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We consider one of the most important problems in directional statistics, namely the problem of testing the null hypothesis that the spike direction $\theta$ of a Fisher-von Mises-Langevin distribution on the $p$-dimensional unit…

Statistics Theory · Mathematics 2019-03-05 Davy Paindaveine , Thomas Verdebout

We study the optimization of Steklov eigenvalues with respect to a boundary density function $\rho$ on a bounded Lipschitz domain $\Omega \subset \mathbb{R}^N$. We investigate the minimization and maximization of $\lambda_k(\rho)$, the…

Optimization and Control · Mathematics 2026-04-10 Chiu Yen Kao , Seyyed Abbas Mohammadi

We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…

Optimization and Control · Mathematics 2026-03-06 Salvatore Federico , Giorgio Ferrari , Frank Riedel , Michael Röckner

Estimation of model parameters in a dynamic system can be significantly improved with the choice of experimental trajectory. For general, nonlinear dynamic systems, finding globally "best" trajectories is typically not feasible; however,…

Robotics · Computer Science 2017-09-12 Andrew D. Wilson , Jarvis A. Schultz , Todd D. Murphey

In this paper, we study the landscape of an online nonconvex optimization problem, for which the input data vary over time and the solution is a trajectory rather than a single point. To understand the complexity of finding a global…

Optimization and Control · Mathematics 2020-11-03 S. Fattahi , C. Josz , Y. Ding , R. Mohammadi , J. Lavaei , S. Sojoudi

This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…

Optimization and Control · Mathematics 2024-11-25 Juan Liu , Nan-Jing Huang , Xian-Jun Long , Xue-song Li

We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…

Numerical Analysis · Mathematics 2024-03-26 Samir Karaa , Kassem Mustapha , Naveed Ahmed

We study long-time dynamics of a class of abstract second order in time evolution equations in a Hilbert space with the damping term depending both on displacement and velocity. This damping represents the nonlinear strong dissipation…

Dynamical Systems · Mathematics 2010-10-26 Igor Chueshov , Stanislav Kolbasin

Many of the recent trajectory optimization algorithms alternate between linear approximation of the system dynamics around the mean trajectory and conservative policy update. One way of constraining the policy change is by bounding the…

Machine Learning · Computer Science 2018-07-03 Riad Akrour , Abbas Abdolmaleki , Hany Abdulsamad , Jan Peters , Gerhard Neumann

In this contribution, we address the estimation of the frequency-dependent elastic parameters of polymers in the ultrasound range, which is formulated as an inverse problem. This inverse problem is implemented as a nonlinear regression-type…

Computational Engineering, Finance, and Science · Computer Science 2025-07-03 Dominik Itner , Dmitrij Dreiling , Hauke Gravenkamp , Bernd Henning , Carolin Birk

The state of a non-relativistic gravitational dynamical system is known at any time $t$ if the dynamical rule, i.e. Newton's equations of motion, can be solved; this requires specification of the gravitational potential. The evolution of a…

Statistics Theory · Mathematics 2009-05-18 Dalia Chakrabarty

This paper focuses on the general linearly constrained optimization problem: $\min_{x \in \mathbb{R}^d} f(x) \ \text{s.t.} \ Ax = b$, where $f: \mathbb{R}^d \rightarrow \mathbb{R} \cup \{+\infty\}$ is a closed proper convex function, $A \in…

Optimization and Control · Mathematics 2026-05-20 Jingwang Li , Vincent Lau

This paper studies the projected saddle-point dynamics associated to a convex-concave function, which we term saddle function. The dynamics consists of gradient descent of the saddle function in variables corresponding to convexity and…

Optimization and Control · Mathematics 2017-05-03 Ashish Cherukuri , Enrique Mallada , Steven Low , Jorge Cortes

We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings. As an application of the general scheme we propose nearly optimal methods for minimizing…

Time Optimal Path Parametrization is the problem of minimizing the time interval during which an actuation constrained agent can traverse a given path. Recently, an efficient linear-time algorithm for solving this problem was proposed.…

Robotics · Computer Science 2019-06-24 Igor Spasojevic , Varun Murali , Sertac Karaman

We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…

Optimization and Control · Mathematics 2026-03-31 Yuyang Huang , Dante Kalise , Hicham Kouhkouh

Let $\Omega \subset \mathbb{R}^N$ be an open set. In this work we consider solutions of the following gradient elliptic system \[ -\text{div}(A(x)\nabla u_{i,\beta}) = f_i(x,u_{i,\beta}) + a(x)\beta |u_{i, \beta}|^{\gamma -1}u_{i, \beta}…

Analysis of PDEs · Mathematics 2023-02-17 Manuel Dias , Hugo Tavares

To generate reliable motion for legged robots through trajectory optimization, it is crucial to simultaneously compute the robot's path and contact sequence, as well as accurately consider the dynamics in the problem formulation. In this…

Robotics · Computer Science 2025-10-29 Sangmin Kim , Hajun Kim , Gijeong Kim , Min-Gyu Kim , Hae-Won Park

We study a class of dynamically consistent risk measures that robustify a time-homogeneous Markovian reference model by allowing for distributional uncertainty in its transition laws. We start from one-step convex risk evaluations in which…

Mathematical Finance · Quantitative Finance 2026-05-22 Sven Fuhrmann , Michael Kupper , Max Nendel

In this paper, an inexact proximal-point penalty method is studied for constrained optimization problems, where the objective function is non-convex, and the constraint functions can also be non-convex. The proposed method approximately…

Optimization and Control · Mathematics 2020-12-02 Qihang Lin , Runchao Ma , Yangyang Xu
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