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This paper shows how to evolve numerically the maximum entropy probability distributions for a given set of constraints, which is a variational calculus problem. An evolutionary algorithm can obtain approximations to some well-known…

Methodology · Statistics 2020-02-07 Raul Rojas

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

Optimization and Control · Mathematics 2023-07-04 Antoine Oustry , Matteo Tacchi

We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…

Optimization and Control · Mathematics 2026-04-21 Yuchao Li , Dimitri Bertsekas

We design a linear time approximation scheme for the Gale-Berlekamp Switching Game and generalize it to a wider class of dense fragile minimization problems including the Nearest Codeword Problem (NCP) and Unique Games Problem. Further…

Data Structures and Algorithms · Computer Science 2008-11-21 Marek Karpinski , Warren Schudy

Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…

Optimization and Control · Mathematics 2024-07-18 Philipp Schmitz , Timm Faulwasser , Paolo Rapisarda , Karl Worthmann

The advantage of particle Lagrangian methods in computational fluid dynamics is that advection is accurately modeled. However, this complicates the calculation of space derivatives. If a mesh is employed, it must be updated at each time…

Fluid Dynamics · Physics 2017-01-27 Daniel Duque , Pep Español

Various first order approaches have been proposed in the literature to solve Linear Programming (LP) problems, recently leading to practically efficient solvers for large-scale LPs. From a theoretical perspective, linear convergence rates…

Optimization and Control · Mathematics 2024-03-29 Richard Cole , Christoph Hertrich , Yixin Tao , László A. Végh

In this paper, we consider the problem of dynamic programming when supremum terms appear in the objective function. Such terms can represent overhead costs associated with the underlying state variables. Specifically, this form of…

Optimization and Control · Mathematics 2017-08-15 Morgan Jones , Matthew M. Peet

We consider the problem of tracking a target whose dynamics is modeled by a continuous It\=o semi-martingale. The aim is to minimize both deviation from the target and tracking efforts. We establish the existence of asymptotic lower bounds…

Probability · Mathematics 2015-10-16 Jiatu Cai , Mathieu Rosenbaum , Peter Tankov

After showing the efficiency of feedforward networks to estimate control in high dimension in the global optimization of some storages problems, we develop a modification of an algorithm based on some dynamic programming principle. We show…

Optimization and Control · Mathematics 2023-05-31 Xavier Warin

Physarum Polycephalum is a unicellular slime mold that has been intensely studied due to its ability to solve mazes, find shortest paths, generate Steiner trees, share knowledge, remember past events, and its applications to unconventional…

Biological Physics · Physics 2022-10-18 Sheryl Hsu , Laura P. Schaposnik

Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2022-09-26 Agniva Chowdhury , Gregory Dexter , Palma London , Haim Avron , Petros Drineas

Research efforts of the past fifty years have led to a development of linear integer programming as a mature discipline of mathematical optimization. Such a level of maturity has not been reached when one considers nonlinear systems subject…

Optimization and Control · Mathematics 2017-01-03 Raymond Hemmecke , Matthias Köppe , Jon Lee , Robert Weismantel

We study approximation algorithms for scheduling problems with the objective of minimizing total weighted completion time, under identical and related machine models with job precedence constraints. We give algorithms that improve upon many…

Data Structures and Algorithms · Computer Science 2017-07-26 Shi Li

The article provides a solution algorithm for the linear programming problem (LPP) with the latter being presented as an antagonistic matrix game so the game's further solution is based on the iterative method. The algorithm is presented as…

Optimization and Control · Mathematics 2019-05-15 Vilisov V. Ya

We introduce the Stochastic Asynchronous Proximal Alternating Linearized Minimization (SAPALM) method, a block coordinate stochastic proximal-gradient method for solving nonconvex, nonsmooth optimization problems. SAPALM is the first…

Optimization and Control · Mathematics 2016-06-09 Damek Davis , Brent Edmunds , Madeleine Udell

Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…

Optimization and Control · Mathematics 2022-02-04 Gregory Dexter , Agniva Chowdhury , Haim Avron , Petros Drineas

We establish the expressibility in fixed-point logic with counting (FPC) of a number of natural polynomial-time problems. In particular, we show that the size of a maximum matching in a graph is definable in FPC. This settles an open…

Logic in Computer Science · Computer Science 2013-04-26 Matthew Anderson , Anuj Dawar , Bjarki Holm

Inverse linear programming (LP) has received increasing attention due to its potential to generate efficient optimization formulations that can closely replicate the behavior of a complex system. However, inversely inferred parameters and…

Optimization and Control · Mathematics 2022-02-22 Zahed Shahmoradi , Taewoo Lee

Balancing assembly lines, a family of optimization problems commonly known as Assembly Line Balancing Problem, is notoriously NP-Hard. They comprise a set of problems of enormous practical interest to manufacturing industry due to the…

Neural and Evolutionary Computing · Computer Science 2017-07-20 Joao Batista Monteiro FIlho , Isabela Maria Carneiro de Albuquerque , Fernando Buarque de Lima Neto