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In optimization the duality gap between the primal and the dual problems is a measure of the suboptimality of any primal-dual point. In classical mechanics the equations of motion of a system can be derived from the Hamiltonian function,…

Optimization and Control · Mathematics 2019-11-19 Brendan O'Donoghue , Chris J. Maddison

An integrated optimization method based on the constrained multi-objective evolutionary algorithm (MOEA) and non-intrusive polynomial chaos expansion (PCE) is proposed, which solves robust multi-objective optimization problems under…

Neural and Evolutionary Computing · Computer Science 2022-09-29 Yuji Takubo , Masahiro Kanazaki

We analyze the sensitivity of the extremal equations that arise from the first order necessary optimality conditions of nonlinear optimal control problems with respect to perturbations of the dynamics and of the initial data. To this end,…

Optimization and Control · Mathematics 2022-03-02 Lars Grüne , Manuel Schaller , Anton Schiela

We study a convex resource allocation problem in which lower and upper bounds are imposed on partial sums of allocations. This model is linked to a large range of applications, including production planning, speed optimization, stratified…

Optimization and Control · Mathematics 2018-09-11 Thibaut Vidal , Daniel Gribel , Patrick Jaillet

The remarkable flexibility and adaptability of both deep learning models and ensemble methods have led to the proliferation for their application in understanding many physical phenomena. Traditionally, these two techniques have largely…

Machine Learning · Computer Science 2021-12-08 Arnob Ray , Tanujit Chakraborty , Dibakar Ghosh

Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from…

Optimization and Control · Mathematics 2023-07-21 Jianzhe Zhen , Daniel Kuhn , Wolfram Wiesemann

We present methods for bounding infinite-time averages in dynamical systems governed by nonlinear PDEs. The methods rely on auxiliary functionals, which are similar to Lyapunov functionals but satisfy different inequalities. The…

Dynamical Systems · Mathematics 2020-04-16 David Goluskin , Giovanni Fantuzzi

This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…

Optimization and Control · Mathematics 2022-12-23 Patrick M. Wensing , Jean-Jacques E. Slotine

This thesis describes a numerical study of binary boson stars within the context of an approximation to general relativity. The approximation we adopt places certain restrictions on the dynamical variables of general relativity (conformal…

General Relativity and Quantum Cosmology · Physics 2010-03-02 Bruno C. Mundim

This paper presents algorithms that upper-bound the peak value of a state function along trajectories of a continuous-time system with rational dynamics. The finite-dimensional but nonconvex peak estimation problem is cast as a convex…

Optimization and Control · Mathematics 2024-03-26 Jared Miller , Roy S. Smith

This paper deals with the optimization of Bolza problem with a system of convex and nonconvex, discrete and differential state variable inequality constraints of second order by deriving necessary and sufficient conditions for optimality.…

Optimization and Control · Mathematics 2020-09-17 Elimhan N. Mahmudov , S. Demir Saglam

In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…

Numerical Analysis · Mathematics 2017-08-17 Lars Ruthotto , Julianne Chung , Matthias Chung

We consider the primal and dual forms of the optimality conditions for PDE-contrained optimization problems arising in Data-Driven Computational Mechanics when specialized to the reaction-diffusion context. Starting with the continuous…

Numerical Analysis · Mathematics 2025-12-24 Ramon Codina , Roberto Federico Ausas , Pedro Balbão Bazon , Cristian Guillermo Gebhardt

Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…

Numerical Analysis · Mathematics 2025-10-30 James V. Roggeveen , Michael P. Brenner

We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of…

Numerical Analysis · Mathematics 2025-07-30 Erik Burman , Mats G. Larson , Karl Larsson , Carl Lundholm

We propose a convex optimization procedure for black-box identification of nonlinear state-space models for systems that exhibit stable limit cycles (unforced periodic solutions). It extends the "robust identification error" framework in…

Optimization and Control · Mathematics 2013-03-21 Ian R. Manchester , Mark M. Tobenkin , Jennifer Wang

We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…

Optimization and Control · Mathematics 2025-07-10 Ronak Mehta , Jelena Diakonikolas , Zaid Harchaoui

We propose to solve polynomial hyperbolic partial differential equations (PDEs) with convex optimization. This approach is based on a very weak notion of solution of the nonlinear equation, namely the measure-valued (mv) solution,…

Analysis of PDEs · Mathematics 2018-07-09 Swann Marx , Tillmann Weisser , Didier Henrion , Jean Lasserre

Accurately modeling and verifying the correct operation of systems interacting in dynamic environments is challenging. By leveraging parametric uncertainty within the model description, one can relax the requirement to describe exactly the…

Optimization and Control · Mathematics 2016-04-05 Patrick Holmes , Shreyas Kousik , Shankar Mohan , Ram Vasudevan

The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of moments. This paper studies the discrete moment problems with…

Optimization and Control · Mathematics 2017-08-08 Xi Chen , Simai He , Bo Jiang , Christopher Thomas Ryan , Teng Zhang