Related papers: Monotonically convergent optimization in quantum c…
This paper addresses the study of a new class of nonsmooth optimization problems, where the objective is represented as a difference of two generally nonconvex functions. We propose and develop a novel Newton-type algorithm to solving such…
This work aims to solve a stochastic nonconvex nonsmooth composite optimization problem. Previous works on composite optimization problem requires the major part to satisfy Lipschitz smoothness or some relaxed smoothness conditions, which…
This paper highlights an apparent, yet relatively unknown link between algorithm design in optimization theory and controller synthesis in robust control. Specifically, quadratic optimization can be recast as a regulation problem within the…
A Hamiltonian algorithm, both theoretical and numerical, to obtain the reduced equations implementing Pontryagine's Maximum Principle for singular linear-quadratic optimal control problems is presented. This algorithm is inspired on the…
In this paper, we study linearly constrained policy optimization over the manifold of Schur stabilizing controllers, equipped with a Riemannian metric that emerges naturally in the context of optimal control problems. We provide extrinsic…
A mathematical framework for optimal bilinear control of nonlinear Schr\"odinger equations of Gross-Pitaevskii type arising in the description of Bose-Einstein condensates is presented. The obtained results generalize earlier efforts found…
We study the so-called two-time-scale stochastic approximation, a simulation-based approach for finding the roots of two coupled nonlinear operators. Our focus is to characterize its finite-time performance in a Markov setting, which often…
Quasi-Newton methods form an important class of methods for solving nonlinear optimization problems. In such methods, first order information is used to approximate the second derivative. The aim is to mimic the fast convergence that can be…
In recent years, accelerated extra-gradient methods have attracted much attention by researchers, for solving monotone inclusion problems. A limitation of most current accelerated extra-gradient methods lies in their direct utilization of…
A quantum system whose internal Hamiltonian is not strongly regular or/and control Hamiltonians are not full connected, are thought to be in the degenerate cases. In this paper, convergence problems of the multi-control Hamiltonians closed…
This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix. We consider a joint chance constraint for polytopic time-varying target sets…
This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…
In this paper, for continuous, linearly-controllable quadratic control systems with a single input, an explicit, constructive method is proposed for studying their Brunovsky forms, initially studied in [W. Kang and A. J. Krener, Extended…
We show that if an efficient classical representation of the dynamics exists, optimal control problems on many-body quantum systems can be solved efficiently with finite precision. We show that the size of the space of parameters necessary…
An operational description of the controlled Markov dynamics of quantum-mechanical system is introduced. The feedback control strategies with regard to the dynamical reduction of quantum states in the course of quantum real-time…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…
We consider the stochastic nonlinear Schr\"odinger equation driven by linear multiplicative noise in the mass-supercritical case. Given arbitrary $K$ solitary waves with distinct speeds, we construct stochastic multi-solitons pathwisely in…
Closed bipartite quantum systems subject to fast local unitary control are studied using quantum optimal control theory and a method of reduced control systems based on the Schmidt decomposition. Particular focus is given to the…
The paper proposes and develops new globally convergent algorithms of the generalized damped Newton type for solving important classes of nonsmooth optimization problems. These algorithms are based on the theory and calculations of…
This paper details a novel indirect method for solving constrained optimal control problems (OCPs) directly in continuous-time function space. The KKT conditions are embedded in a non-smooth complementarity function, which enables their…