More Like this

1. Extended Convex Lifting for Policy Optimization of Optimal and Robust Control

   Zheng, Yang; Pai, Chih-Fan; Tang, Yujie (June 2025, Proceedings of Machine Learning Research)

   Ozay, Necmiye; Balzano, Laura; Panagou, Dimitra; Abate, Alessandro (Ed.)

   Many optimal and robust control problems are nonconvex and potentially nonsmooth in their policy optimization forms. In this paper, we introduce the Extended Convex Lifting (ECL) framework, which reveals hidden convexity in classical optimal and robust control problems from a modern optimization perspective. Our ECL framework offers a bridge between nonconvex policy optimization and convex reformulations. Despite non-convexity and non-smoothness, the existence of an ECL for policy optimization not only reveals that the policy optimization problem is equivalent to a convex problem, but also certifies a class of first-order non-degenerate stationary points to be globally optimal. We further show that this ECL framework encompasses many benchmark control problems, including LQR, state-feedback and output-feedback H-infinity robust control. We believe that ECL will also be of independent interest for analyzing nonconvex problems beyond control. 

   more » « less
2. Semidefinite Programming Relaxations of the Traveling Salesman Problem and Their Integrality Gaps

   https://doi.org/10.1287/moor.2020.1100  

   Gutekunst, Samuel C.; Williamson, David P. (July 2021, Mathematics of Operations Research)

   null (Ed.)

   The traveling salesman problem (TSP) is a fundamental problem in combinatorial optimization. Several semidefinite programming relaxations have been proposed recently that exploit a variety of mathematical structures including, for example, algebraic connectivity, permutation matrices, and association schemes. The main results of this paper are twofold. First, de Klerk and Sotirov [de Klerk E, Sotirov R (2012) Improved semidefinite programming bounds for quadratic assignment problems with suitable symmetry. Math. Programming 133(1):75–91.] present a semidefinite program (SDP) based on permutation matrices and symmetry reduction; they show that it is incomparable to the subtour elimination linear program but generally dominates it on small instances. We provide a family of simplicial TSP instances that shows that the integrality gap of this SDP is unbounded. Second, we show that these simplicial TSP instances imply the unbounded integrality gap of every SDP relaxation of the TSP mentioned in the survey on SDP relaxations of the TSP in section 2 of Sotirov [Sotirov R (2012) SDP relaxations for some combinatorial optimization problems. Anjos MF, Lasserre JB, eds., Handbook on Semidefinite, Conic and Polynomial Optimization (Springer, New York), 795–819.]. In contrast, the subtour linear program performs perfectly on simplicial instances. The simplicial instances thus form a natural litmus test for future SDP relaxations of the TSP. 

   more » « less
3. Submodularity in Conic Quadratic Mixed 0–1 Optimization

   https://doi.org/10.1287/opre.2019.1888  

   Atamtürk, Alper; Gómez, Andrés (January 2020, Operations Research)

   We describe strong convex valid inequalities for conic quadratic mixed 0–1 optimization. These inequalities can be utilized for solving numerous practical nonlinear discrete optimization problems from value-at-risk minimization to queueing system design, from robust interdiction to assortment optimization through appropriate conic quadratic mixed 0–1 relaxations. The inequalities exploit the submodularity of the binary restrictions and are based on the polymatroid inequalities over binaries for the diagonal case. We prove that the convex inequalities completely describe the convex hull of a single conic quadratic constraint as well as the rotated cone constraint over binary variables and unbounded continuous variables. We then generalize and strengthen the inequalities by incorporating additional constraints of the optimization problem. Computational experiments on mean-risk optimization with correlations, assortment optimization, and robust conic quadratic optimization indicate that the new inequalities strengthen the convex relaxations substantially and lead to significant performance improvements. 

   more » « less
4. Computing Optimal Upper Bounds on the H2-norm of ODE-PDE Systems using Linear Partial Inequalities

   https://doi.org/10.1016/j.ifacol.2023.10.538  

   Braghini, Danilo; Peet, Matthew M. (January 2023, IFAC-PapersOnLine)

   Recently, a broad class of linear delayed and ODE-PDEs systems was shown to have an equivalent representation using Partial Integral Equations (PIEs). In this paper, we use this PIE representation, combined with algorithms for convex optimization of Partial Integral (PI) operators to bound the H2-norm for input-output systems of this class. Specifically, the methods proposed here apply to delayed and ODE-PDE systems (including delayed PDE systems) in one or two spatial variables where the disturbance does not enter through the boundary. For such systems, we define a notion of H2-norm using an initial state-to-output framework and show that this notion reduces to more traditional concepts under the assumption of existence of a strongly continuous semigroup. Next, we consider input-output systems for which there exists a PIE representation and for such systems show that computing a minimal upper bound on the H2-norm of delayed and PDE systems can be equivalently formulated as a convex optimization problem subject to linear PI operator inequalities (LPIs). We convert, then, these optimization problems to Semi-Definite Programming (SDP) problems using the PIETOOLS toolbox. Finally, we apply the results to several numerical examples – focusing on time-delay systems (TDS) for which comparable H2 approximation results are available in the literature. The numerical results demonstrate the accuracy of the computed upper bound on the H2-norm. 

   more » « less
5. Robust Optimization-based Motion Planning for high-DOF Robots under Sensing Uncertainty

   https://doi.org/10.1109/ICRA48506.2021.9560917  

   Quintero-Pena, Carlos; Kyrillidis, Anastasios; Kavraki, Lydia E. (May 2021, 2021 IEEE International Conference on Robotics and Automation (ICRA))

   null (Ed.)

   Motion planning for high degree-of-freedom (DOF) robots is challenging, especially when acting in complex environments under sensing uncertainty. While there is significant work on how to plan under state uncertainty for low-DOF robots, existing methods cannot be easily translated into the high-DOF case, due to the complex geometry of the robot’s body and its environment. In this paper, we present a method that enhances optimization-based motion planners to produce robust trajectories for high-DOF robots for convex obstacles. Our approach introduces robustness into planners that are based on sequential convex programming: We reformulate each convex subproblem as a robust optimization problem that “protects” the solution against deviations due to sensing uncertainty. The parameters of the robust problem are estimated by sampling from the distribution of noisy obstacles, and performing a first-order approximation of the signed distance function. The original merit function is updated to account for the new costs of the robust formulation at every step. The effectiveness of our approach is demonstrated on two simulated experiments that involve a full body square robot, that moves in randomly generated scenes, and a 7-DOF Fetch robot, performing tabletop operations. The results show nearly zero probability of collision for a reasonable range of the noise parameters for Gaussian and Uniform uncertainty. 

   more » « less