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In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space of probability measures. We then introduce a penalized…

Optimization and Control · Mathematics 2025-08-05 Thibaut Bourdais , Nadia Oudjane , Francesco Russo

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

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

In this note, we provide an overarching analysis of primal-dual dynamics associated to linear equality-constrained optimization problems using contraction analysis. For the well-known standard version of the problem: we establish…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Pedro Cisneros-Velarde , Saber Jafarpour , Francesco Bullo

The paper provides a coherent presentation of an operator scheme, which is used in an approach to inverse problems of mathematical physics (the boundary control method). The scheme is based on the triangular factorization of operators. It…

Mathematical Physics · Physics 2024-01-30 M. I. Belishev

We propose a decentralized penalty method for general convex constrained multi-agent optimization problems. Each auxiliary penalized problem is solved approximately with a special parallel descent splitting method. The method can be…

Optimization and Control · Mathematics 2020-08-11 Igor Konnov

The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…

Optimization and Control · Mathematics 2022-12-06 Sérgio S. Rodrigues

In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…

Optimization and Control · Mathematics 2024-09-24 Bradley Jenks , Aly-Joy Ulusoy , Filippo Pecci , Ivan Stoianov

Inactive constraints do not contribute to the solution of an optimal control problem, but increase the problem size and burden the numerical computations. We present a novel strategy for handling inactive constraints efficiently by…

Systems and Control · Electrical Eng. & Systems 2021-12-16 Yuanbo Nie , Eric C. Kerrigan

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

We develop an algorithm that combines model-based and model-free methods for solving a nonlinear optimal control problem with a quadratic cost in which the system model is given by a linear state-space model with a small additive nonlinear…

Optimization and Control · Mathematics 2022-03-23 Yansong Li , Shuo Han

This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

This work is concerned with a switching point optimization problem governed by a semilinear parabolic equation in abstract function spaces. It is shown that the switching-point-to-control mapping is continuously Fr\'echet-differentiable…

Optimization and Control · Mathematics 2026-05-22 Christoph Buchheim , Christian Meyer , Alimhan Musalatov

We report on recent work on adaptive timestep control for weakly instationary gas flows [16, 18, 17] carried out within SFB 401, TPA3. The method which we implement and extend is a space-time splitting of adjoint error representations for…

Numerical Analysis · Mathematics 2014-05-22 Sebastian Noelle , Christina Steiner

We revisit stress problems in linear elasticity to provide a perspective from the geometrical and functionalanalytic points of view. For the static stress problem of linear elasticity with mixed boundary conditions we write the associated…

Analysis of PDEs · Mathematics 2024-10-25 Ivan Gudoshnikov , Michal Křížek

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

In this contribution we propose reduced order methods to fast and reliably solve parametrized optimal control problems governed by time dependent nonlinear partial differential equations. Our goal is to provide a tool to deal with the time…

Numerical Analysis · Mathematics 2023-08-08 Francesco Ballarin , Gianluigi Rozza , Maria Strazzullo

Reduced-order modeling lies at the interface of numerical analysis and data-driven scientific computing, providing principled ways to compress high-fidelity simulations in science and engineering. We propose a training framework that…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Donglin Liu , Francisco García Atienza , Mengwu Guo

Problems of the numerical solution of the Cauchy problem for a first-order differential-operator equation are discussed. A fundamental feature of the problem under study is that the equation includes a fractional power of the self-adjoint…

Numerical Analysis · Mathematics 2020-12-08 Petr N. Vabishchevich
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