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This article presents a new technique for suboptimal consensus protocol design for a class of multiagent systems. The technique is based upon the extension of newly developed sufficient conditions for suboptimal linear-quadratic optimal…

Optimization and Control · Mathematics 2022-06-13 Avinash Kumar , Tushar Jain

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

This paper presents a class of structure-preserving numerical methods for quantum optimal control problems, based on commutator-free Cayley integrators. Starting from the Krotov framework, we reformulate the forward and backward propagation…

Numerical Analysis · Mathematics 2026-03-13 Boris Wembe , Usman Ali , Torsten Meier , Sina Ober-Blöbaum

In some optimal control problems, complex relationships between states and inputs cannot be easily represented using continuous constraints, necessitating the use of discrete logic instead. This paper presents a method for incorporating…

Systems and Control · Electrical Eng. & Systems 2025-09-04 J. Wehbeh , E. C. Kerrigan

We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Masahiko Egami

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…

Optimization and Control · Mathematics 2019-07-30 Adrian Lewis , Calvin Wylie

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…

Optimization and Control · Mathematics 2018-05-29 Ching-pei Lee , Cong Han Lim , Stephen J. Wright

This paper addresses some trust-region methods equipped with nonmonotone strategies for solving nonlinear unconstrained optimization problems. More specifically, the importance of using nonmonotone techniques in nonlinear optimization is…

Optimization and Control · Mathematics 2015-01-12 Masoud Ahookhosh , Susan Ghaderi

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…

Optimization and Control · Mathematics 2021-09-01 Zhiguo Wang , Jiawei Zhang , Tsung-Hui Chang , Jian Li , Zhi-Quan Luo

This paper develops a comprehensive extension of the $\Lambda$-set framework for optimal control, introducing second-order $\Lambda$-sets and generalizing the theory to non-smooth, hybrid, and stochastic hybrid systems. We first establish…

Optimization and Control · Mathematics 2025-12-11 Mohammad H. M Rashid

As industrial models and designs grow increasingly complex, the demand for optimal control of large-scale dynamical systems has significantly increased. However, traditional methods for optimal control incur significant overhead as problem…

Quantum Physics · Physics 2024-11-05 Connor Clayton , Jiaqi Leng , Gengzhi Yang , Yi-Ling Qiao , Ming C. Lin , Xiaodi Wu

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

Machine Learning · Statistics 2017-12-01 Naman Agarwal , Brian Bullins , Elad Hazan

We investigate the optimal control of open quantum systems, in particular, the mutual influence of driving and dissipation. A stochastic approach to open-system control is developed, using a generalized version of Krotov's iterative…

Statistical Mechanics · Physics 2015-03-17 Rebecca Schmidt , Antonio Negretti , Joachim Ankerhold , Tommaso Calarco , Jürgen T. Stockburger

We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…

Machine Learning · Computer Science 2020-12-03 Prasenjit Karmakar

Optimal control theory is a powerful tool for solving control problems in quantum mechanics, ranging from the control of chemical reactions to the implementation of gates in a quantum computer. Gradient-based optimization methods are able…

Quantum Physics · Physics 2015-10-06 Michael H. Goerz , K. Birgitta Whaley , Christiane P. Koch

We present a time-dependent extension of logarithmic perturbation theory for nonrelativistic quantum dynamics governed by the Schr\"odinger equation, in which the logarithm of the wave function is expanded in powers of a coupling constant.…

Quantum Physics · Physics 2026-04-17 Juan Carlos del Valle , Paul Bergold , Karolina Kropielnicka

We investigate the asymptotic properties of a finite-time horizon linear-quadratic optimal control problem driven by a multiscale stochastic process with multiplicative Brownian noise. We approach the problem by considering the associated…

Optimization and Control · Mathematics 2020-11-19 Beniamin Goldys , Gianmario Tessitore , James Yang , Zhou Zhou

An interlaced method to learn and control nonlinear system dynamics from a set of demonstrations is proposed, under a constrained optimization framework for the unsupervised learning process. The nonlinear system is modelled as a mixture of…

Systems and Control · Electrical Eng. & Systems 2024-10-17 Yeyson A. Becerra-Mora , José Ángel Acosta

We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…

Optimization and Control · Mathematics 2023-04-26 Ajay Jasra , Jeremy Heng , Yaxian Xu , Adrian N. Bishop
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