Related papers: Non-smooth optimization for robust control of infi…
Robust controllers that stabilize dynamical systems even under disturbances and noise are often formulated as solutions of nonsmooth, nonconvex optimization problems. While methods such as gradient sampling can handle the nonconvexity and…
We consider nonsmooth optimal control problems subject to a linear elliptic partial differential equation with homogeneous Dirichlet boundary conditions. It is well-known that local solutions satisfy the celebrated Pontryagin maximum…
We prove global convergence of a bundle trust region algorithm for non-smooth non-convex optimization, where cutting planes are generated by oracles respecting four basic rules. The benefit is that convergence theory applies to a large…
One of the main challenges in numerically solving partial differential equations is finding a discretisation for the computational domain that balances the accurate representation of the underlying field with computational efficiency.…
A methodology is presented for the numerical solution of nonlinear elliptic systems in unbounded domains, consisting of three elements. First, the problem is posed on a finite domain by means of a proper nonlinear change of variables. The…
This paper focuses on the optimal control of weak (i.e. in general non smooth) solutions to the continuity equation with non local flow. Our driving examples are a supply chain model and an equation for the description of pedestrian flows.…
We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…
We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…
In the present work we study the optimal control of an evolution equation with non-smooth dissipation. The solution mapping of this system is non-smooth and hence the analysis is quite challenging. Our approach is to regularize the…
We consider funnel control for linear infinite-dimensional systems that are impedance passive, meaning that they satisfy an energy balance in which the stored energy equals the squared norm of the state and the supplied power is the inner…
We propose an approach for the synthesis of robust and optimal feedback controllers for nonlinear PDEs. Our approach considers the approximation of infinite-dimensional control systems by a pseudospectral collocation method, leading to…
This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…
In this article we present a general framework for non-concave robust stochastic control problems under model uncertainty in a discrete time finite horizon setting. Our framework allows to consider a variety of different path-dependent…
This paper considers the distributed robust suboptimal consensus control problem of linear multi-agent systems, with both H2 and H_infty performance requirements. A novel two-step complementary design approach is proposed. In the first…
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dimensional integro-differential equation with completely monotone kernelskernels, where we assume that the noise enters the system when we…
In this paper, we consider the wave equation with both a viscous Kelvin-Voigt and frictional damping as a model of viscoelasticity in which we incorporate an internal control with a moving support. We prove the null controllability when the…
The problem of robust controller synthesis for plants affected by structured uncertainty, captured by integral quadratic constraints, is discussed. The solution is optimized towards a worst-case white noise rejection specification, which is…
We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…
Output-based controllers are known to be fragile with respect to model uncertainties. The standard $\mathcal{H}_{\infty}$-control theory provides a general approach to robust controller design based on the solution of the…
Convex and nonconvex finite-sum minimization arises in many scientific computing and machine learning applications. Recently, first-order and second-order methods where objective functions, gradients and Hessians are approximated by…