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An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

Optimization and Control · Mathematics 2026-03-18 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…

Optimization and Control · Mathematics 2021-11-15 Hamed Sadeghi , Pontus Giselsson

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…

Optimization and Control · Mathematics 2020-05-05 Andrei Patrascu

A local convergence rate is established for an orthogonal collocation method based on Gauss quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian…

Optimization and Control · Mathematics 2016-07-12 William W. Hager , Hongyan Hou , Anil V. Rao

This work aims to solve a stochastic nonconvex nonsmooth composite optimization problem. Previous works on composite optimization problem requires the major part to satisfy Lipschitz smoothness or some relaxed smoothness conditions, which…

Optimization and Control · Mathematics 2025-10-07 Ziyi Chen , Peiran Yu , Heng Huang

This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints. In particular, a…

Optimization and Control · Mathematics 2023-01-19 Jacob Knaup , Panagiotis Tsiotras

This paper investigates the box-constrained $\ell_0$-regularized sparse optimization problem. We introduce the concept of a $\tau$-stationary point and establish its connection to the local and global minima of the box-constrained…

Optimization and Control · Mathematics 2025-05-26 Yuge Ye , Qingna Li

Gradient normalization and soft clipping are two popular techniques for tackling instability issues and improving convergence of stochastic gradient descent (SGD) with momentum. In this article, we study these types of methods through the…

Optimization and Control · Mathematics 2025-07-01 Måns Williamson , Tony Stillfjord

Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…

Probability · Mathematics 2023-04-26 Stephan Eckstein , Gudmund Pammer

This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…

Numerical Analysis · Mathematics 2022-10-04 Xiaobing Feng , Yukun Li , Yujian Lin

The main objective of the present paper is to construct a new class of space-time discretizations for the stochastic $p$-Stokes system and analyze its stability and convergence properties. We derive regularity results for the approximation…

Numerical Analysis · Mathematics 2024-08-07 Kim-Ngan Le , Jörn Wichmann

This work develops a convergence theory for H(div)-conforming finite element methods applied to the steady Oseen problem, focusing on cases where the exact finite element complex holds while the commuting diagram property may fail. The…

Numerical Analysis · Mathematics 2025-12-01 Jin Zhang , Xiaowei Liu

This work presents the first finite-time analysis for the last-iterate convergence of average-reward $Q$-learning with an asynchronous implementation. A key feature of the algorithm we study is the use of adaptive stepsizes, which serve as…

Machine Learning · Computer Science 2026-04-07 Zaiwei Chen , Phalguni Nanda

This paper is concerned with the finite element discretization of the data driven approach according to arXiv:1510.04232 for the solution of PDEs with a material law arising from measurement data. To simplify the setting, we focus on a…

Numerical Analysis · Mathematics 2023-03-13 Christian Meyer , Annika Müller

This work provides test error bounds for iterative fixed point methods on linear predictors -- specifically, stochastic and batch mirror descent (MD), and stochastic temporal difference learning (TD) -- with two core contributions: (a) a…

Machine Learning · Computer Science 2022-06-29 Matus Telgarsky

We design an adaptive finite element method to approximate the solutions of quasi-linear elliptic problems. The algorithm is based on a Ka\v{c}anov iteration and a mesh adaptation step is performed after each linear solve. The method is…

Numerical Analysis · Mathematics 2010-06-18 Eduardo M. Garau , Pedro Morin , Carlos Zuppa

In this paper, we propose and analyze a temporally second-order accurate, fully discrete finite element method for the magnetohydrodynamic (MHD) equations. A modified Crank--Nicolson method is used to discretize the model and appropriate…

Numerical Analysis · Mathematics 2021-08-13 Cheng Wang , Jilu Wang , Zeyu Xia , Liwei Xu

In this paper, we propose a ${ P_{1}^{c}}\oplus {RT0}-P0$ discretization of the Stokes equations on general simplicial meshes in two/three dimensions (2D/3D), which yields an exactly divergence-free and pressure-independent velocity…

Numerical Analysis · Mathematics 2021-09-07 Xu Li , Hongxing Rui

Modeling real processes often results in several suitable models. In order to be able to distinguish, or discriminate, which model best represents a phenomenon, one is interested, e.g., in so-called T-optimal designs. These consist of the…

Optimization and Control · Mathematics 2022-08-30 David Mogalle , Philipp Seufert , Jan Schwientek , Michael Bortz , Karl-Heinz Küfer

In this work we investigate stochastic non-convex optimization problems where the objective is an expectation over smooth loss functions, and the goal is to find an approximate stationary point. The most popular approach to handling such…

Optimization and Control · Mathematics 2021-11-02 Kfir Y. Levy , Ali Kavis , Volkan Cevher