arXiv subjects

Evangelos A. Theodorou

Publications and source records attributed to Evangelos A. Theodorou.

At least 37 records · Page 2Linked to original sources

arXiv2025

Optimal Control Theoretic Neural Optimizer: From Backpropagation to Dynamic Programming

Optimization of deep neural networks (DNNs) has been a driving force in the advancement of modern machine learning and artificial intelligence. With DNNs characterized by a prolonged sequence of nonlinear propagation, determining their optimal parameters given an objective naturally fits within the framework of Optimal Control Programming. Such an interpretation of DNNs as dynamical systems has proven crucial in offering a theoretical foundation for principled analysis from numerical equations to physics. In parallel to these theoretical pursuits, this paper focuses on an algorithmic perspective. Our motivated observation is the striking algorithmic resemblance between the Backpropagation algorithm for computing gradients in DNNs and the optimality conditions for dynamical systems, expressed through another backward process known as dynamic programming. Consolidating this connection, where Backpropagation admits a variational structure, solving an approximate dynamic programming up to the first-order expansion leads to a new class of optimization methods exploring higher-order expansions of the Bellman equation. The resulting optimizer, termed Optimal Control Theoretic Neural Optimizer (OCNOpt), enables rich algorithmic opportunities, including layer-wise feedback policies, game-theoretic applications, and higher-order training of continuous-time models such as Neural ODEs. Extensive experiments demonstrate that OCNOpt improves upon existing methods in robustness and efficiency while maintaining manageable computational complexity, paving new avenues for principled algorithmic design grounded in dynamical systems and optimal control theory.

cs.LG↗

arXiv2025

Operator Splitting Covariance Steering for Safe Stochastic Nonlinear Control

This paper presents a novel algorithm for solving distribution steering problems featuring nonlinear dynamics and chance constraints. Covariance steering (CS) is an emerging methodology in stochastic optimal control that poses constraints on the first two moments of the state distribution -- thereby being more tractable than full distributional control. Nevertheless, a significant limitation of current approaches for solving nonlinear CS problems, such as sequential convex programming (SCP), is that they often generate infeasible or poor results due to the large number of constraints. In this paper, we address these challenges, by proposing an operator splitting CS approach that temporarily decouples the full problem into subproblems that can be solved in parallel. This relaxation does not require intermediate iterates to satisfy all constraints simultaneously prior to convergence, which enhances exploration and improves feasibility in such non-convex settings. Simulation results across a variety of robotics applications verify the ability of the proposed method to find better solutions even under stricter safety constraints than standard SCP. Finally, the applicability of our framework on real systems is also confirmed through hardware demonstrations

cs.RO↗

arXiv2025

Scaling Robust Optimization for Swarms: A Distributed Perspective

This article introduces a decentralized robust optimization framework for safe multi-agent control under uncertainty. Although stochastic noise has been the primary form of modeling uncertainty in such systems, these formulations might fall short in addressing uncertainties that are deterministic in nature or simply lack probabilistic data. To ensure safety under such scenarios, we employ the concept of robust constraints that must hold for all possible uncertainty realizations lying inside a bounded set. Nevertheless, standard robust optimization approaches become intractable due to the large number or non-convexity of the constraints involved in safe multi-agent control. To address this, we introduce novel robust reformulations that significantly reduce complexity without compromising safety. The applicability of the framework is further broadened to address both deterministic and stochastic uncertainties by incorporating robust chance constraints and distribution steering techniques. To achieve scalability, we derive a distributed approach based on the Alternating Direction Method of Multipliers (ADMM), supported by a convergence study that accounts for the underlying non-convexity. In addition, computational complexity bounds highlighting the efficiency of the proposed frameworks against standard approaches are presented. Finally, the robustness and scalability of the framework is demonstrated through extensive simulation results across diverse scenarios, including environments with nonconvex obstacles and up to 246 agents.

