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Pablo A. Parrilo

Publications and source records attributed to Pablo A. Parrilo.

At least 19 recordsLinked to original sources
arXiv2026

Semidefinite Relaxations for Collision-Free Motion Planning

We study semidefinite relaxations for collision-free motion planning. We focus on a point robot moving from start to goal through spherical obstacles in $\mathbb{R}^n$, subject to path continuity constraints and squared derivative costs; a setting that is conceptually simple yet captures the hardness of collision-free motion planning. We formulate this problem exactly as a nonconvex problem over polynomial curves, and present a natural semidefinite relaxation. We contribute two key theoretical insights; to our knowledge this is the first theoretical analysis of semidefinite relaxations for collision-free motion planning. First, we show that solving the convex relaxation is equivalent to solving, to global optimality, a related motion planning problem in a potentially higher-dimensional space. This geometric interpretation yields necessary and sufficient conditions for tightness, and a clear intuition for when the relaxation is loose. Second, we show that the relaxation admits a symmetry reduction that makes it significantly smaller than one might expect, with positive semidefinite cone sizes that scale linearly with the polynomial degree and are independent of the ambient dimension. The resulting relaxation is 10 to 100 times faster than direct nonlinear programming transcriptions solved with SNOPT and IPOPT, exhibits significantly lower variance in solve times, and reliably finds a locally optimal path for the original problem. We demonstrate its effectiveness as a convex steering function in an RRT planner for minimum-snap quadrotor planning with $C^4$ continuous trajectories.

cs.RO↗
arXiv2026

Beyond RLHF and NLHF: Population-Proportional Alignment under an Axiomatic Framework

Conventional preference learning methods often prioritize opinions held more widely when aggregating preferences from multiple evaluators. This may result in policies that are biased in favor of some types of opinions or groups and susceptible to strategic manipulation. To address this issue, we develop a novel preference learning framework capable of aligning aggregate opinions and policies proportionally with the true population distribution of evaluator preferences. Grounded in social choice theory, our approach infers the feasible set of evaluator population distributions directly from pairwise comparison data. Using these estimates, the algorithm constructs a policy that satisfies foundational axioms from social choice theory, namely monotonicity and Pareto efficiency, as well as our newly-introduced axioms of population-proportional alignment and population-bounded manipulability. Moreover, we propose a soft-max relaxation method that smoothly trades off population-proportional alignment with the selection of the Condorcet winner (which beats all other options in pairwise comparisons). Finally, we validate the effectiveness and scalability of our approach through experiments on both tabular recommendation tasks and large language model alignment.

cs.AI↗
arXiv2026

Collaborative and Efficient Fine-tuning: Leveraging Task Similarity

Adaptability has been regarded as a central feature in the foundation models, enabling them to effectively acclimate to unseen downstream tasks. Parameter-efficient fine-tuning methods such as celebrated LoRA facilitate efficient adaptation of large foundation models using labeled, high-quality and generally scarce task data. To mitigate data scarcity in fine-tuning of foundation models, we propose to leverage task similarity across multiple downstream users. Intuitively, users with similar tasks must be able to assist each other in boosting the effective fine-tuning data size. We propose Collaborative Low-Rank Adaptation, or CoLoRA, which exploits task similarity to collaboratively and efficiently fine-tune personalized foundation models. The main idea in CoLoRA is to train one shared adapter capturing underlying task similarities across all tasks, and personalized adapters tailored to user-specific tasks. We theoretically study CoLoRA on heterogeneous linear regression and provide provable guarantees for ground truth recovery. We also conduct several natural language experiments with varying task similarity, which further demonstrate that when trained together with similar tasks, individual performances are significantly boosted.

cs.LG↗
arXiv2025

Mixed Discrete and Continuous Planning using Shortest Walks in Graphs of Convex Sets

We study the Shortest-Walk Problem (SWP) in a Graph of Convex Sets (GCS). A GCS is a graph where each vertex is paired with a convex program, and each edge couples adjacent programs via additional costs and constraints. A walk in a GCS is a sequence of vertices connected by edges, where vertices may be repeated. The length of a walk is given by the cumulative optimal value of the corresponding convex programs. To solve the SWP in GCS, we first synthesize a piecewise-quadratic lower bound on the problem's cost-to-go function using semidefinite programming. Then we use this lower bound to guide an incremental-search algorithm that yields an approximate shortest walk. We show that the SWP in GCS is a natural language for many mixed discrete-continuous planning problems in robotics, unifying problems that typically require specialized solutions while delivering high performance and computational efficiency. We demonstrate this through experiments in collision-free motion planning, skill chaining, and optimal control of hybrid systems.

cs.RO↗
arXiv2025

A New Semidefinite Relaxation for Linear and Piecewise-Affine Optimal Control with Time Scaling

We introduce a semidefinite relaxation for optimal control of linear systems with time scaling. These problems are inherently nonconvex, since the system dynamics involves bilinear products between the discretization time step and the system state and controls. The proposed relaxation is closely related to the standard second-order semidefinite relaxation for quadratic constraints, but we carefully select a subset of the possible bilinear terms and apply a change of variables to achieve empirically tight relaxations while keeping the computational load light. We further extend our method to handle piecewise-affine (PWA) systems by formulating the PWA optimal-control problem as a shortest-path problem in a graph of convex sets (GCS). In this GCS, different paths represent different mode sequences for the PWA system, and the convex sets model the relaxed dynamics within each mode. By combining a tight convex relaxation of the GCS problem with our semidefinite relaxation with time scaling, we can solve PWA optimal-control problems through a single semidefinite program.

cs.RO↗
arXiv2024

Acceleration by Random Stepsizes: Hedging, Equalization, and the Arcsine Stepsize Schedule

We show that for separable convex optimization, random stepsizes fully accelerate Gradient Descent. Specifically, using inverse stepsizes i.i.d. from the Arcsine distribution improves the convergence rate from $O(k)$ to $O(\sqrt{k})$, where $k$ is the condition number. No momentum or other algorithmic modifications are required. Our starting point is a remarkable "equalization property" of the Arcsine distribution: it yields an identical convergence rate for all quadratic functions. A key technical insight is that martingale arguments extend this phenomenon to all separable convex functions. We interpret this equalization as an extreme form of hedging: by using this random distribution over stepsizes, Gradient Descent converges at exactly the same rate for all functions in the function class.

math.OC↗
arXiv2024

A Unified Linear Programming Framework for Offline Reward Learning from Human Demonstrations and Feedback

Inverse Reinforcement Learning (IRL) and Reinforcement Learning from Human Feedback (RLHF) are pivotal methodologies in reward learning, which involve inferring and shaping the underlying reward function of sequential decision-making problems based on observed human demonstrations and feedback. Most prior work in reward learning has relied on prior knowledge or assumptions about decision or preference models, potentially leading to robustness issues. In response, this paper introduces a novel linear programming (LP) framework tailored for offline reward learning. Utilizing pre-collected trajectories without online exploration, this framework estimates a feasible reward set from the primal-dual optimality conditions of a suitably designed LP, and offers an optimality guarantee with provable sample efficiency. Our LP framework also enables aligning the reward functions with human feedback, such as pairwise trajectory comparison data, while maintaining computational tractability and sample efficiency. We demonstrate that our framework potentially achieves better performance compared to the conventional maximum likelihood estimation (MLE) approach through analytical examples and numerical experiments.

cs.LG↗
arXiv2024

Multi-Query Shortest-Path Problem in Graphs of Convex Sets

The Shortest-Path Problem in Graph of Convex Sets (SPP in GCS) is a recently developed optimization framework that blends discrete and continuous decision making. Many relevant problems in robotics, such as collision-free motion planning, can be cast and solved as an SPP in GCS, yielding lower-cost solutions and faster runtimes than state-of-the-art algorithms. In this paper, we are motivated by motion planning of robot arms that must operate swiftly in static environments. We consider a multi-query extension of the SPP in GCS, where the goal is to efficiently precompute optimal paths between given sets of initial and target conditions. Our solution consists of two stages. Offline, we use semidefinite programming to compute a coarse lower bound on the problem's cost-to-go function. Then, online, this lower bound is used to incrementally generate feasible paths by solving short-horizon convex programs. For a robot arm with seven joints, our method designs higher quality trajectories up to two orders of magnitude faster than existing motion planners.

cs.RO↗
arXiv2024

Towards Tight Convex Relaxations for Contact-Rich Manipulation

We present a novel method for global motion planning of robotic systems that interact with the environment through contacts. Our method directly handles the hybrid nature of such tasks using tools from convex optimization. We formulate the motion-planning problem as a shortest-path problem in a graph of convex sets, where a path in the graph corresponds to a contact sequence and a convex set models the quasi-static dynamics within a fixed contact mode. For each contact mode, we use semidefinite programming to relax the nonconvex dynamics that results from the simultaneous optimization of the object's pose, contact locations, and contact forces. The result is a tight convex relaxation of the overall planning problem, that can be efficiently solved and quickly rounded to find a feasible contact-rich trajectory. As an initial application for evaluating our method, we apply it on the task of planar pushing. Exhaustive experiments show that our convex-optimization method generates plans that are consistently within a small percentage of the global optimum, without relying on an initial guess, and that our method succeeds in finding trajectories where a state-of-the-art baseline for contact-rich planning usually fails. We demonstrate the quality of these plans on a real robotic system.

cs.RO↗
arXiv2024

Convex Ternary Quartics Are SOS-Convex

We prove that convex ternary quartic forms are sum-of-squares-convex (sos-convex). This result is in a meaningful sense the ``convex analogue'' a celebrated theorem of Hilbert from 1888, where he proves that nonnegative ternary quartic forms are sums of squares. We show by an appropriate construction that exploiting the structure of the Hessian matrix is crucial in any possible proof of our result.

math.OC↗
arXiv2023

Acceleration by Stepsize Hedging II: Silver Stepsize Schedule for Smooth Convex Optimization

We provide a concise, self-contained proof that the Silver Stepsize Schedule proposed in Part I directly applies to smooth (non-strongly) convex optimization. Specifically, we show that with these stepsizes, gradient descent computes an $ε$-minimizer in $O(ε^{-\log_ρ 2}) = O(ε^{-0.7864})$ iterations, where $ρ= 1+\sqrt{2}$ is the silver ratio. This is intermediate between the textbook unaccelerated rate $O(ε^{-1})$ and the accelerated rate $O(ε^{-1/2})$ due to Nesterov in 1983. The Silver Stepsize Schedule is a simple explicit fractal: the $i$-th stepsize is $1+ρ^{v(i)-1}$ where $v(i)$ is the $2$-adic valuation of $i$. The design and analysis are conceptually identical to the strongly convex setting in Part I, but simplify remarkably in this specific setting.

math.OC↗
arXiv2023

Improved Nonnegativity Testing in the Bernstein Basis via Geometric Means

We develop a new kind of nonnegativity certificate for univariate polynomials on an interval. In many applications, nonnegative Bernstein coefficients are often used as a simple way of certifying polynomial nonnegativity. Our proposed condition is instead an explicit lower bound for each Bernstein coefficient in terms of the geometric mean of its adjacent coefficients, which is provably less restrictive than the usual test based on nonnegative coefficients. We generalize to matrix-valued polynomials of arbitrary degree, and we provide numerical experiments suggesting the practical benefits of this condition. The techniques for constructing this inexpensive certificate could potentially be applied to other semialgebraic feasibility problems.

math.OC↗
arXiv2023

Acceleration by Stepsize Hedging I: Multi-Step Descent and the Silver Stepsize Schedule

Can we accelerate convergence of gradient descent without changing the algorithm -- just by carefully choosing stepsizes? Surprisingly, we show that the answer is yes. Our proposed Silver Stepsize Schedule optimizes strongly convex functions in $k^{\log_ρ 2} \approx k^{0.7864}$ iterations, where $ρ=1+\sqrt{2}$ is the silver ratio and $k$ is the condition number. This is intermediate between the textbook unaccelerated rate $k$ and the accelerated rate $\sqrt{k}$ due to Nesterov in 1983. The non-strongly convex setting is conceptually identical, and standard black-box reductions imply an analogous accelerated rate $\varepsilon^{-\log_ρ 2} \approx \varepsilon^{-0.7864}$. We conjecture and provide partial evidence that these rates are optimal among all possible stepsize schedules. The Silver Stepsize Schedule is constructed recursively in a fully explicit way. It is non-monotonic, fractal-like, and approximately periodic of period $k^{\log_ρ 2}$. This leads to a phase transition in the convergence rate: initially super-exponential (acceleration regime), then exponential (saturation regime).

