Related papers: Adjoint-Based Optimal Control of Time-Dependent Fr…
In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variational equation that involves a free boundary problem of a…
In this letter we propose an optimization-based boundary controller for traffic flow dynamics capable of achieving both stability and invariance conditions. The approach is based on the definition of Boundary Control Barrier Functionals,…
We consider continuous-time dynamics for distributed optimization with set constraints in the paper. To handle the computational complexity of projection-based dynamics due to solving a general quadratic optimization subproblem with…
We analyze the state constrained inverse Stefan type parabolic free boundary problem as an optimal control problem in the Sobolev-Besov spaces framework. Boundary heat flux, density of heat sources, and free boundary are components of the…
In this work, we propose derivative-free framework for bilevel optimization. We consider both the upper and lower-level problems with bound constraints on the variables, as well as general nonlinear constraints, assuming that first-order…
Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…
We consider the problem of solving a smooth convex optimization problem with equality and inequality constraints in a distributed fashion. Assuming that we have a group of agents available capable of communicating over a communication…
In this paper we study the conditioning of optimal control problems constrained by linear parabolic equations with Neumann boundary conditions. While we concentrate on a given end-time target function the results hold also when the target…
In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…
A variety of shooting methods for computing fully discrete time-periodic solutions of partial differential equations, including Newton-Krylov and optimization-based methods, are discussed and used to determine the periodic, compressible,…
In this work, we propose to efficiently solve time dependent parametrized optimal control problems governed by parabolic partial differential equations through the certified reduced basis method. In particular, we will exploit an error…
The orienteering problem with time windows and variable profits (OPTWVP) is common in many real-world applications and involves continuous time variables. Current approaches fail to develop an efficient solver for this orienteering problem…
This paper is concerned with the problem of shape optimization of two-dimensional flows governed by the time-dependent Navier-Stokes equations. We derive the structures of shape gradients with respect to the shape of the variable domain for…
Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…
In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…
Optimization-based coupling (OBC) is an attractive alternative to traditional Lagrange multiplier approaches in multiple modeling and simulation contexts. However, application of OBC to time-dependent problems has been hindered by the…
In this article we study an optimal control problem subject to the Fokker-Planck equation \[ \partial_t \rho - \nu \Delta \rho - {\rm div } \big(\rho B[u]\big) = 0. \] The control variable $u$ is time-dependent and possibly…
In this work, we explore the use of operator splitting algorithms for solving regularized structural topology optimization problems. The context is the classical structural design problems (e.g., compliance minimization and compliant…
Recently there has been an increasing interest for a better understanding of ultra low Reynolds number flows. In this context we present a new setup which allows to efficiently solve the stationary incompressible Navier-Stokes equations in…
This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…