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In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many…

We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…

Optimization and Control · Mathematics 2013-09-11 I. Yu. Tyukin , A. N. Gorban

We consider a model-based approach to perform batch off-policy evaluation in reinforcement learning. Our method takes a mixture-of-experts approach to combine parametric and non-parametric models of the environment such that the final value…

Machine Learning · Computer Science 2020-02-19 Omer Gottesman , Yao Liu , Scott Sussex , Emma Brunskill , Finale Doshi-Velez

We study the problem of identifying the parameters of a linear system from its response to multiple unknown waveforms. We assume that the system response is a scaled superposition of time-delayed and frequency-shifted versions of the…

Information Theory · Computer Science 2022-05-25 Mohamed A. Suliman , Wei Dai

Stabilization of linear control systems with parameter-dependent system matrices is investigated. A Riccati based feedback mechanism is proposed and analyzed. It is constructed by means of an ensemble of parameters from a training set. This…

Optimization and Control · Mathematics 2023-06-05 Philipp A. Guth , Karl Kunisch , Sergio S. Rodrigues

Model predictive control can optimally deal with nonlinear systems under consideration of constraints. The control performance depends on the model accuracy and the prediction horizon. Recent advances propose to use reinforcement learning…

Machine Learning · Computer Science 2024-11-01 Dean Brandner , Sergio Lucia

We provide a unifying framework for $\mathcal{L}_2$-optimal reduced-order modeling for linear time-invariant dynamical systems and stationary parametric problems. Using parameter-separable forms of the reduced-model quantities, we derive…

Numerical Analysis · Mathematics 2022-10-17 Petar Mlinarić , Serkan Gugercin

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

A reduced-order model algorithm, based on approximations of Lax pairs, is proposed to solve nonlinear evolution partial differential equations. Contrary to other reduced-order methods, like Proper Orthogonal Decomposition, the space where…

Numerical Analysis · Mathematics 2012-11-20 Jean-Frédéric Gerbeau , Damiano Lombardi

We consider partial and total reduction of a nonhomogeneous linear system of the operator equations with the system matrix in the same particular form as in paper [N. Shayanfar, M. Hadizadeh 2013]. Here we present two different concepts.…

Spectral Theory · Mathematics 2019-10-15 Ivana Jovovic , Branko Malesevic

This paper studies reduced-order modeling of dynamic networks with strongly connected topology. Given a graph clustering of an original complex network, we construct a quotient graph with less number of vertices, where the edge weights are…

Optimization and Control · Mathematics 2020-03-10 Xiaodong Cheng , Lanlin Yu , Dingchao Ren , Jacquelien M. A. Scherpen

To counter the volatile nature of renewable energy sources, gas networks take a vital role. But, to ensure fulfillment of contracts under these circumstances, a vast number of possible scenarios, incorporating uncertain supply and demand,…

Optimization and Control · Mathematics 2021-07-20 Christian Himpe , Sara Grundel , Peter Benner

We consider low-order controller design for large-scale linear time-invariant dynamical systems with inputs and outputs. Model order reduction is a popular technique, but controllers designed for reduced-order models may result in unstable…

Optimization and Control · Mathematics 2018-03-20 Peter Benner , Tim Mitchell , Michael L. Overton

In this paper, we present a theoretical analysis of the model reduction algorithm for linear switched systems. This algorithm is a reminiscence of the balanced truncation method for linear parameter varying systems. Specifically in this…

Optimization and Control · Mathematics 2013-03-19 Mihaly Petreczky , Rafael Wisniewski , John Leth

We investigate the use of reduced-order modelling to run discrete element simulations at higher speeds. Taking a data-driven approach, we run many offline simulations in advance and train a model to predict the velocity field from the mass…

Computational Physics · Physics 2021-03-02 Erik Wallin , Martin Servin

Dynamical analysis of manufacturing and natural systems provides critical information about production of manufactured and natural resources respectively, thus playing an important role in assessing sustainability of these systems. However,…

Systems and Control · Electrical Eng. & Systems 2021-10-19 William Farlessyost , Shweta Singh

In numerical simulations of many charged systems at the micro/nano scale, a common theme is the repeated solution of the Poisson-Boltzmann equation. This task proves challenging, if not entirely infeasible, largely due to the nonlinearity…

Numerical Analysis · Mathematics 2018-08-29 Lijie Ji , Yanlai Chen , Zhenli Xu

We propose a novel polyhedral uncertainty set for robust optimization, termed the smooth uncertainty set, which captures dependencies of uncertain parameters by constraining their pairwise differences. The bounds on these differences may be…

Optimization and Control · Mathematics 2025-10-13 Noam Goldberg , Michael Poss , Shimrit Shtern

Results on continuous dependence on parameters, as well as on regularization, of solutions to linear systems of parabolic partial differential equations of second order with delay are given. One of the main features is that the topology on…

Analysis of PDEs · Mathematics 2024-08-07 Marek Kryspin , Janusz Mierczyński

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone