Related papers: On the Computation of Optimal Control Problems wit…
In this paper we study an optimal control problem (OCP) associated to a linear elliptic equation {on a bounded domain $\Omega$}. The matrix-valued coefficients A of such systems is our control taken in L2 which in particular may comprise…
We give a new computational method to obtain symmetries of ordinary differential equations. The proposed approach appears as an extension of a recent algorithm to compute variational symmetries of optimal control problems [Comput. Methods…
Computational approaches to PDE-constrained optimization under uncertainty may involve finite-dimensional approximations of control and state spaces, sample average approximations of measures of risk and reliability, smooth approximations…
Optimal Control Problems consist on the optimisation of an objective functional subjected to a set of Ordinary Differential Equations. In this work, we consider the effects on the stability of the numerical solution when this optimisation…
Appropriate time discretization is crucial for real-time applications of numerical optimal control, such as nonlinear model predictive control. However, if the discretization error strongly depends on the applied control input, meeting…
We consider an optimal control problem (OCP) for a partial differential equation (PDE) with random coefficients. The optimal control function is a deterministic, distributed forcing term that minimizes an expected quadratic regularized loss…
The Performance Estimation Problem (PEP) approach consists in computing worst-case performance bounds on optimization algorithms by solving an optimization problem: one maximizes an error criterion over all initial conditions allowed and…
This paper is concerned with the theory, construction and application of variable-stepsize implicit Peer two-step methods that are super-convergent for variable stepsizes, i.e., preserve their classical order achieved for uniform stepsizes…
This paper details an approach to linearise differentiable but non-convex collision avoidance constraints tailored to convex shapes. It revisits introducing differential collision avoidance constraints for convex objects into an optimal…
The optimization problems associated with training generative adversarial neural networks can be largely reduced to certain {\em non-monotone} variational inequality problems (VIPs), whereas existing convergence results are mostly based on…
In this work, we consider optimality conditions of an optimal control problem governed by an obstacle problem. Here, we focus on introducing a, matrix valued, control variable as the coefficients of the obstacle problem. As it is well…
We study a constrained optimal control problem with possibly degenerate coefficients arising in models of optimal portfolio liquidation under market impact. The coefficients can be random in which case the value function is described by a…
We present and analyze a new method for solving optimal control problems for Volterra integral equations, based on approximating the controlled Volterra integral equations by a sequence of systems of controlled ordinary differential…
This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergence of IPMs for a general class of OCPs. Convergence results…
This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…
The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…
This paper investigates the asymptotic analysis of an optimal control problem (OCP) posed on a high-contrast elastic medium with soft periodic inclusions, governed by a semilinear elasticity system with a nonlocal term. The domain consists…
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…
We present a dynamic model for the optimal control problem (OCP) of hydrogen blending into natural gas pipeline networks subject to inequality constraints. The dynamic model is derived using the first principles partial differential…
We provide sufficient conditions that guarantee the existence of relaxed optimal controls in the weak formulation of stochastic control problems for stochastic Volterra equations (SVEs). Our study can be applied to rough processes that…