Sampling-Based Global Optimal Control and Estimation via Semidefinite Programming
Global optimization has gained attraction over the past decades, thanks to the development of both theoretical foundations and efficient numerical routines. Among recent advances, Kernel Sum of Squares (KernelSOS) provides a powerful theoretical framework, combining the expressivity of kernel methods with the guarantees of SOS optimization. In this paper, we take KernelSOS from theory to practice and demonstrate its use on challenging control and robotics problems. We identify and address the practical considerations required to make the method work in applied settings: restarting strategies, systematic calibration of hyperparameters, methods for recovering minimizers, and the combination with fast local solvers. As a proof of concept, the application of KernelSOS to robot localization highlights its competitiveness with existing SOS approaches that rely on heuristics and handcrafted reformulations to render the problem polynomial. Even in the high-dimensional, non-parametric setting of trajectory optimization with simulators treated as black boxes, we demonstrate how KernelSOS can be combined with fast local solvers to uncover higher-quality solutions without compromising overall runtimes.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Cramér-Rao Bound Optimization for Joint Radar-Communication Design
In this paper, we propose multi-input multi-output (MIMO) beamforming designs towards joint radar sensing and multi-user communications. We employ the Cram\'er-Rao bound (CRB) as a performance metric of target estimation…
Joint Radar-CommunicationA Certifiably Globally Optimal Solution to Generalized Essential Matrix Estimation
We present a convex optimization approach for generalized essential matrix (GEM) estimation. The six-point minimal solver for the GEM has poor numerical stability and applies only for a minimal number of points. Existing…
Riemannian Langevin Algorithm for Solving Semidefinite Programs
We propose a Langevin diffusion-based algorithm for non-convex optimization and sampling on a product manifold of spheres. Under a logarithmic Sobolev inequality, we establish a guarantee for finite iteration convergence…
Certifiably Optimal Outlier-Robust Geometric Perception: Semidefinite Relaxations and Scalable Global Optimization
We propose the first general and scalable framework to design certifiable algorithms for robust geometric perception in the presence of outliers. Our first contribution is to show that estimation using common robust cost…
global-optimizationPose EstimationAn Efficient Solution to Non-Minimal Case Essential Matrix Estimation
Finding relative pose between two calibrated images is a fundamental task in computer vision. Given five point correspondences, the classical five-point methods can be used to calculate the essential matrix efficiently. …