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We analyze an optimal stopping problem with a series of inequality-type and equality-type expectation constraints in a general non-Markovian framework. We show that the optimal stopping problem with expectation constraints (OSEC) in an…

Optimization and Control · Mathematics 2023-02-10 Erhan Bayraktar , Song Yao

We develop refined Karush-Kuhn-Tucker (KKT) and Fritz-John (FJ)-type optimality conditions for nonsmooth, nonconvex mathematical pro\-gra\-mming problems. We pay special attention in the case that the functional constraint belongs to a…

Optimization and Control · Mathematics 2026-04-15 Felipe Lara , Alberto Ramos

Discrete differential equations appear most prominently in planar map and lattice path enumeration. In this work we consider discrete differential equations with an additional parameter $x$, where the order of the equation is $1$ for $x=0$…

Combinatorics · Mathematics 2026-03-23 Michael Drmota , Eva-Maria Hainzl

Constraints make hard optimization problems even harder to solve on quantum devices because they are implemented with large energy penalties and additional qubit overhead. The parity mapping, which has been introduced as an alternative to…

Quantum Physics · Physics 2023-03-20 Maike Drieb-Schön , Kilian Ender , Younes Javanmard , Wolfgang Lechner

In this paper, we analyze optimal control problems governed by semilinear parabolic equations. Box constraints for the controls are imposed and the cost functional involves the state and possibly a sparsity-promoting term, but not a…

Optimization and Control · Mathematics 2022-05-18 Eduardo Casas , Mariano Mateos

We present a model predictive control (MPC) formulation to directly optimize economic criteria for linear constrained systems subject to disturbances and uncertain model parameters. The proposed formulation combines a certainty equivalent…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

Subtraction schemes provide a systematic way to compute fully-differential cross sections beyond the leading order in the strong coupling constant. These methods make singular real-emission corrections integrable in phase space by the…

High Energy Physics - Phenomenology · Physics 2020-01-29 Vittorio Del Duca , Nicolas Deutschmann , Simone Lionetti

This paper presents a safe model predictive control (SMPC) framework designed to ensure the satisfaction of hard constraints for systems perturbed by an external disturbance. Such safety guarantees are ensured, despite the disturbance, by…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Ying Shuai Quan , Mohammad Jeddi , Francesco Prignoli , Paolo Falcone

This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…

Methodology · Statistics 2025-06-05 Pierdomenico Duttilo , Stefano Antonio Gattone , Alfred Kume

Stochastic MPECs have found increasing relevance for modeling a broad range of settings in engineering and statistics. Yet, there seem to be no efficient first/zeroth-order schemes equipped with non-asymptotic rate guarantees for resolving…

Optimization and Control · Mathematics 2022-06-23 Shisheng Cui , Uday V. Shanbhag , Farzad Yousefian

We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general…

Optimization and Control · Mathematics 2016-10-11 Andreas B. Hempel , Paul Goulart , John Lygeros

Concurrent Constraint Programming (CCP) is a simple and powerful model for concurrency where agents interact by telling and asking constraints. Since their inception, CCP-languages have been designed for having a strong connection to logic.…

Logic in Computer Science · Computer Science 2020-02-19 Elaine Pimentel , Carlos Olarte , Vivek Nigam

We consider the exact solution of problem $(QP)$ that consists in minimizing a quadratic function subject to quadratic constraints. Starting from the classical convex relaxation that uses the McCormick's envelopes, we introduce 12…

Optimization and Control · Mathematics 2020-05-07 Amélie Lambert

The present paper contains some investigations about a uniform variant of the notion of metric hemiregularity, the latter being a less explored property obtained by weakening metric regularity. The introduction of such a quantitative…

Optimization and Control · Mathematics 2017-04-06 Amos Uderzo

The paper concerns a new method to obtain a direct proof of the openness at linear rate/metric regularity of composite set-valued maps on metric spaces by the unification and refinement of several methods developed somehow separately in…

Functional Analysis · Mathematics 2012-10-16 Marius Durea , Van Ngai Huynh , Huu Tron Nguyen , Radu Strugariu

The presence of Lipschitzian properties for solution mappings associated with nonlinear parametric optimization problems is desirable in the context of stability analysis or bilevel optimization. An example of such a Lipschitzian property…

Optimization and Control · Mathematics 2020-12-17 Patrick Mehlitz , Leonid I. Minchenko

An important challenge in constraint programming is to rewrite constraint models into executable programs calculat- ing the solutions. This phase of constraint processing may require translations between constraint programming lan- guages,…

Artificial Intelligence · Computer Science 2010-02-17 Raphael Chenouard , Laurent Granvilliers , Ricardo Soto

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…

Optimization and Control · Mathematics 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon

In [R. Andreani, G. Haeser, L. M. Mito, H. Ram\'irez C., Weak notions of nondegeneracy in nonlinear semidefinite programming, arXiv:2012.14810, 2020] the classical notion of nondegeneracy (or transversality) and Robinson's constraint…

Optimization and Control · Mathematics 2022-04-19 Roberto Andreani , Gabriel Haeser , Héctor Ramírez C. , Leonardo M. Mito , Thiago P. Silveira

We propose a new disjunctive regularization for mathematical programs with complementarity constraints (MPCC). Its feasible set coincides with that of the Kanzow-Schwartz regularization. However, their functional descriptions differ…

Optimization and Control · Mathematics 2026-05-29 Sebastian Lämmel , Vladimir Shikhman
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