our algorithms to practical machine learning models, and the experimental results confirmed the efficacy of our algorithms.

In this work, we aim to learn dexterous manipulation of deformable objects using multi-fingered hands. Reinforcement learning approaches for dexterous rigid object manipulation would struggle in this setting due to the complexity of physics interaction with deformable objects. At the same time, previous trajectory optimization approaches with differentiable physics for deformable manipulation would suffer from local optima caused by the explosion of contact modes from hand-object interactions. To address these challenges, we propose DexDeform, a principled framework that abstracts dexterous manipulation skills from human demonstration and refines the learned skills with differentiable physics. Concretely, we first collect a small set of human demonstrations using teleoperation. And we then train a skill model using demonstrations for planning over action abstractions in imagination. To explore the goal space, we further apply augmentations to the existing deformable shapes in demonstrations and use a gradient optimizer to refine the actions planned by the skill model. Finally, we adopt the refined trajectories as new demonstrations for finetuning the skill model. To evaluate the effectiveness of our approach, we introduce a suite of six challenging dexterous deformable object manipulation tasks. Compared with baselines, DexDeform is able to better explore and generalize across novel goals unseen in the initial human demonstrations.

One of the most difficult parts of motion planning in configuration space is ensuring a trajectory does not collide with task-space obstacles in the environment. Generating regions that are convex and collision free in configuration space can separate the computational burden of collision checking from motion planning. To that end, we propose an extension to IRIS (Iterative Regional Inflation by Semidefinite programming) [5] that allows it to operate in configuration space. Our algorithm, IRIS-NP (Iterative Regional Inflation by Semidefinite & Nonlinear Programming), uses nonlinear optimization to add the separating hyperplanes, enabling support for more general nonlinear constraints. Developed in parallel to Amice et al. [1], IRIS-NP trades rigorous certification that regions are collision free for probabilistic certification and the benefit of faster region generation in the configuration-space coordinates. IRIS-NP also provides a solid initialization to C-IRIS to reduce the number of iterations required for certification. We demonstrate that IRIS-NP can scale to a dual-arm manipulator and can handle additional nonlinear constraints using the same machinery. Finally, we show ablations of elements of our implementation to demonstrate their importance.

Energetic materials (EM) cover a wide spectrum of propellants, pyrotechnics, and explosives and are key components in military applications for propulsion and munition systems and in civilian applications such as construction and mining [1]. Heterogenous/composite EMs have complex microstructures which significantly influence--along with chemistry--the property and performance of these materials [2-8]. There is increasing research interest in controlling the microstructure of EM, to engineer their properties and performance for targeted functional specificity [9-10]. EMs are typically solid-solid composites of organic energetic crystals (commonly CHNO compounds), inclusions (i.e., metals, nanoparticles), and plastic binders. The CHNO materials are commonly categorized based on how sensitive they are to an external load/mechanical insult. They can range f rom'insensitive' (such as TATB - based EMs [11]) to'highly sensitive' (PETN-based EMs [12-13]) with others such as HMX, CL-20, and RDX ranging in between [14]. The sensitivity is closely connected with the molecular structure of these species of EMs within the CHNO family. However, when they are formed into propellants and explosives, the sensitivity is also impacted by the physical structure, composition, and formulation of the material mixtures, as reviewed by Handley et al. [1]. In other words, the design of a mixture and its microstructure can define the overall properties and performance characteristics of formed EM, thus opening the possibility of systematic methods to engineer materials by their design.

Federated learning has shown its advances recently but is still facing many challenges, such as how algorithms save communication resources and reduce computational costs, and whether they converge. To address these critical issues, we propose a hybrid federated learning algorithm (FedGiA) that combines the gradient descent and the inexact alternating direction method of multipliers. The proposed algorithm is more communication- and computation-efficient than several state-of-the-art algorithms theoretically and numerically. Moreover, it also converges globally under mild conditions.

Automated co-design of machine learning models and evaluation hardware is critical for efficiently deploying such models at scale. Despite the state-of-the-art performance of transformer models, they are not yet ready for execution on resource-constrained hardware platforms. High memory requirements and low parallelizability of the transformer architecture exacerbate this problem. Recently-proposed accelerators attempt to optimize the throughput and energy consumption of transformer models. However, such works are either limited to a one-sided search of the model architecture or a restricted set of off-the-shelf devices. Furthermore, previous works only accelerate model inference and not training, which incurs substantially higher memory and compute resources, making the problem even more challenging. To address these limitations, this work proposes a dynamic training framework, called DynaProp, that speeds up the training process and reduces memory consumption. DynaProp is a low-overhead pruning method that prunes activations and gradients at runtime. To effectively execute this method on hardware for a diverse set of transformer architectures, we propose ELECTOR, a framework that simulates transformer inference and training on a design space of accelerators. We use this simulator in conjunction with the proposed co-design technique, called TransCODE, to obtain the best-performing models with high accuracy on the given task and minimize latency, energy consumption, and chip area. The obtained transformer-accelerator pair achieves 0.3% higher accuracy than the state-of-the-art pair while incurring 5.2$\times$ lower latency and 3.0$\times$ lower energy consumption.