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This paper presents a novel accelerated distributed algorithm for unconstrained consensus optimization over static undirected networks. The proposed algorithm combines the benefits of acceleration from momentum, the robustness of the…

Optimization and Control · Mathematics 2024-05-15 Eduardo Sebastián , Mauro Franceschelli , Andrea Gasparri , Eduardo Montijano , Carlos Sagüés

We are interested in a class of numerical schemes for the optimization of nonlinear hyperbolic partial differential equations. We present continuous and discretized relaxation schemes for scalar, one-- conservation laws. We present…

Optimization and Control · Mathematics 2012-07-17 M. Herty , L. Pareschi , S. Steffensen

New explicit velocity- and position-Verlet-like algorithms of the second order are proposed to integrate the equations of motion in many-body systems. The algorithms are derived on the basis of an extended decomposition scheme at the…

Statistical Mechanics · Physics 2009-11-07 Igor Omelyan , Ihor Mryglod , Reinhard Folk

We study a pointwise tracking optimal control problem for the stationary Navier--Stokes equations; control constraints are also considered. The problem entails the minimization of a cost functional involving point evaluations of the state…

Numerical Analysis · Mathematics 2023-09-27 Francisco Fuica , Enrique Otárola

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

We present a novel control variate technique for enhancing the efficiency of Monte Carlo (MC) estimation of expectations involving solutions to stochastic differential equations (SDEs). Our method integrates a primary fine-time-step…

Probability · Mathematics 2025-11-12 Josselin Garnier , Laurent Mertz

Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

Robotics · Computer Science 2022-10-31 Wilson Jallet , Antoine Bambade , Nicolas Mansard , Justin Carpentier

A new methodology is developed to integrate numerically the equations of motion for classical many-body systems in molecular dynamics simulations. Its distinguishable feature is the possibility to preserve, independently on the size of the…

Statistical Mechanics · Physics 2009-10-31 I. P. Omelyan , I. M. Mryglod , R. Folk

This chapter describes techniques for the numerical resolution of optimal transport problems. We will consider several discretizations of these problems, and we will put a strong focus on the mathematical analysis of the algorithms to solve…

Numerical Analysis · Mathematics 2020-03-03 Quentin Merigot , Boris Thibert

Multivariate polynomial optimization is a prevalent model for a number of engineering problems. From a mathematical viewpoint, polynomial optimization is challenging because it is non-convex. The Lasserre's theory, based on semidefinite…

Optimization and Control · Mathematics 2025-02-04 V. Cerone , S. M. Fosson , S. Pirrera , D. Regruto

We present two semidiscretizations of the Camassa-Holm equation in periodic domains based on variational formulations and energy conservation. The first is a periodic version of an existing conservative multipeakon method on the real line,…

Numerical Analysis · Mathematics 2022-02-10 Sondre Tesdal Galtung , Katrin Grunert

In a Hilbert setting, for convex differentiable optimization, we develop a general framework for adaptive accelerated gradient methods. They are based on damped inertial dynamics where the coefficients are designed in a closed-loop way.…

Optimization and Control · Mathematics 2025-01-28 Hedy Attouch , Radu Ioan Bot , Dang-Khoa Nguyen

This paper deals with the numerical resolution of kinetic models for systems of self-propelled particles subject to alignment interaction and attraction-repulsion. We focus on the kinetic model considered in [18, 17] where alignment is…

Numerical Analysis · Mathematics 2017-05-24 Francis Filbet , Chi-Wang Shu

We present a novel continuous time trajectory representation based on a Chebyshev polynomial basis, which when governed by known dynamics models, allows for full trajectory and robot dynamics estimation, particularly useful for…

Robotics · Computer Science 2022-09-12 Varun Agrawal , Frank Dellaert

We introduce a dynamical low-rank method to reduce the computational complexity for solving the multi-scale multi-dimensional linear transport equation. The method is based on a macro-micro decomposition of the equation. The proposed…

Numerical Analysis · Mathematics 2021-06-02 Lukas Einkemmer , Jingwei Hu , Yubo Wang

In this work we introduce a new optimal control algorithm for the Keller-Segel chemo-attraction system, where both boundary and distributed controls are considered and both are associated with introducing/removing the amount of chemical…

Optimization and Control · Mathematics 2026-03-20 F. Guillen-Gonzalez , F. Palmero-Ramos , M. A. Rodriguez-Bellido , G. Tierra

In this manuscript, we present a comprehensive theoretical and numerical framework for the control of production-destruction differential systems. The general finite horizon optimal control problem is formulated and addressed through the…

Numerical Analysis · Mathematics 2026-01-06 Simone Cacace , Alessio Oliviero , Mario Pezzella

Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…

Optimization and Control · Mathematics 2021-04-29 Guilherme França , Michael I. Jordan , René Vidal

Spectral discretizations of fractional derivative operators are examined, where the approximation basis is related to the set of Jacobi polynomials. The pseudo-spectral method is implemented by assuming that the grid, used to represent the…

Numerical Analysis · Mathematics 2018-03-29 Lorella Fatone , Daniele Funaro

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots
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