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Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal, then, is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for…

Optimization and Control · Mathematics 2016-01-20 Tristan van Leeuwen , Felix J. Herrmann

Nonlinear model predictive control (NMPC) is one of the few control methods that can handle multivariable nonlinear controlsystems with constraints. Gaussian processes (GPs) present a powerful tool to identify the required plant model and…

Optimization and Control · Mathematics 2020-05-26 E. Bradford , L. Imsland , D. Zhang , E. A. del Rio-Chanona

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs). We address this problem by taking advantage of recent advances in scientific machine learning and…

Machine Learning · Computer Science 2019-09-04 Dongkun Zhang , Ling Guo , George Em Karniadakis

There is an increasing interest in quantum algorithms for optimization problems. Within convex optimization, interior-point methods and other recently proposed quantum algorithms are non-trivial to implement on noisy quantum devices. Here,…

Quantum Physics · Physics 2025-09-16 Jakub Marecek , Albert Akhriev

Time-dependent basis reduced order models (TDB ROMs) have successfully been used for approximating the solution to nonlinear stochastic partial differential equations (PDEs). For many practical problems of interest, discretizing these PDEs…

Numerical Analysis · Mathematics 2023-08-21 M. Donello , G. Palkar , M. H. Naderi , D. C. Del Rey Fernández , H. Babaee

Sequential quadratic programming (SQP) methods have been remarkably successful in solving a broad range of nonlinear optimization problems. These methods iteratively construct and solve quadratic programming (QP) subproblems to compute…

Optimization and Control · Mathematics 2025-12-08 Anugrah Jo Joshy , John T. Hwang

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…

Numerical Analysis · Mathematics 2021-10-22 Peter Sentz , Kristian Beckwith , Eric C. Cyr , Luke N. Olson , Ravi Patel

Computationally efficient nonlinear model predictive control relies on elaborate discrete-time optimal control problem (OCP) formulations trading off accuracy with respect to the continuous-time problem and associated computational burden.…

Optimization and Control · Mathematics 2024-08-15 Jonathan Frey , Katrin Baumgärtner , Gianluca Frison , Moritz Diehl

We develop fast and scalable methods for computing reduced-order nonlinear solutions (RONS). RONS was recently proposed as a framework for reduced-order modeling of time-dependent partial differential equations (PDEs), where the modes…

Dynamical Systems · Mathematics 2023-03-03 William Anderson , Mohammad Farazmand

We propose a novel machine learning framework for solving optimization problems governed by large-scale partial differential equations (PDEs) with high-dimensional random parameters. Such optimization under uncertainty (OUU) problems may be…

Optimization and Control · Mathematics 2023-06-01 Dingcheng Luo , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Yiming Meng , Ruikun Zhou , Amartya Mukherjee , Maxwell Fitzsimmons , Christopher Song , Jun Liu

This work deals with optimal control problems as a strategy to drive bifurcating solution of nonlinear parametrized partial differential equations towards a desired branch. Indeed, for these governing equations, multiple solution…

Numerical Analysis · Mathematics 2023-08-08 Federico Pichi , Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

A promising approach to optimal control of nonlinear systems involves iteratively linearizing the system and solving an optimization problem at each time instant to determine the optimal control input. Since this approach relies on online…

Optimization and Control · Mathematics 2025-01-30 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…

Numerical Analysis · Mathematics 2024-01-22 Nathan Gaby , Xiaojing Ye

In this letter, we propose a simple yet effective singular value decomposition (SVD) based strategy to reduce the optimization problem dimension in data-enabled predictive control (DeePC). Specifically, in the case of linear time-invariant…

Systems and Control · Electrical Eng. & Systems 2023-10-09 Kaixiang Zhang , Yang Zheng , Chao Shang , Zhaojian Li

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

Machine Learning · Computer Science 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

Scenario-based optimization problems can be solved via Benders decomposition, which separates first-stage (master problem) decisions from second-stage (subproblem) recourse actions and iteratively refines the master problem with Benders…

Optimization and Control · Mathematics 2026-04-13 Tim Donkiewicz

The expansion in automation of increasingly fast applications and low-power edge devices poses a particular challenge for optimization based control algorithms, like model predictive control. Our proposed machine-learning supported approach…

Systems and Control · Electrical Eng. & Systems 2025-01-08 Hendrik Alsmeier , Anton Savchenko , Rolf Findeisen

Embedding nonlinear dynamical systems into artificial neural networks is a powerful new formalism for machine learning. By parameterizing ordinary differential equations (ODEs) as neural network layers, these Neural ODEs are…

Machine Learning · Computer Science 2024-10-28 Mikko Lehtimäki , Lassi Paunonen , Marja-Leena Linne