Optimization
Accelerated gradient descent for high frequency Model Predictive Control
Zhang, Jianghan, Jordana, Armand, Righetti, Ludovic
The recent promises of Model Predictive Control in robotics have motivated the development of tailored second-order methods to solve optimal control problems efficiently. While those methods benefit from strong convergence properties, tailored efficient implementations are challenging to derive. In this work, we study the potential effectiveness of first-order methods and show on a torque controlled manipulator that they can equal the performances of second-order methods.
A physics-driven sensor placement optimization methodology for temperature field reconstruction
Liu, Xu, Yao, Wen, Peng, Wei, Fu, Zhuojia, Xiang, Zixue, Chen, Xiaoqian
Perceiving the global field from sparse sensors has been a grand challenge in the monitoring, analysis, and design of physical systems. In this context, sensor placement optimization is a crucial issue. Most existing works require large and sufficient data to construct data-based criteria, which are intractable in data-free scenarios without numerical and experimental data. To this end, we propose a novel physics-driven sensor placement optimization (PSPO) method for temperature field reconstruction using a physics-based criterion to optimize sensor locations. In our methodological framework, we firstly derive the theoretical upper and lower bounds of the reconstruction error under noise scenarios by analyzing the optimal solution, proving that error bounds correlate with the condition number determined by sensor locations. Furthermore, the condition number, as the physics-based criterion, is used to optimize sensor locations by the genetic algorithm. Finally, the best sensors are validated by reconstruction models, including non-invasive end-to-end models, non-invasive reduced-order models, and physics-informed models. Experimental results, both on a numerical and an application case, demonstrate that the PSPO method significantly outperforms random and uniform selection methods, improving the reconstruction accuracy by nearly an order of magnitude. Moreover, the PSPO method can achieve comparable reconstruction accuracy to the existing data-driven placement optimization methods.
Efficient Fairness-Performance Pareto Front Computation
Kozdoba, Mark, Perets, Binyamin, Mannor, Shie
There is a well known intrinsic trade-off between the fairness of a representation and the performance of classifiers derived from the representation. Due to the complexity of optimisation algorithms in most modern representation learning approaches, for a given method it may be non-trivial to decide whether the obtained fairness-performance curve of the method is optimal, i.e., whether it is close to the true Pareto front for these quantities for the underlying data distribution. In this paper we propose a new method to compute the optimal Pareto front, which does not require the training of complex representation models. We show that optimal fair representations possess several useful structural properties, and that these properties enable a reduction of the computation of the Pareto Front to a compact discrete problem. We then also show that these compact approximating problems can be efficiently solved via off-the shelf concave-convex programming methods. Since our approach is independent of the specific model of representations, it may be used as the benchmark to which representation learning algorithms may be compared. We experimentally evaluate the approach on a number of real world benchmark datasets.
Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models
Fang, Yuchen, Na, Sen, Mahoney, Michael W., Kolar, Mladen
In this work, we consider solving optimization problems with a stochastic objective and deterministic equality constraints. We propose a Trust-Region Sequential Quadratic Programming method to find both first- and second-order stationary points. Our method utilizes a random model to represent the objective function, which is constructed from stochastic observations of the objective and is designed to satisfy proper adaptive accuracy conditions with a high but fixed probability. To converge to first-order stationary points, our method computes a gradient step in each iteration defined by minimizing a quadratic approximation of the objective subject to a (relaxed) linear approximation of the problem constraints and a trust-region constraint. To converge to second-order stationary points, our method additionally computes an eigen step to explore the negative curvature of the reduced Hessian matrix, as well as a second-order correction step to address the potential Maratos effect, which arises due to the nonlinearity of the problem constraints. Such an effect may impede the method from moving away from saddle points. Both gradient and eigen step computations leverage a novel parameter-free decomposition of the step and the trust-region radius, accounting for the proportions among the feasibility residual, optimality residual, and negative curvature. We establish global almost sure first- and second-order convergence guarantees for our method, and present computational results on CUTEst problems, regression problems, and saddle-point problems to demonstrate its superiority over existing line-search-based stochastic methods.
Quantum-Classical Sentiment Analysis
In this study, we initially investigate the application of a hybrid classical-quantum classifier (HCQC) for sentiment analysis, comparing its performance against the classical CPLEX classifier and the Transformer architecture. Our findings indicate that while the HCQC underperforms relative to the Transformer in terms of classification accuracy, but it requires significantly less time to converge to a reasonably good approximate solution. This experiment also reveals a critical bottleneck in the HCQC, whose architecture is partially undisclosed by the D-Wave property. To address this limitation, we propose a novel algorithm based on the algebraic decomposition of QUBO models, which enhances the time the quantum processing unit can allocate to problem-solving tasks.
