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Edward Huynh

Publications and source records attributed to Edward Huynh.

6 recordsLinked to original sources

Convergence of a Randomized Newton Method in Nonconvex Optimization

We analyze a stochastic Newton optimization scheme for locating the unique global minimizer of a general nonconvex objective function. The method couples a Newton algorithm to additive Gaussian noise with state-dependent variance. In the bounded domain setting, we prove global almost sure convergence. The proof is based on two features of the algorithm: a nondegenerate exploratory property that ensures entrance into a neighborhood of the minimizer after a finite number of steps, and a decaying-noise property that yields contraction with high probability and prevents infinitely many exits from the neighborhood of the minimum.

math.OC

A minimax Bilinear Transport Problem and Nash-Monge-Kantorovich Maps

We study a min-max bilinear transport problem arising from a two-player zero-sum game with quadratic kinetic and interaction costs. Starting from a dynamic path space formulation, we establish existence of minimax and maximin plans and prove a minimax theorem. We show that the equilibrium induces a finite-dimensional stationary problem via an endpoint cost on transport plans, which is well defined below a critical interaction strength and yields a Nash equilibrium over couplings. In the quadratic interaction case, we derive an explicit endpoint cost and a dual formulation. The resulting Nash-Monge-Kantorovich (NMK) plans admit Monge solutions, recovering classical structures in optimal transport, with optimal maps given by gradients of convex or concave functions when they exist. Our analysis highlights duality and cyclical (anti-)monotonicity for nonstandard costs and links the equilibrium maps to coupled nonlinear PDEs, bridging optimal transport, zero-sum games, and Monge-Ampere-type equations.

math.AP

Game-Theoretic Autonomous Driving: A Graphs of Convex Sets Approach

Multi-vehicle autonomous driving couples strategic interaction with hybrid (discrete-continuous) maneuver planning under shared safety constraints. We introduce IBR-GCS, an Iterative Best Response (IBR) planning approach based on the Graphs of Convex Sets (GCS) framework that models highway driving as a generalized noncooperative game. IBR-GCS integrates combinatorial maneuver reasoning, trajectory planning, and game-theoretic interaction within a unified framework. The key novelty is a vehicle-specific, strategy-dependent GCS construction. Specifically, at each best-response update, each vehicle builds its own graph conditioned on the current strategies of the other vehicles, with vertices representing lane-specific, time-varying, convex, collision-free regions and edges encoding dynamically feasible transitions. This yields a shortest-path problem in GCS for each best-response step, which admits an efficient convex relaxation that can be solved using convex optimization tools without exhaustive discrete tree search. We then apply an iterative best-response scheme in which vehicles update their trajectories sequentially and provide conditions under which the resulting inexact updates converge to an approximate generalized Nash equilibrium. Simulation results across multi-lane, multi-vehicle scenarios demonstrate that IBR-GCS produces safe trajectories and strategically consistent interactive behaviors.

cs.MA

A Scalable Method for Optimal Path Planning on Manifolds via a Hopf-Lax Type Formula

We consider the problem of optimal path planning on a manifold which is the image of a smooth function. Optimal path-planning is of crucial importance for motion planning, image processing, and statistical data analysis. In this work, we consider a particle lying on the graph of a smooth function that seeks to navigate from some initial point to another point on the manifold in minimal time. We model the problem using optimal control theory, the dynamic programming principle, and a Hamilton-Jacobi-Bellman equation. We then design a novel primal dual hybrid gradient inspired algorithm that resolves the solution efficiently based on a generalized Hopf-Lax type formula. We present examples which demonstrate the effectiveness and efficiency of the algorithm. Finally, we demonstrate that, because the algorithm does not rely on grid-based numerical methods for partial differential equations, it scales well for high-dimensional problems.

math.OC

The Second Raabe's Test and Other Series Tests

The classical D'Alembert's Ratio Test is a powerful test that we learn from calculus to determine convergence for a series of positive terms. Its range of applicability and ease of computation makes this test extremely appealing. However, it admits an inconclusive case when the limiting ratio of the terms equals 1. Several series tests like Raabe's and Gauss' Tests have been proposed in order to address this case. These tests were also generalized by Kummer through Kummer's Test. More recently, a Second Ratio Test was constructed that similarly possessed an inconclusive case. This article will present a survey of existing series tests. Secondly, it will introduce an extension of Raabe's Test to the Second Ratio Test. Thirdly, other extensions of classical tests such as Gauss' Test and Kummer's Test are proposed. Finally, it will also present proofs for the aforementioned tests and a brief application of the Second Raabe's Test.

math.CA

Remarks on the preservation and breaking of translational symmetry for a class of ODEs

In this paper, we provide both a preservation and breaking of symmetry theorem for $2π$-periodic problems of the form \begin{align*} \begin{cases} -u''(t) + g(u(t)) = f(t)\cr u(0) - u(2π) = u'(0) - u'(2π) = 0 \end{cases} \end{align*} where $g: \mathbb{R} \to \mathbb{R}$ is a given $C^1$ function and $f: [0,2π] \to \mathbb{R}$ is continuous. We provide a preservation of symmetry result that is analogous to one given by Willem (Willem, 1989) and a generalization of the theorem given by Costa-Fang (Costa and Fang, 2019). Both of these theorems use group actions that are not normally considered in the literature.

math.AP