Related papers: Subdifferential analysis of differential inclusion…
This paper considers the implicit Euler discretization of Levant's arbitrary order robust exact differentiator in presence of sampled measurements. Existing implicit discretizations of that differentiator are shown to exhibit either…
Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…
We present an improved analysis of the Euler-Maruyama discretization of the Langevin diffusion. Our analysis does not require global contractivity, and yields polynomial dependence on the time horizon. Compared to existing approaches, we…
We develop a discrete-time optimal control framework for systems evolving on Lie groups. Our work generalizes the original Differential Dynamic Programming method, by employing a coordinate-free, Lie-theoretic approach for its derivation. A…
We adopt the integral definition of the fractional Laplace operator and analyze an optimal control problem for a fractional semilinear elliptic partial differential equation (PDE); control constraints are also considered. We establish the…
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…
We prove the Euler-Lagrange delta-differential equations for problems of the calculus of variations on arbitrary time scales with delta-integral functionals depending on higher-order delta derivatives.
Inspired by applications in optimal control of semilinear elliptic partial differential equations and physics-integrated imaging, differential equation constrained optimization problems with constituents that are only accessible through…
We address the problem of unsupervised disentanglement of discrete and continuous explanatory factors of data. We first show a simple procedure for minimizing the total correlation of the continuous latent variables without having to use a…
In this work, we analyse the discretisation of a recently proposed new Lagrangian approach to optimal control problems of affine-controlled second-order differential equations with cost functions quadratic in the controls. We propose exact…
We propose and analyze a variation of the Euler scheme for state constrained ordinary differential inclusions under weak assumptions on the right-hand side and the state constraints. Convergence results are given for the space-continuous…
Main results and techniques of the fractional calculus of variations are surveyed. We consider variational problems containing Caputo derivatives and study them using both indirect and direct methods. In particular, we provide necessary…
Machine learning pipelines often rely on optimization procedures to make discrete decisions (e.g., sorting, picking closest neighbors, or shortest paths). Although these discrete decisions are easily computed, they break the…
The paper concerns the study and applications of a new class of optimal control problems governed by a perturbed sweeping process of the hysteresis type with control functions acting in both play-and-stop operator and additive…
In this work, we study a new approach to optimizing the margin distribution realized by binary classifiers. The classical approach to this problem is simply maximization of the expected margin, while more recent proposals consider…
We discuss a general technique that can be used to form a differentiable bound on the optima of non-differentiable or discrete objective functions. We form a unified description of these methods and consider under which circumstances the…
In this paper, we study unirational differential curves and the corresponding differential rational parametrizations. We first investigate basic properties of proper differential rational parametrizations for unirational differential…
We consider an optimal control problem subject to a semilinear elliptic PDE together with its variational discretization. We provide a condition which allows to decide whether a solution of the necessary first order conditions is a global…
Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…
The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are…