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In the buyback problem, an algorithm observes a sequence of bids and must decide whether to accept each bid at the moment it arrives, subject to some constraints on the set of accepted bids. Decisions to reject bids are irrevocable, whereas…
In a temporal graph, each edge is available at specific points in time. Such an availability point is often represented by a ''temporal edge'' that can be traversed from its tail only at a specific departure time, for arriving in its head…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…
Linear differential equations and recurrences reveal many properties about their solutions. Therefore, these equations are well-suited for representing solutions and computing with special functions. We identify a large class of existing…
Cyclic reduction is a method for the solution of (block-)tridiagonal linear systems. In this note we review the method tailored to hermitian positive definite banded linear systems. The reviewed method has the following advantages: It is…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
An optimal control problem with an infinite horizon quadratic cost functional for a linear system with a known additive disturbance is considered. The feature of this problem is that a weight matrix of the control cost in the cost…
This paper discusses the problem of covering and hitting a set of line segments $\cal L$ in ${\mathbb R}^2$ by a pair of axis-parallel squares such that the side length of the larger of the two squares is minimized. We also discuss the…
This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…
Recent strides in nonlinear model predictive control (NMPC) underscore a dependence on numerical advancements to efficiently and accurately solve large-scale problems. Given the substantial number of variables characterizing typical…
We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…
The capacitated tree cover problem with edge loads is a variant of the tree cover problem, where we are given facility opening costs, edge costs and loads, as well as vertex loads. We try to find a tree cover of minimum cost such that the…
The vertex cover problem is a fundamental and widely studied combinatorial optimization problem. It is known that its standard linear programming relaxation is integral for bipartite graphs and half-integral for general graphs. As a…
An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.…
A new algorithm for solving the solution of the linear-quadratic optimization problem (LQP) with unseparated boundary conditions in the continuous case is given. Using the properties of symmetry of the corresponding Hamiltonian matrix, the…
Understanding how the optimal value of an optimisation problem changes when its input data is modified is an old question in mathematical optimisation. This paper investigates the computation of the optimal values of a family of (possibly…
The scaling of the exact solution of a hyperbolic balance law generates a family of scaled problems in which the source term does not depend on the current solution. These problems are used to construct a sequence of solutions whose…
We present a specialized network simplex algorithm for the budget-constrained minimum cost flow problem, which is an extension of the traditional minimum cost flow problem by a second kind of costs associated with each edge, whose total…
We study linear-quadratic optimal control problems for Voterra systems, and problems that are linear-quadratic in the control but generally nonlinear in the state. In the case of linear-quadratic Volterra control, we obtain sharp necessary…