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In this paper, we present a method that enables to solve in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…

Optimization and Control · Mathematics 2011-10-19 Yvon Maday , Julien Salomon , Kamel Riahi

This paper presents a time decomposition strategy to reduce the computational complexity of power system multi-interval operation problems. We focus on the economic dispatch problem. The considered scheduling horizon is decomposed into…

Signal Processing · Electrical Eng. & Systems 2019-02-18 Farnaz Safdarian , Okan Ciftci , Amin Kargarian

We present here the classical Schwarz method with a time domain decomposition applied to unconstrained parabolic optimal control problems. Unlike Dirichlet-Neumann and Neumann-Neumann algorithms, we find different properties based on the…

Numerical Analysis · Mathematics 2024-08-23 Martin Jakob Gander , Liu-Di Lu

An iteration-free method of domain decomposition is considered for approximate solving a boundary value problem for a second-order parabolic equation. A standard approach to constructing domain decomposition schemes is based on a partition…

Numerical Analysis · Computer Science 2017-05-10 Petr N. Vabishchevich

The time parallel solution of optimality systems arising in PDE constraint optimization could be achieved by simply applying any time parallel algorithm, such as Parareal, to solve the forward and backward evolution problems arising in the…

Analysis of PDEs · Mathematics 2020-07-27 Martin Gander , Félix Kwok , Julien Salomon

The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…

Numerical Analysis · Mathematics 2022-10-26 Petr N. Vabishchevich

We propose a simple domain decomposition method for $d$-dimensional elliptic PDEs which involves an overlapping decomposition into local subdomain problems and a global coarse problem. It relies on a space-filling curve to create equally…

Numerical Analysis · Mathematics 2021-03-08 Michael Griebel , Marc-Alexander Schweitzer , Lukas Troska

A fruitful approach for solving signal deconvolution problems consists of resorting to a frame-based convex variational formulation. In this context, parallel proximal algorithms and related alternating direction methods of multipliers have…

Other Computer Science · Computer Science 2015-05-28 Nelly Pustelnik , Jean-Christophe Pesquet , Caroline Chaux

Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…

Robotics · Computer Science 2026-01-07 Shiying Dong , Zhipeng Shen , Rudolf Reiter , Hailong Huang , Bingzhao Gao , Hong Chen , Wen-Hua Chen

Domain decomposition based time integrators allow the usage of parallel and distributed hardware, making them well-suited for the temporal discretization of parabolic systems, in general, and degenerate parabolic problems, in particular.…

Numerical Analysis · Mathematics 2017-08-07 Monika Eisenmann , Eskil Hansen

Input-affine dynamical systems often arise in control and modeling scenarios, such as the data-driven case when state-derivative observations are recorded under bounded noise. Common tasks in system analysis and control include optimal…

Optimization and Control · Mathematics 2024-02-21 Jared Miller , Mario Sznaier

The aim of this work is to make a survey on recent sufficient optimality conditions for optimal control problems with time delays in both state and control variables. The results are obtained by transforming delayed optimal control problems…

Optimization and Control · Mathematics 2020-08-10 Ana P. Lemos-Paiao , Cristiana J. Silva , Delfim F. M. Torres

In ptychography experiments, redundant scanning is usually required to guarantee the stable recovery, such that a huge amount of frames are generated, and thus it poses a great demand of parallel computing in order to solve this large-scale…

Numerical Analysis · Mathematics 2021-02-05 Huibin Chang , Roland Glowinski , Stefano Marchesini , Xue-cheng Tai , Yang Wang , Tieyong Zeng

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos

In this paper, we consider a family of simultaneous distributed-boundary optimal control problems ($P_{\alpha}$) on the internal energy and the heat flux for a system governed by a mixed elliptic variational equality with a parameter…

Optimization and Control · Mathematics 2023-03-30 Carolina M. Bollo , Claudia M. Gariboldi , Domingo A. Tarzia

Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…

Optimization and Control · Mathematics 2021-06-16 Mauro Bonafini , Ismael Medina , Bernhard Schmitzer

In this paper, we develop an optimal control framework for dynamical systems when only an approximate model of the underlying plant is available. We consider a setting in which the control strategy is synthesized using a model-based optimal…

Optimization and Control · Mathematics 2026-01-16 Andreas A. Malikopoulos

A novel robust nonlinear model predictive control strategy is proposed for systems with nonlinear dynamics and convex state and control constraints. Using a sequential convex approximation approach and a difference of convex functions…

Optimization and Control · Mathematics 2025-01-28 Yana Lishkova , Mark Cannon

This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…

Robotics · Computer Science 2021-10-27 Shuo Yang , Gerry Chen , Yetong Zhang , Howie Choset , Frank Dellaert

This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese