arXiv subjects

Renzi Wang

Publications and source records attributed to Renzi Wang.

6 recordsLinked to original sources

arXiv2026

Parametric Nonconvex Optimization via Convex Surrogates

This paper presents a novel learning-based approach to construct a surrogate problem that approximates a given parametric nonconvex optimization problem. The surrogate function is designed to be the minimum of a finite set of functions, given by the composition of convex and monotonic terms, so that the surrogate problem can be solved directly through parallel convex optimization. As a proof of concept, numerical experiments on a nonconvex path tracking problem confirm the approximation quality of the proposed method.

math.OC↗

arXiv2025

EM++: A parameter learning framework for stochastic switching systems

This paper proposes a general switching dynamical system model, and a custom majorization-minimization-based algorithm EM++ for identifying its parameters. For certain families of distributions, such as Gaussian distributions, this algorithm reduces to the well-known expectation-maximization method. We prove global convergence of the algorithm under suitable assumptions, thus addressing an important open issue in the switching system identification literature. The effectiveness of both the proposed model and algorithm is validated through extensive numerical experiments.

math.OC↗

arXiv2025

Risk-Sensitive Model Predictive Control for Interaction-Aware Planning -- A Sequential Convexification Algorithm

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable convex upper bounds to both the objective function, and to frequently used penalty terms for collision avoidance, allowing us to efficiently solve the generally nonconvex optimal control problem as a sequence of convex problems. Simulations of a robot navigating a corridor demonstrate the effectiveness and the computational advantage of the proposed approach.

math.OC↗

arXiv2024

Imitation Learning from Observations: An Autoregressive Mixture of Experts Approach

This paper presents a novel approach to imitation learning from observations, where an autoregressive mixture of experts model is deployed to fit the underlying policy. The parameters of the model are learned via a two-stage framework. By leveraging the existing dynamics knowledge, the first stage of the framework estimates the control input sequences and hence reduces the problem complexity. At the second stage, the policy is learned by solving a regularized maximum-likelihood estimation problem using the estimated control input sequences. We further extend the learning procedure by incorporating a Lyapunov stability constraint to ensure asymptotic stability of the identified model, for accurate multi-step predictions. The effectiveness of the proposed framework is validated using two autonomous driving datasets collected from human demonstrations, demonstrating its practical applicability in modelling complex nonlinear dynamics.

cs.LG↗

arXiv2022

Interaction-aware Model Predictive Control for Autonomous Driving

Lane changing and lane merging remains a challenging task for autonomous driving, due to the strong interaction between the controlled vehicle and the uncertain behavior of the surrounding traffic participants. The interaction induces a dependence of the vehicles' states on the (stochastic) dynamics of the surrounding vehicles, increasing the difficulty of predicting future trajectories. Furthermore, the small relative distances cause traditional robust approaches to become overly conservative, necessitating control methods that are explicitly aware of inter-vehicle interaction. Towards these goals, we propose an interaction-aware stochastic model predictive control (MPC) strategy integrated with an online learning framework, which models a given driver's cooperation level as an unknown parameter in a state-dependent probability distribution. The online learning framework adaptively estimates the surrounding vehicle's cooperation level with the vehicle's past trajectory and combines this with a kinematic vehicle model to predict the probability of a multimodal future state trajectory. The learning is conducted with logistic regression which enables fast online computation. The multi-future prediction is used in the MPC algorithm to compute the optimal control input while satisfying safety constraints. We demonstrate our algorithm in an interactive lane changing scenario with drivers in different randomly selected cooperation levels.

math.OC↗

arXiv2021

Koopman based data-driven predictive control

Sparked by the Willems' fundamental lemma, a class of data-driven control methods has been developed for LTI systems. At the same time, the Koopman operator theory attempts to cast a nonlinear control problem into a standard linear one albeit infinite-dimensional. Motivated by these two ideas, a data-driven control scheme for nonlinear systems is proposed in this work. The proposed scheme is compatible with most differential regressors enabling offline learning. In particular, the model uncertainty is considered, enabling a novel data-driven simulation framework based on Wasserstein distance. Numerical experiments are performed with Bayesian neural networks to show the effectiveness of both the proposed control and simulation scheme.

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