math.OC↗

arXiv2025

Barrier States Theory for Safety-Critical Multi-Objective Control

Multi-objective safety-critical control entails a diligent design to avoid possibly conflicting scenarios and ensure safety. This paper addresses multi-objective safety-critical control through a novel approach utilizing barrier states (BaS) to integrate safety into control design. It introduces the concept of safety embedded systems, where the safety condition is integrated with barrier functions to characterize a dynamical subsystem that is incorporated into the original model for control design. This approach reformulates the control problem to focus on designing a control law for an unconstrained system, ensuring that the barrier state remains bounded while achieving other performance objectives. The paper demonstrates that designing a stabilizing controller for the safety embedded system guarantees the safe stabilization of the original safety-critical system, effectively mitigating conflicts between performance and safety constraints. This approach enables the use of various legacy control methods from the literature to develop safe control laws. Moreover, it explores how this method can be applied to enforce input constraints and extend traditional control techniques to incorporate safety considerations. Additionally, the paper introduces input-to-state safety (ISSf) through barrier states for analyzing robust safety under bounded input disturbances and develops the notion of input-to-state safe stability IS3 for analyzing and designing robustly safe stabilizing feedback controls. The proposed techniques and concepts are used in various examples including the design of proportional-integral-derivative-barrier (PIDB) control for adaptive cruise control.

eess.SY↗

arXiv2025

Nonlinear Robust Optimization for Planning and Control

This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with respect to all possible realizations of the disturbances within prescribed uncertainty sets. To address this problem, we introduce a bi-level optimization algorithm. The outer level employs a trust-region successive convexification approach which relies on linearizing the nonlinear dynamics and robust constraints. The inner level involves solving the resulting linearized robust optimization problems, for which we derive tractable convex reformulations and present an Augmented Lagrangian method for efficiently solving them. To further enhance the robustness of our methodology on nonlinear systems, we also illustrate that potential linearization errors can be effectively modeled as unknown disturbances as well. Simulation results verify the applicability of our approach in controlling nonlinear systems in a robust manner under unknown disturbances. The promise of effectively handling approximation errors in such successive linearization schemes from a robust optimization perspective is also highlighted.

eess.SY↗

arXiv2025

Feedback Schrödinger Bridge Matching

Recent advancements in diffusion bridges for distribution transport problems have heavily relied on matching frameworks, yet existing methods often face a trade-off between scalability and access to optimal pairings during training. Fully unsupervised methods make minimal assumptions but incur high computational costs, limiting their practicality. On the other hand, imposing full supervision of the matching process with optimal pairings improves scalability, however, it can be infeasible in many applications. To strike a balance between scalability and minimal supervision, we introduce Feedback Schrödinger Bridge Matching (FSBM), a novel semi-supervised matching framework that incorporates a small portion (less than 8% of the entire dataset) of pre-aligned pairs as state feedback to guide the transport map of non coupled samples, thereby significantly improving efficiency. This is achieved by formulating a static Entropic Optimal Transport (EOT) problem with an additional term capturing the semi-supervised guidance. The generalized EOT objective is then recast into a dynamic formulation to leverage the scalability of matching frameworks. Extensive experiments demonstrate that FSBM accelerates training and enhances generalization by leveraging coupled pairs guidance, opening new avenues for training matching frameworks with partially aligned datasets.

stat.ML↗

arXiv2025

Trivialized Momentum Facilitates Diffusion Generative Modeling on Lie Groups

The generative modeling of data on manifolds is an important task, for which diffusion models in flat spaces typically need nontrivial adaptations. This article demonstrates how a technique called `trivialization' can transfer the effectiveness of diffusion models in Euclidean spaces to Lie groups. In particular, an auxiliary momentum variable was algorithmically introduced to help transport the position variable between data distribution and a fixed, easy-to-sample distribution. Normally, this would incur further difficulty for manifold data because momentum lives in a space that changes with the position. However, our trivialization technique creates a new momentum variable that stays in a simple fixed vector space. This design, together with a manifold preserving integrator, simplifies implementation and avoids inaccuracies created by approximations such as projections to tangent space and manifold, which were typically used in prior work, hence facilitating generation with high-fidelity and efficiency. The resulting method achieves state-of-the-art performance on protein and RNA torsion angle generation and sophisticated torus datasets. We also, arguably for the first time, tackle the generation of data on high-dimensional Special Orthogonal and Unitary groups, the latter essential for quantum problems. Code is available at https://github.com/yuchen-zhu-zyc/TDM.

cs.LG↗

arXiv2025

Scaling Robust Optimization for Multi-Agent Robotic Systems: A Distributed Perspective

This paper presents a novel distributed robust optimization scheme for steering distributions of multi-agent systems under stochastic and deterministic uncertainty. Robust optimization is a subfield of optimization which aims to discover an optimal solution that remains robustly feasible for all possible realizations of the problem parameters within a given uncertainty set. Such approaches would naturally constitute an ideal candidate for multi-robot control, where in addition to stochastic noise, there might be exogenous deterministic disturbances. Nevertheless, as these methods are usually associated with significantly high computational demands, their application to multi-agent robotics has remained limited. The scope of this work is to propose a scalable robust optimization framework that effectively addresses both types of uncertainties, while retaining computational efficiency and scalability. In this direction, we provide tractable approximations for robust constraints that are relevant in multi-robot settings. Subsequently, we demonstrate how computations can be distributed through an Alternating Direction Method of Multipliers (ADMM) approach towards achieving scalability and communication efficiency. All improvements are also theoretically justified by establishing and comparing the resulting computational complexities. Simulation results highlight the performance of the proposed algorithm in effectively handling both stochastic and deterministic uncertainty in multi-robot systems. The scalability of the method is also emphasized by showcasing tasks with up to hundreds of agents. The results of this work indicate the promise of blending robust optimization, distribution steering and distributed optimization towards achieving scalable, safe and robust multi-robot control.

cs.RO↗

arXiv2025

Distributed Model Predictive Covariance Steering

This paper proposes Distributed Model Predictive Covariance Steering (DiMPCS) for multi-agent control under stochastic uncertainty. The scope of our approach is to blend covariance steering theory, distributed optimization and model predictive control (MPC) into a single framework that is safe, scalable and decentralized. Initially, we pose a problem formulation that uses the Wasserstein distance to steer the state distributions of a multi-agent system to desired targets, and probabilistic constraints to ensure safety. We then transform this problem into a finite-dimensional optimization one by utilizing a disturbance feedback policy parametrization for covariance steering and a tractable approximation of the safety constraints. To solve the latter problem, we derive a decentralized consensus-based algorithm using the Alternating Direction Method of Multipliers. This method is then extended to a receding horizon form, which yields the proposed DiMPCS algorithm. Simulation experiments on a variety of multi-robot tasks with up to hundreds of robots demonstrate the effectiveness of DiMPCS. The superior scalability and performance of the proposed method is also highlighted through a comparison against related stochastic MPC approaches. Finally, hardware results on a multi-robot platform also verify the applicability of DiMPCS on real systems. A video with all results is available in https://youtu.be/tzWqOzuj2kQ.

cs.RO↗

arXiv2025

Deep Distributed Optimization for Large-Scale Quadratic Programming

Quadratic programming (QP) forms a crucial foundation in optimization, encompassing a broad spectrum of domains and serving as the basis for more advanced algorithms. Consequently, as the scale and complexity of modern applications continue to grow, the development of efficient and reliable QP algorithms is becoming increasingly vital. In this context, this paper introduces a novel deep learning-aided distributed optimization architecture designed for tackling large-scale QP problems. First, we combine the state-of-the-art Operator Splitting QP (OSQP) method with a consensus approach to derive DistributedQP, a new method tailored for network-structured problems, with convergence guarantees to optimality. Subsequently, we unfold this optimizer into a deep learning framework, leading to DeepDistributedQP, which leverages learned policies to accelerate reaching to desired accuracy within a restricted amount of iterations. Our approach is also theoretically grounded through Probably Approximately Correct (PAC)-Bayes theory, providing generalization bounds on the expected optimality gap for unseen problems. The proposed framework, as well as its centralized version DeepQP, significantly outperform their standard optimization counterparts on a variety of tasks such as randomly generated problems, optimal control, linear regression, transportation networks and others. Notably, DeepDistributedQP demonstrates strong generalization by training on small problems and scaling to solve much larger ones (up to 50K variables and 150K constraints) using the same policy. Moreover, it achieves orders-of-magnitude improvements in wall-clock time compared to OSQP. The certifiable performance guarantees of our approach are also demonstrated, ensuring higher-quality solutions over traditional optimizers.

math.OC↗

arXiv2024

Deep Generalized Schrödinger Bridges: From Image Generation to Solving Mean-Field Games

Generalized Schrödinger Bridges (GSBs) are a fundamental mathematical framework used to analyze the most likely particle evolution based on the principle of least action including kinetic and potential energy. In parallel to their well-established presence in the theoretical realms of quantum mechanics and optimal transport, this paper focuses on an algorithmic perspective, aiming to enhance practical usage. Our motivated observation is that transportation problems with the optimality structures delineated by GSBs are pervasive across various scientific domains, such as generative modeling in machine learning, mean-field games in stochastic control, and more. Exploring the intrinsic connection between the mathematical modeling of GSBs and the modern algorithmic characterization therefore presents a crucial, yet untapped, avenue. In this paper, we reinterpret GSBs as probabilistic models and demonstrate that, with a delicate mathematical tool known as the nonlinear Feynman-Kac lemma, rich algorithmic concepts, such as likelihoods, variational gaps, and temporal differences, emerge naturally from the optimality structures of GSBs. The resulting computational framework, driven by deep learning and neural networks, operates in a fully continuous state space (i.e., mesh-free) and satisfies distribution constraints, setting it apart from prior numerical solvers relying on spatial discretization or constraint relaxation. We demonstrate the efficacy of our method in generative modeling and mean-field games, highlighting its transformative applications at the intersection of mathematical modeling, stochastic process, control, and machine learning.

stat.ML↗

arXiv2024

Dynamics Modeling using Visual Terrain Features for High-Speed Autonomous Off-Road Driving

Rapid autonomous traversal of unstructured terrain is essential for scenarios such as disaster response, search and rescue, or planetary exploration. As a vehicle navigates at the limit of its capabilities over extreme terrain, its dynamics can change suddenly and dramatically. For example, high-speed and varying terrain can affect parameters such as traction, tire slip, and rolling resistance. To achieve effective planning in such environments, it is crucial to have a dynamics model that can accurately anticipate these conditions. In this work, we present a hybrid model that predicts the changing dynamics induced by the terrain as a function of visual inputs. We leverage a pre-trained visual foundation model (VFM) DINOv2, which provides rich features that encode fine-grained semantic information. To use this dynamics model for planning, we propose an end-to-end training architecture for a projection distance independent feature encoder that compresses the information from the VFM, enabling the creation of a lightweight map of the environment at runtime. We validate our architecture on an extensive dataset (hundreds of kilometers of aggressive off-road driving) collected across multiple locations as part of the DARPA Robotic Autonomy in Complex Environments with Resiliency (RACER) program. https://www.youtube.com/watch?v=dycTXxEosMk

cs.RO↗

arXiv2024

React-OT: Optimal Transport for Generating Transition State in Chemical Reactions

Transition states (TSs) are transient structures that are key in understanding reaction mechanisms and designing catalysts but challenging to be captured in experiments. Alternatively, many optimization algorithms have been developed to search for TSs computationally. Yet the cost of these algorithms driven by quantum chemistry methods (usually density functional theory) is still high, posing challenges for their applications in building large reaction networks for reaction exploration. Here we developed React-OT, an optimal transport approach for generating unique TS structures from reactants and products. React-OT generates highly accurate TS structures with a median structural root mean square deviation (RMSD) of 0.053Å and median barrier height error of 1.06 kcal/mol requiring only 0.4 second per reaction. The RMSD and barrier height error is further improved by roughly 25\% through pretraining React-OT on a large reaction dataset obtained with a lower level of theory, GFN2-xTB. We envision that the remarkable accuracy and rapid inference of React-OT will be highly useful when integrated with the current high-throughput TS search workflow. This integration will facilitate the exploration of chemical reactions with unknown mechanisms.

physics.chem-ph↗

arXiv2024

Second-Order Stein Variational Dynamic Optimization

We present a novel second-order trajectory optimization algorithm based on Stein Variational Newton's Method and Maximum Entropy Differential Dynamic Programming. The proposed algorithm, called Stein Variational Differential Dynamic Programming, is a kernel-based extension of Maximum Entropy Differential Dynamic Programming that combines the best of the two worlds of sampling-based and gradient-based optimization. The resulting algorithm avoids known drawbacks of gradient-based dynamic optimization in terms of getting stuck to local minima, while it overcomes limitations of sampling-based stochastic optimization in terms of introducing undesirable stochasticity when applied in online fashion. To test the efficacy of the proposed algorithm, experiments are performed for both trajectory optimization and model predictive control. The experiments include comparisons with unimodal and multimodal Maximum Entropy Differential Dynamic Programming as well as Model Predictive Path Integral Control and its multimodal and Stein Variational extensions. The results demonstrate the superior performance of the proposed algorithms and confirm the hypothesis that there is a middle ground between sampling and gradient-based optimization that is indeed beneficial for the purposes of dynamic optimization. This middle ground consists of different mechanisms that combine sampling with gradient-based optimization. In this paper, we investigate these different mechanisms and show their benefits in dealing with non-convex dynamic optimization problems found in trajectory optimization and model predictive control.

math.OC↗

arXiv2024

Generalized Maximum Entropy Differential Dynamic Programming

We present a sampling-based trajectory optimization method derived from the maximum entropy formulation of Differential Dynamic Programming with Tsallis entropy. This method is a generalization of the legacy work with Shannon entropy, which leads to a Gaussian optimal control policy for exploration during optimization. With the Tsallis entropy, the policy takes the form of $q$-Gaussian, which further encourages exploration with its heavy-tailed shape. Moreover, the sampling variance is scaled according to the value function of the trajectory. This scaling mechanism is the unique property of the algorithm with Tsallis entropy in contrast to the original formulation with Shannon entropy, which scales variance with a fixed temperature parameter. Due to this property, our proposed algorithms can promote exploration when necessary, that is, the cost of the trajectory is high. The simulation results with two robotic systems with multimodal cost demonstrate the properties of the proposed algorithm.

math.OC↗

arXiv2024

Differentiable Robust Model Predictive Control

Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected nominal performance. Robust MPC algorithms aim to bridge this gap between deterministic and uncertain control. However, these methods are often excessively difficult to tune for robustness due to the nonlinear and non-intuitive effects that controller parameters have on performance. To address this challenge, we first present a unifying perspective on differentiable optimization for control using the implicit function theorem (IFT), from which existing state-of-the art methods can be derived. Drawing parallels with differential dynamic programming, the IFT enables the derivation of an efficient differentiable optimal control framework. The derived scheme is subsequently paired with a tube-based MPC architecture to facilitate the automatic and real-time tuning of robust controllers in the presence of large uncertainties and disturbances. The proposed algorithm is benchmarked on multiple nonlinear robotic systems, including two systems in the MuJoCo simulator environment and one hardware experiment on the Robotarium testbed, to demonstrate its efficacy.

math.OC↗

arXiv2024

Quantum State Generation with Structure-Preserving Diffusion Model

This article considers the generative modeling of the (mixed) states of quantum systems, and an approach based on denoising diffusion model is proposed. The key contribution is an algorithmic innovation that respects the physical nature of quantum states. More precisely, the commonly used density matrix representation of mixed-state has to be complex-valued Hermitian, positive semi-definite, and trace one. Generic diffusion models, or other generative methods, may not be able to generate data that strictly satisfy these structural constraints, even if all training data do. To develop a machine learning algorithm that has physics hard-wired in, we leverage mirror diffusion and borrow the physical notion of von Neumann entropy to design a new map, for enabling strict structure-preserving generation. Both unconditional generation and conditional generation via classifier-free guidance are experimentally demonstrated efficacious, the latter enabling the design of new quantum states when generated on unseen labels.

quant-ph↗

arXiv2024

Generative Modeling with Phase Stochastic Bridges

Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it. In this work, we introduce a novel generative modeling framework grounded in \textbf{phase space dynamics}, where a phase space is defined as {an augmented space encompassing both position and velocity.} Leveraging insights from Stochastic Optimal Control, we construct a path measure in the phase space that enables efficient sampling. {In contrast to DMs, our framework demonstrates the capability to generate realistic data points at an early stage of dynamics propagation.} This early prediction sets the stage for efficient data generation by leveraging additional velocity information along the trajectory. On standard image generation benchmarks, our model yields favorable performance over baselines in the regime of small Number of Function Evaluations (NFEs). Furthermore, our approach rivals the performance of diffusion models equipped with efficient sampling techniques, underscoring its potential as a new tool generative modeling.

cs.LG↗