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math.OC2024

Solution of the Probabilistic Lambert's Problem: Optimal Transport Approach

Alexis M. H. Teter, Iman Nodozi, Abhishek Halder

The deterministic variant of the Lambert's problem was posed by Lambert in the 18th century and its solution for conic trajectory has been derived by many, including Euler, Lambert…

math.OC2024

Solution of the Probabilistic Lambert Problem: Connections with Optimal Mass Transport, Schrödinger Bridge and Reaction-Diffusion PDEs

Alexis M. H. Teter, Iman Nodozi, Abhishek Halder

The Lambert problem originated in orbital mechanics. It concerns with determining the initial velocity for a boundary value problem involving the dynamical constraint due to gravit…

math.OC2023

Wasserstein Consensus ADMM

Iman Nodozi, Abhishek Halder

We introduce Wasserstein consensus alternating direction method of multipliers (ADMM) and its entropic-regularized version: Sinkhorn consensus ADMM, to solve measure-valued optimiz…

math.OC2023

Neural Schrödinger Bridge with Sinkhorn Losses: Application to Data-driven Minimum Effort Control of Colloidal Self-assembly

Iman Nodozi, Charlie Yan, Mira Khare +2

We show that the minimum effort control of colloidal self-assembly can be naturally formulated in the order-parameter space as a generalized Schrödinger bridge problem -- a class o…

math.OC2022

A Physics-informed Deep Learning Approach for Minimum Effort Stochastic Control of Colloidal Self-Assembly

Iman Nodozi, Jared O'Leary, Ali Mesbah +1

We propose formulating the finite-horizon stochastic optimal control problem for colloidal self-assembly in the space of probability density functions (PDFs) of the underlying stat…

math.OC2022

A Distributed Algorithm for Measure-valued Optimization with Additive Objective

Iman Nodozi, Abhishek Halder

We propose a distributed nonparametric algorithm for solving measure-valued optimization problems with additive objectives. Such problems arise in several contexts in stochastic le…