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We develop a quadratic regularization approach for the solution of high-dimensional multistage stochastic optimization problems characterized by a potentially large number of time periods/stages (e.g. hundreds), a high-dimensional resource…

Optimization and Control · Mathematics 2017-02-28 Tsvetan Asamov , Warren B. Powell

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

The aim of this paper is to design an efficient multigrid method for constrained convex optimization problems arising from discretization of some underlying infinite dimensional problems. Due to problem dependency of this approach, we only…

Optimization and Control · Mathematics 2016-02-12 Michal Kocvara , Sudaba Mohammed

We propose and analyze a reliable and efficient a posteriori error estimator for the pointwise tracking optimal control problem of the Stokes equations. This linear-quadratic optimal control problem entails the minimization of a cost…

Numerical Analysis · Mathematics 2018-10-08 Alejandro Allendes , Francisco Fuica , Enrique Otárola , Daniel Quero

In this paper we study a distributed optimal control problem for a nonlocal convective Cahn--Hilliard equation with degenerate mobility and singular potential in three dimensions of space. While the cost functional is of standard tracking…

Analysis of PDEs · Mathematics 2014-09-26 Elisabetta Rocca , Juergen Sprekels

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Angelia Nedić

We propose a general approach to directly implement rate constraints on the discretization mesh for all collocation methods, for both state and input variables. Unlike conventional approaches that may lead to singular control arcs, the…

Optimization and Control · Mathematics 2021-12-16 Yuanbo Nie , Eric Kerrigan

We present a novel stabilized isogeometric formulation for the Stokes problem, where the geometry of interest is obtained via overlapping NURBS (non-uniform rational B-spline) patches, i.e., one patch on top of another in an arbitrary but…

Numerical Analysis · Mathematics 2023-09-22 Xiaodong Wei , Riccardo Puppi , Pablo Antolin , Annalisa Buffa

In this study, a stabilized finite element analysis of unified Stokes-Darcy-Brinkman system fully coupled with variable coefficient Advection-Diffusion-Reaction equation(VADR) has been carried out. The viscosity of the fluid, involved in…

Analysis of PDEs · Mathematics 2019-11-27 B. V. Rathish Kumar , Manisha Chowdhury

We present augmented Lagrangian Schur complement preconditioners and robust multigrid methods for incompressible Stokes problems with extreme viscosity variations. Such Stokes systems arise, for instance, upon linearization of nonlinear…

Numerical Analysis · Mathematics 2021-11-03 Yu-hsuan Shih , Georg Stadler , Florian Wechsung

This paper presents a pressure-robust discretizations, specifically within the context of optimal control problems for the Stokes-Darcy system. The study meticulously revisits the formulation of the divergence constraint and the enforcement…

Numerical Analysis · Mathematics 2025-02-25 Jingshi Li , Jiachuan Zhang , Ran Zhang

In this paper, we are interested to an inverse Cauchy problem governed by the Stokes equation, called the data completion problem. It consists in determining the unspecified fluid velocity, or one of its components over a part of its…

Numerical Analysis · Mathematics 2021-12-30 A. Chakib , A. Nachaoui , M. Nachaoui , H. Ouaissa

The article introduces the stochastic N-k interdiction problem for power grid operations and planning that aims to identify a subset of k components (out of N components) that maximizes the expected damage, measured in terms of load shed.…

Optimization and Control · Mathematics 2024-02-02 Kaarthik Sundar , Andrew Mastin , Manuel Garcia , Russell Bent , Jean-Paul Watson

We approximate the solution of the Stokes equations by a new quasi-optimal and pressure robust discontinuous Galerkin discretization of arbitrary order. This means quasi-optimality of the velocity error independent of the pressure.…

Numerical Analysis · Mathematics 2020-02-27 Christian Kreuzer , Rüdiger Verfürth , Pietro Zanotti

This article's subject matter is the study of the asymptotic analysis of the optimal control problem (OCP) constrained by the stationary Stokes equations in a periodically perforated domain. We subject the interior region of it with…

Optimization and Control · Mathematics 2023-01-04 Swati Garg , Bidhan Chandra Sardar

In this paper we present a finite element analysis for a Dirichlet boundary control problem governed by the Stokes equation. The Dirichlet control is considered in a convex closed subset of the energy space $\mathbf{H}^1(\Omega).$ Most of…

Numerical Analysis · Mathematics 2021-11-01 Thirupathi Gudi , Ramesh Ch. Sau

We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…

Optimization and Control · Mathematics 2018-01-08 Xuefeng Gao , Yingdong Lu , Mayank Sharma , Mark S. Squillante , Joost W. Bosman

Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Patrick Schmidt , Stefan Streif

We consider a velocity tracking problem for stochastic Navier-Stokes equations in a 2D-bounded domain. The control acts on the boundary through an injection-suction device with uncertainty, which acts in accordance with the non-homogeneous…

Probability · Mathematics 2024-09-04 Nikolai Chemetov , Fernanda Cipriano

A general regularization strategy is considered for the efficient iterative solution of the lowest-order weak Galerkin approximation of singular Stokes problems. The strategy adds a rank-one regularization term to the zero (2,2) block of…

Numerical Analysis · Mathematics 2025-05-16 Weizhang Huang , Zhuoran Wang
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