Related papers: High-order convergent Finite-Elements Direct Trans…
We consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods. In the fully…
This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…
We develop the max-plus finite element method to solve finite horizon deterministic optimal control problems. This method, that we introduced in a previous work, relies on a max-plus variational formulation, and exploits the properties of…
The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…
In the context of unfitted finite element discretizations the realization of high order methods is challenging due to the fact that the geometry approximation has to be sufficiently accurate. We consider a new unfitted finite element method…
We investigate the application of a posteriori error estimates to a fractional optimal control problem with pointwise control constraints. Specifically, we address a problem in which the state equation is formulated as an integral form of…
The second part of our study is devoted to an analysis of the exactness of penalty functions for optimal control problems with terminal and pointwise state constraints. We demonstrate that with the use of the exact penalty function method…
Motivated by problems where the response is needed at select localized regions in a large computational domain, we devise a novel finite element discretization that results in exponential convergence at pre-selected points. The two key…
We develop an interpolation-based modeling framework for parameter-dependent partial differential equations arising in control, inverse problems, and uncertainty quantification. The solution is discretized in the physical domain using…
In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…
A nonlinear Helmholtz (NLH) equation with high frequencies and corner singularities is discretized by the linear finite element method (FEM). After deriving some wave-number-explicit stability estimates and the singularity decomposition for…
Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…
A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…
This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and super-replication values for many financial…
A linear programming (LP) based framework is presented for obtaining converses for finite blocklength lossy joint source-channel coding problems. The framework applies for any loss criterion, generalizes certain previously known converses,…
This paper presents a new parameter free partially penalized immersed finite element method and convergence analysis for solving second order elliptic interface problems. A lifting operator is introduced on interface edges to ensure the…
We present a trust-region-based adaptive finite-element algorithm for numerically solving a class of nonsmooth PDE-constrained optimization problems that includes problems with sparsifying regularizers and convex constraints. In particular,…
The purpose of this article is to study the convergence of a low order finite element approximation for a natural convection problem. We prove that the discretization based on P1 polynomials for every variable (velocity, pressure and…
This paper aims to study the convergence of adaptive finite element method for control constrained elliptic optimal control problems under $L^2$-norm. We prove the contraction property and quasi-optimal complexity for the $L^2$-norm errors…
We present a continuous finite element method for some examples of fully nonlinear elliptic equation. A key tool is the discretisation proposed in Lakkis & Pryer (2011, SISC) allowing us to work directly on the strong form of a linear PDE.…