Koopman-driven grip force prediction through EMG sensing
Bazina, Tomislav, Kamenar, Ervin, Fonoberova, Maria, Mezić, Igor
Loss of hand function due to conditions like stroke or multiple sclerosis significantly impacts daily activities. Robotic rehabilitation provides tools to restore hand function, while novel methods based on surface electromyography (sEMG) enable the adaptation of the device's force output according to the user's condition, thereby improving rehabilitation outcomes. This study aims to achieve accurate force estimations during medium wrap grasps using a single sEMG sensor pair, thereby addressing the challenge of escalating sensor requirements for precise predictions. We conducted sEMG measurements on 13 subjects at two forearm positions, validating results with a hand dynamometer. We established flexible signal-processing steps, yielding high peak cross-correlations between the processed sEMG signal (representing meaningful muscle activity) and grip force. Influential parameters were subsequently identified through sensitivity analysis. Leveraging a novel data-driven Koopman operator theory-based approach and problem-specific data lifting techniques, we devised a methodology for the estimation and short-term prediction of grip force from processed sEMG signals. A weighted mean absolute percentage error (wMAPE) of approx. 5.5% was achieved for the estimated grip force, whereas predictions with a 0.5-second prediction horizon resulted in a wMAPE of approx. 17.9%. The methodology proved robust regarding precise electrode positioning, as the effect of sensing position on error metrics was non-significant. The algorithm executes exceptionally fast, processing, estimating, and predicting a 0.5-second sEMG signal batch in just approx. 30 ms, facilitating real-time implementation.
Accelerating Multi-Block Constrained Optimization Through Learning to Optimize
Liang, Ling, Austin, Cameron, Yang, Haizhao
Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of Multipliers (ADMM) and its variants. However, the natural extension of L2O to multi-block ADMM-type methods remains largely unexplored. Such an extension is critical, as multi-block methods leverage the separable structure of optimization problems, offering substantial reductions in per-iteration complexity. Given that classical multi-block ADMM does not guarantee convergence, the Majorized Proximal Augmented Lagrangian Method (MPALM), which shares a similar form with multi-block ADMM and ensures convergence, is more suitable in this setting. Despite its theoretical advantages, MPALM's performance is highly sensitive to the choice of penalty parameters. To address this limitation, we propose a novel L2O approach that adaptively selects this hyperparameter using supervised learning. We demonstrate the versatility and effectiveness of our method by applying it to the Lasso problem and the optimal transport problem. Our numerical results show that the proposed framework outperforms popular alternatives. Given its applicability to generic linearly constrained composite optimization problems, this work opens the door to a wide range of potential real-world applications.
Landscape of Policy Optimization for Finite Horizon MDPs with General State and Action
Chen, Xin, Hu, Yifan, Zhao, Minda
Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization imposes significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon Markov Decision Processes (MDPs) with general state and action spaces, we develop a framework that provides a set of easily verifiable assumptions to ensure the Kurdyka-Lojasiewicz (KL) condition of the policy optimization. Leveraging the KL condition, policy gradient methods converge to the globally optimal policy with a non-asymptomatic rate despite nonconvexity. Our results find applications in various control and operations models, including entropy-regularized tabular MDPs, Linear Quadratic Regulator (LQR) problems, stochastic inventory models, and stochastic cash balance problems, for which we show an $\epsilon$-optimal policy can be obtained using a sample size in $\tilde{\mathcal{O}}(\epsilon^{-1})$ and polynomial in terms of the planning horizon by stochastic policy gradient methods. Our result establishes the first sample complexity for multi-period inventory systems with Markov-modulated demands and stochastic cash balance problems in the literature.
Collision-free time-optimal path parameterization for multi-robot teams
Mao, Katherine, Spasojevic, Igor, Hopkins, Malakhi, Hsieh, M. Ani, Kumar, Vijay
Coordinating the motion of multiple robots in cluttered environments remains a computationally challenging task. We study the problem of minimizing the execution time of a set of geometric paths by a team of robots with state-dependent actuation constraints. We propose a Time-Optimal Path Parameterization (TOPP) algorithm for multiple car-like agents, where the modulation of the timing of every robot along its assigned path is employed to ensure collision avoidance and dynamic feasibility. This is achieved through the use of a priority queue to determine the order of trajectory execution for each robot while taking into account all possible collisions with higher priority robots in a spatiotemporal graph. We show a 10-20% reduction in makespan against existing state-of-the-art methods and validate our approach through simulations and hardware experiments.
Let's Make a Splan: Risk-Aware Trajectory Optimization in a Normalized Gaussian Splat
Michaux, Jonathan, Isaacson, Seth, Adu, Challen Enninful, Li, Adam, Swayampakula, Rahul Kashyap, Ewen, Parker, Rice, Sean, Skinner, Katherine A., Vasudevan, Ram
Neural Radiance Fields and Gaussian Splatting have transformed the field of computer vision by enabling photo-realistic representation of complex scenes. Despite this success, they have seen only limited use in real-world robotics tasks such as trajectory optimization. Two key factors have contributed to this limited success. First, it is challenging to reason about collisions in radiance models. Second, it is difficult to perform inference of radiance models fast enough for real-time trajectory synthesis. This paper addresses these challenges by proposing SPLANNING, a risk-aware trajectory optimizer that operates in a Gaussian Splatting model. This paper first derives a method for rigorously upper-bounding the probability of collision between a robot and a radiance field. Second, this paper introduces a normalized reformulation of Gaussian Splatting that enables the efficient computation of the collision bound in a Gaussian Splat. Third, a method is presented to optimize trajectories while avoiding collisions with a scene represented by a Gaussian Splat. Experiments demonstrate that SPLANNING outperforms state-of-the-art methods in generating collision-free trajectories in highly cluttered environments. The proposed system is also tested on a real-world robot manipulator. A project page is available at https://roahmlab.github.io/splanning.