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Inactive constraints do not contribute to the solution of an optimal control problem, but increase the problem size and burden the numerical computations. We present a novel strategy for handling inactive constraints efficiently by…

Systems and Control · Electrical Eng. & Systems 2021-12-16 Yuanbo Nie , Eric C. Kerrigan

This work extends our previous study from S. Shrestha et al. (2024) by introducing a new abstract framework for Variational Multiscale (VMS) methods at the discrete level. We introduce the concept of what we define as the optimal projector…

Numerical Analysis · Mathematics 2025-03-04 Suyash Shrestha , Marc Gerritsma , Gonzalo Rubio , Steven Hulshoff , Esteban Ferrer

The paper addresses the problem of providing suitable reference trajectories in motion planning problems for autonomous vehicles. Among the various approaches to compute a reference trajectory, our aim is to find those trajectories which…

Optimization and Control · Mathematics 2018-01-24 Matthias Gerdts , Björn Martens

Given the set of discrete solution points or nodes, called the skeleton, generated by an ODE solver, we study the problem of fitting a curve passing through the nodes in the skeleton minimizing a norm of the residual vector of the ODE. We…

Numerical Analysis · Mathematics 2026-02-19 Robert M. Corless , C. Yalçın Kaya

Direct collocation methods are widely used numerical techniques for solving optimal control problems. The discretization of continuous-time optimal control problems transforms them into large-scale nonlinear programming problems, which…

Systems and Control · Electrical Eng. & Systems 2025-06-16 Yilin Zou , Fanghua Jiang

The problem of the generation of an intermediate image between two given images in an image sequence is considered. The problem is formulated as an optimal control problem governed by a transport equation. This approach bears similarities…

Computer Vision and Pattern Recognition · Computer Science 2010-08-04 Kanglin Chen , Dirk A. Lorenz

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

Optimization and Control · Mathematics 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

Finite difference approximation, in addition to Taylor truncation errors, introduces numerical dispersion-and-dissipation errors into numerical solutions of partial differential equations. We analyze a class of finite difference schemes…

Numerical Analysis · Mathematics 2014-09-12 Yi-Hung Kuo , Long Lee , Gregory Lyng

We consider a pointwise tracking optimal control problem for a semilinear elliptic partial differential equation. We derive the existence of optimal solutions and analyze first and, necessary and sufficient, second order optimality…

Numerical Analysis · Mathematics 2021-12-16 Alejandro Allendes , Francisco Fuica , Enrique Otarola

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Numerical Analysis · Mathematics 2019-10-23 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan

Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…

Robotics · Computer Science 2021-03-05 Ashwin Khadke , Hartmut Geyer

We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…

Numerical Analysis · Mathematics 2019-05-02 S. Kumar , R. Ruiz Baier , R. Sandilya

This paper presents a computationally efficient model predictive control formulation that uses an integral Chebyshev collocation method to enable rapid operations of autonomous agents. By posing the finite-horizon optimal control problem…

Robotics · Computer Science 2025-03-26 Deep Parikh , Thomas L. Ahrens , Manoranjan Majji

An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

Optimization and Control · Mathematics 2026-03-18 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…

Optimization and Control · Mathematics 2025-07-28 Etienne Buehrle , Ömer Şahin Taş , Christoph Stiller

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion

In optimization routines used for on-line Model Predictive Control (MPC), linear systems of equations are usually solved in each iteration. This is true both for Active Set (AS) methods as well as for Interior Point (IP) methods, and for…

Optimization and Control · Mathematics 2014-01-08 Daniel Axehill

Current state-of-the-art discrete optimization methods struggle behind when it comes to challenging contrast-enhancing discrete energies (i.e., favoring different labels for neighboring variables). This work suggests a multiscale approach…

Computer Vision and Pattern Recognition · Computer Science 2012-11-05 Shai Bagon , Meirav Galun

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2024-12-30 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

Solving initial value problems and boundary value problems of Linear Ordinary Differential Equations (ODEs) plays an important role in many applications. There are various numerical methods and solvers to obtain approximate solutions…

Numerical Analysis · Mathematics 2018-05-22 Wenqiang Yang , Wenyuan Wu , Robert M. Corless