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This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental…

Optimization and Control · Mathematics 2018-12-17 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

The Covering Salesman Problem (CSP) is a generalization of the Traveling Salesman Problem in which the tour is not required to visit all vertices, as long as all vertices are covered by the tour. The objective of CSP is to find a minimum…

Data Structures and Algorithms · Computer Science 2021-04-05 Lucas Porto Maziero , Fábio Luiz Usberti , Celso Cavellucci

A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…

Optimization and Control · Mathematics 2018-02-09 Bin Yu , John E. Mitchell , Jong-Shi Pang

This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…

Optimization and Control · Mathematics 2019-11-12 Jingrui Sun , Jie Xiong , Jiongmin Yong

In this contribution, we introduce an efficient method for solving the optimal control problem for an unconstrained nonlinear switched system with an arbitrary cost function. We assume that the sequence of the switching modes are given but…

Systems and Control · Computer Science 2017-11-08 Farbod Farshidian , Maryam Kamgarpour , Diego Pardo , Jonas Buchli

We investigate a variety of problems of finding tours and cycle covers with minimum turn cost. Questions of this type have been studied in the past, with complexity and approximation results as well as open problems dating back to work by…

Computational Geometry · Computer Science 2019-04-26 Sándor P. Fekete , Dominik Krupke

Computing an optimal cycle in a given homology class, also referred to as the homology localization problem, is known to be an NP-hard problem in general. Furthermore, there is currently no known optimality criterion that localizes classes…

Computational Geometry · Computer Science 2024-06-06 Amritendu Dhar , Vijay Natarajan , Abhishek Rathod

Matrix (or operator) recovery from linear measurements is a well-studied problem. However, there are situations where only bilinear or quadratic measurements are available. A bilinear or quadratic problem can easily be transformed into a…

Signal Processing · Electrical Eng. & Systems 2020-02-14 Michalina Pacholska , Karen Adam , Adam Scholefield , Martin Vetterli

The paper addresses the problem of locating sensors with a circular field of view so that a given line segment is under full surveillance, which is termed as the Disc Covering Problem on a Line. The cost of each sensor includes a fixed…

Discrete Mathematics · Computer Science 2007-07-20 Alessandro Agnetis , Enrico Grande , Pitu B. Mirchandani , Andrea Pacifici

We introduce and study a class of optimization problems we coin replenishment problems with fixed turnover times: a very natural model that has received little attention in the literature. Nodes with capacity for storing a certain commodity…

Data Structures and Algorithms · Computer Science 2017-12-15 Thomas Bosman , Martijn van Ee , Yang Jiao , Alberto Marchetti-Spaccamela , R. Ravi , Leen Stougie

We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…

Machine Learning · Statistics 2020-03-25 Yunfeng Cai , Ping Li

The matrix completion problem has been studied broadly under many underlying conditions. The problem has been explored under adaptive or non-adaptive, exact or estimation, single-phase or multi-phase, and many other categories. In most of…

Machine Learning · Computer Science 2022-05-10 Ilqar Ramazanli

In this paper, the compact linearization approach originally proposed for binary quadratic programs with assignment constraints is generalized to such programs with arbitrary linear equations and inequalities that have positive coefficients…

Optimization and Control · Mathematics 2018-08-28 Sven Mallach

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma

This paper addresses the Quadratic Multiple Constraints Variable-Sized Bin Packing Problem (QMC-VSBPP), a challenging combinatorial optimization problem that generalizes the classical bin packing problem by incorporating multiple capacity…

Neural and Evolutionary Computing · Computer Science 2026-03-27 Natalia A. Santos , Marlon Jeske , Antonio A. Chaves

A fertile area of recent research has demonstrated concrete polynomial time lower bounds for solving natural hard problems on restricted computational models. Among these problems are Satisfiability, Vertex Cover, Hamilton Path, Mod6-SAT,…

Computational Complexity · Computer Science 2010-02-03 Ryan Williams

We present PANOC, a new algorithm for solving optimal control problems arising in nonlinear model predictive control (NMPC). A usual approach to this type of problems is sequential quadratic programming (SQP), which requires the solution of…

Optimization and Control · Mathematics 2017-09-20 Lorenzo Stella , Andreas Themelis , Pantelis Sopasakis , Panagiotis Patrinos

Iterative rounding and relaxation have arguably become the method of choice in dealing with unconstrained and constrained network design problems. In this paper we extend the scope of the iterative relaxation method in two directions: (1)…

Data Structures and Algorithms · Computer Science 2015-05-18 Nikhil Bansal , Rohit Khandekar , Jochen Konemann , Viswanath Nagarajan , Britta Peis