math.OC↗
arXiv2023

Low-Rank Univariate Sum of Squares Has No Spurious Local Minima

We study the problem of decomposing a polynomial $p$ into a sum of $r$ squares by minimizing a quadratically penalized objective $f_p(\mathbf{u}) = \left\lVert \sum_{i=1}^r u_i^2 - p\right\lVert^2$. This objective is nonconvex and is equivalent to the rank-$r$ Burer-Monteiro factorization of a semidefinite program (SDP) encoding the sum of squares decomposition. We show that for all univariate polynomials $p$, if $r \ge 2$ then $f_p(\mathbf{u})$ has no spurious second-order critical points, showing that all local optima are also global optima. This is in contrast to previous work showing that for general SDPs, in addition to genericity conditions, $r$ has to be roughly the square root of the number of constraints (the degree of $p$) for there to be no spurious second-order critical points. Our proof uses tools from computational algebraic geometry and can be interpreted as constructing a certificate using the first- and second-order necessary conditions. We also show that by choosing a norm based on sampling equally-spaced points on the circle, the gradient $\nabla f_p$ can be computed in nearly linear time using fast Fourier transforms. Experimentally we demonstrate that this method has very fast convergence using first-order optimization algorithms such as L-BFGS, with near-linear scaling to million-degree polynomials.

math.OC↗
arXiv2023

Shortest Paths in Graphs of Convex Sets

Given a graph, the shortest-path problem requires finding a sequence of edges with minimum cumulative length that connects a source vertex to a target vertex. We consider a variant of this classical problem in which the position of each vertex in the graph is a continuous decision variable constrained in a convex set, and the length of an edge is a convex function of the position of its endpoints. Problems of this form arise naturally in many areas, from motion planning of autonomous vehicles to optimal control of hybrid systems. The price for such a wide applicability is the complexity of this problem, which is easily seen to be NP-hard. Our main contribution is a strong and lightweight mixed-integer convex formulation based on perspective operators, that makes it possible to efficiently find globally optimal paths in large graphs and in high-dimensional spaces.

cs.DM↗
arXiv2021

Lifting for Simplicity: Concise Descriptions of Convex Sets

This paper presents a selected tour through the theory and applications of lifts of convex sets. A lift of a convex set is a higher-dimensional convex set that projects onto the original set. Many convex sets have lifts that are dramatically simpler to describe than the original set. Finding such simple lifts has significant algorithmic implications, particularly for optimization problems. We consider both the classical case of polyhedral lifts, described by linear inequalities, as well as spectrahedral lifts, defined by linear matrix inequalities, with a focus on recent developments related to spectrahedral lifts. Given a convex set, ideally we would either like to find a (low-complexity) polyhedral or spectrahedral lift, or find an obstruction proving that no such lift is possible. To this end, we explain the connection between the existence of lifts of a convex set and certain structured factorizations of its associated slack operator. Based on this characterization, we describe a uniform approach, via sums of squares, to the construction of spectrahedral lifts of convex sets and illustrate the method on several families of examples. Finally, we discuss two flavors of obstruction to the existence of lifts: one related to facial structure, and the other related to algebraic properties of the set in question. Rather than being exhaustive, our aim is to illustrate the richness of the area. We touch on a range of different topics related to the existence of lifts, and present many examples of lifts from different areas of mathematics and its applications.

math.OC↗
arXiv2021

Approximating Min-Mean-Cycle for low-diameter graphs in near-optimal time and memory

We revisit Min-Mean-Cycle, the classical problem of finding a cycle in a weighted directed graph with minimum mean weight. Despite an extensive algorithmic literature, previous work falls short of a near-linear runtime in the number of edges $m$. We propose an approximation algorithm that, for graphs with polylogarithmic diameter, achieves a near-linear runtime. In particular, this is the first algorithm whose runtime scales in the number of vertices $n$ as $\tilde{O}(n^2)$ for the complete graph. Moreover, unconditionally on the diameter, the algorithm uses only $O(n)$ memory beyond reading the input, making it "memory-optimal". Our approach is based on solving a linear programming relaxation using entropic regularization, which reduces the problem to Matrix Balancing -- á la the popular reduction of Optimal Transport to Matrix Scaling. The algorithm is practical and simple to implement.

cs.DS↗