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Parabolic optimal control problems with control constraints are generally challenging, from either theoretical analysis or algorithmic design perspectives. Conceptually, the well-known alternating direction method of multipliers (ADMM) can…

Optimization and Control · Mathematics 2020-05-05 Yongcun Song , Xiaoming Yuan , Hangrui Yue

Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control. Motivated by the extensive applicability of the alternating…

Optimization and Control · Mathematics 2026-03-03 Haiming Song , Jinda Yang , Yuran Yang , Jianhua Yuan

This paper discusses the computation of derivatives for optimization problems governed by linear hyperbolic systems of partial differential equations (PDEs) that are discretized by the discontinuous Galerkin (dG) method. An efficient and…

Numerical Analysis · Mathematics 2013-11-28 Lucas C. Wilcox , Georg Stadler , Tan Bui-Thanh , Omar Ghattas

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Numerical Analysis · Mathematics 2024-08-29 Hendrik Kleikamp , Lukas Renelt

The adjoint method is an efficient way to numerically compute gradients in optimization problems with constraints, but is only formulated to differentiable cost and constraint functions on real variables. With the introduction of complex…

Optimization and Control · Mathematics 2026-01-21 Andrew Zheng , Adam R. Stinchcombe

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi

The fully discrete adjoint equations and the corresponding adjoint method are derived for a globally high- order accurate discretization of conservation laws on parametrized, deforming domains. The conservation law on the deforming domain…

Optimization and Control · Mathematics 2016-09-20 Matthew J. Zahr , Per-Olof Persson

Coupled 3D-1D problems arise in many practical applications, in an attempt to reduce the computational burden in simulations where cylindrical inclusions with a small section are embedded in a much larger domain. Nonetheless the resolution…

Numerical Analysis · Mathematics 2021-06-10 Stefano Berrone , Denise Grappein , Stefano Scialò , Fabio Vicini

In a uniformly hyperbolic system, we consider the problem of finding the optimal infinitesimal perturbation to apply to the system, from a certain set $P$ of feasible ones, to maximally increase the expectation of a given observation…

Dynamical Systems · Mathematics 2025-01-07 Stefano Galatolo , Angxiu Ni

Multidisciplinary engineering system design typically employs a sequential process, progressing from system dynamics to design variables and control. However, this process is inefficient and may lead to a suboptimal design. We propose…

Optimization and Control · Mathematics 2026-02-18 Sicheng He , Shugo Kaneko , Max Howell , Nan Li , Joaquim R. R. A. Martins

The time parallel solution of optimality systems arising in PDE constraint optimization could be achieved by simply applying any time parallel algorithm, such as Parareal, to solve the forward and backward evolution problems arising in the…

Analysis of PDEs · Mathematics 2020-07-27 Martin Gander , Félix Kwok , Julien Salomon

- In this paper we introduce a new method to solve fixed-delay optimal control problems which exploits numerical homotopy procedures. It is known that solving this kind of problems via indirect methods is complex and computationally…

Optimization and Control · Mathematics 2017-03-16 Riccardo Bonalli , Bruno Hérissé , Emmanuel Trélat

The adjoint method, recently introduced by Evans, is used to study obstacle problems, weakly coupled systems, cell problems for weakly coupled systems of Hamilton-Jacobi equations, and weakly coupled systems of obstacle type. In particular,…

Analysis of PDEs · Mathematics 2013-03-13 Filippo Cagnetti , Diogo Gomes , Hung Tran

We introduce an efficient first-order primal-dual method for the solution of nonsmooth PDE-constrained optimization problems. We achieve this efficiency through not solving the PDE or its linearisation on each iteration of the optimization…

Optimization and Control · Mathematics 2024-06-11 Bjørn Jensen , Tuomo Valkonen

This survey explores the development of adjoint Monte Carlo methods for solving optimization problems governed by kinetic equations, a common challenge in areas such as plasma control and device design. These optimization problems are…

Numerical Analysis · Mathematics 2024-05-24 Russel Caflisch , Yunan Yang

The present work proposes a well-balanced finite volume-type numerical method for the solution of non-conservative hyperbolic partial differential equations (PDEs) with source terms. The method is characterized, first, by the use of a…

Numerical Analysis · Mathematics 2026-05-06 Chiara Colombo , Caterina Dalmaso , Lucas O. Müller , Annunziato Siviglia

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…

Optimization and Control · Mathematics 2019-09-24 Alessandro Alla , Michael Hinze , Philip Kolvenbach , Oliver Lass , Stefan Ulbrich

In this paper we present a new steepest-descent type algorithm for convex optimization problems. Our algorithm pieces the unknown into sub-blocs of unknowns and considers a partial optimization over each sub-bloc. In quadratic optimization,…

Optimization and Control · Mathematics 2015-01-15 Mohamed Kamel Riahi

In this work, we consider an optimal control problem subject to a nonlinear PDE constraint and apply it to the regularized $p$-Laplace equation. To this end, a reduced unconstrained optimization problem in terms of the control variable is…

Numerical Analysis · Mathematics 2020-06-29 Bernhard Endtmayer , Ulrich Langer , Ira Neitzel , Winnifried Wollner , Thomas Wick

A generic framework for the solution of PDE-constrained optimisation problems based on the FEniCS system is presented. Its main features are an intuitive mathematical interface, a high degree of automation, and an efficient implementation…

Mathematical Software · Computer Science 2013-02-19 S. W. Funke , P. E. Farrell