skip to main content


Title: Method of evolving junction on optimal path planning in flows fields
We propose an algorithm using method of evolving junctions to solve the optimal path planning problems with piece-wise constant flow fields. In such flow fields, we prove that the optimal trajectories, with respect to a convex Lagrangian in the objective function, must be formed by piece-wise constant velocity motions. Taking advantage of this property, we transform the infinite dimensional optimal control problem into a finite dimensional optimization and use intermittent diffusion to solve the problems. The algorithm is proven to be complete. At last, we demonstrate the performance of the algorithm with various simulation examples.  more » « less
Award ID(s):
1934836 1849228 1828678
NSF-PAR ID:
10359103
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
Autonomous Robots
ISSN:
0929-5593
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. A bounded cost path planning method is developed for underwater vehicles assisted by a data-driven flow modeling method. The modeled flow field is partitioned as a set of cells of piece-wise constant flow speed. A flow partition algorithm and a parameter estimation algorithm are proposed to learn the flow field structure and parameters with justified convergence. A bounded cost path planning algorithm is developed taking advantage of the partitioned flow model. An extended potential search method is proposed to determine the sequence of partitions that the optimal path crosses. The optimal path within each partition is then determined by solving a constrained optimization problem. Theoretical justification is provided for the proposed extended potential search method generating the optimal solution. The path planned has the highest probability to satisfy the bounded cost constraint. The performance of the algorithms is demonstrated with experimental and simulation results, which show that the proposed method is more computationally efficient than some of the existing methods. 
    more » « less
  2. null (Ed.)
    We consider a general class of finite-horizon online decision-making problems, where in each period a controller is presented a stochastic arrival and must choose an action from a set of permissible actions, and the final objective depends only on the aggregate type-action counts. Such a framework encapsulates many online stochastic variants of common optimization problems including bin packing, generalized assignment, and network revenue management. In such settings, we study a natural model-predictive control algorithm that in each period, acts greedily based on an updated certainty-equivalent optimization problem. We introduce a simple, yet general, condition under which this algorithm obtains uniform additive loss (independent of the horizon) compared to an optimal solution with full knowledge of arrivals. Our condition is fulfilled by the above-mentioned problems, as well as more general settings involving piece-wise linear objectives and offline index policies, including an airline overbooking problem. 
    more » « less
  3. Abstract

    Optimal transportation theory is an area of mathematics with real‐world applications in fields ranging from economics to optimal control to machine learning. We propose a new algorithm for solving discrete transport (network flow) problems, based on classical auction methods. Auction methods were originally developed as an alternative to the Hungarian method for the assignment problem, so the classic auction‐based algorithms solve integer‐valued optimal transport by converting such problems into assignment problems. The general transport auction method we propose works directly on real‐valued transport problems. Our results prove termination, bound the transport error, and relate our algorithm to the classic algorithms of Bertsekas and Castañón.

     
    more » « less
  4. Motivated by robust dynamic resource allocation in operations research, we study the Online Learning to Transport (OLT) problem where the decision variable is a probability measure, an infinite-dimensional object. We draw connections between online learning, optimal transport, and partial differential equations through an insight called the minimal selection principle, originally studied in the Wasserstein gradient flow setting by Ambrosio et al. (2005). This allows us to extend the standard online learning framework to the infinite-dimensional setting seamlessly. Based on our framework, we derive a novel method called the minimal selection or exploration (MSoE) algorithm to solve OLT problems using mean-field approximation and discretization techniques. In the displacement convex setting, the main theoretical message underpinning our approach is that minimizing transport cost over time (via the minimal selection principle) ensures optimal cumulative regret upper bounds. On the algorithmic side, our MSoE algorithm applies beyond the displacement convex setting, making the mathematical theory of optimal transport practically relevant to non-convex settings common in dynamic resource allocation. 
    more » « less
  5. null (Ed.)
    Abstract Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing works on tensor recovery have focused on data losses and random noises. Only a few works consider tensor recovery from quantized measurements but are restricted to binary measurements. This paper, for the first time, addresses the problem of tensor recovery from multi-level quantized measurements by leveraging the low CANDECOMP/PARAFAC (CP) rank property. We study the recovery of both general low-rank tensors and tensors that have tensor singular value decomposition (TSVD) by solving nonconvex optimization problems. We provide the theoretical upper bounds of the recovery error, which diminish to zero when the sizes of dimensions increase to infinity. We further characterize the fundamental limit of any recovery algorithm and show that our recovery error is nearly order-wise optimal. A tensor-based alternating proximal gradient descent algorithm with a convergence guarantee and a TSVD-based projected gradient descent algorithm are proposed to solve the nonconvex problems. Our recovery methods can also handle data losses and do not necessarily need the information of the quantization rule. The methods are validated on synthetic data, image datasets, and music recommender datasets. 
    more » « less