Related papers: Moments and convex optimization for analysis and c…

Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…

A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…

Inverse problems are ubiquitous in science and engineering. Many of these are naturally formulated as a PDE-constrained optimization problem. These non-linear, large-scale, constrained optimization problems know many challenges, of which…

In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…

This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…

We consider some certain nonlinear perturbations of the stochastic linear-quadratic optimization problems and study the connections between their solutions and the corresponding Markovian backward stochastic diferential equations (BSDEs).…

We propose in this paper a multilevel correction method to solve optimal control problems constrained by elliptic equations with the finite element method. In this scheme, solving optimization problem on the finest finite element space is…

In this paper, a local-global model reduction method is presented to solve stochastic optimal control problems governed by partial differential equations (PDEs). If the optimal control problems involve uncertainty, we need to use a few…

Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…

In this paper, we present an approach for designing feedback controllers for polynomial systems that maximize the size of the time-limited backwards reachable set (BRS). We rely on the notion of occupation measures to pose the synthesis…

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

This work addresses optimal control problems governed by a linear time-dependent partial differential equation (PDE) as well as integer constraints on the control. Moreover, partial observations are assumed in the objective function. The…

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…

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…

Non-convex optimization problems have multiple local optimal solutions. Non-convex optimization problems are commonly found in numerous applications. One of the methods recently proposed to efficiently explore multiple local optimal…

In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…

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…

In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…