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In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…

Robotics · Computer Science 2015-10-28 Edward Schmerling , Lucas Janson , Marco Pavone

We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…

Numerical Analysis · Mathematics 2022-05-11 Yulong Pan , Per-Olof Persson

In the past decade, we had developed a series of splitting contraction algorithms for separable convex optimization problems, at the root of the alternating direction method of multipliers. Convergence of these algorithms was studied under…

Optimization and Control · Mathematics 2022-04-26 Bingsheng He , Xiaoming Yuan

In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…

Optimization and Control · Mathematics 2021-10-05 Lianzi Jiang

We consider finite element approximations of ill-posed elliptic problems with conditional stability. The notion of {\emph{optimal error estimates}} is defined including both convergence with respect to mesh parameter and perturbations in…

Numerical Analysis · Mathematics 2024-03-25 Erik Burman , Mihai Nechita , Lauri Oksanen

We propose a conditional gradient framework for a composite convex minimization template with broad applications. Our approach combines smoothing and homotopy techniques under the CGM framework, and provably achieves the optimal…

Optimization and Control · Mathematics 2018-08-21 Alp Yurtsever , Olivier Fercoq , Francesco Locatello , Volkan Cevher

We introduce a new technique to optimize a linear cost function subject to a one-dimensional affine homogeneous quadratic integral inequality, i.e., the requirement that a homogeneous quadratic integral functional, affine in the…

Optimization and Control · Mathematics 2017-12-12 Giovanni Fantuzzi , Andrew Wynn , Paul Goulart , Antonis Papachristodoulou

We develop summation by parts (SBP) approach for generating high-order finite-difference schemes on the interval and propose new sets of schemes up to the 12th order. The coefficients of the schemes are governed by values of grid spacing…

Numerical Analysis · Mathematics 2017-12-08 Leonid Dovgilovich , Rustem Maksyutov , Ivan Sofronov

Optimal transport is a framework that facilitates the most efficient allocation of a limited amount of resources. However, the most efficient allocation scheme does not necessarily preserve the most fairness. In this paper, we establish a…

Optimization and Control · Mathematics 2021-04-01 Jason Hughes , Juntao Chen

A Mathematica based program has been elaborated in order to determine the symmetry group of a finite difference equation, by means of its differential representation. The package provides functions which enable us to solve the determining…

Numerical Analysis · Mathematics 2007-05-23 Emma Hoarau , Claire David

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

Handling symmetries in optimization problems is essential for devising efficient solution methods. In this article, we present a general framework that captures many of the already existing symmetry handling methods. While these methods are…

Optimization and Control · Mathematics 2023-04-21 Jasper van Doornmalen , Christopher Hojny

In this work, we provide a fundamental unified convergence theorem used for deriving expected and almost sure convergence results for a series of stochastic optimization methods. Our unified theorem only requires to verify several…

Optimization and Control · Mathematics 2022-10-20 Xiao Li , Andre Milzarek

In this paper we propose an optimization-based framework to multiple object matching. The framework takes maps computed between pairs of objects as input, and outputs maps that are consistent among all pairs of objects. The central idea of…

Data Structures and Algorithms · Computer Science 2018-04-12 Nan Hu , Qixing Huang , Boris Thibert , Leonidas Guibas

In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…

Numerical Analysis · Mathematics 2016-04-04 Lijing Zhao , Weihua Deng

We show that any first order ordinary differential equation with a known Lie point symmetry group can be discretized into a difference scheme with the same symmetry group. In general, the lattices are not regular ones, but must be adapted…

Exactly Solvable and Integrable Systems · Physics 2014-11-18 Miguel A. Rodriguez , Pavel Winternitz

The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Luis Lehner , Oscar Reula , Manuel Tiglio

With the rapid adoption of emerging inverter-based resources, it is crucial to understand their dynamic interactions across the network and ensure stability. This paper proposes a systematic and efficient method to determine the optimal…

Systems and Control · Electrical Eng. & Systems 2024-12-23 Sushobhan Chatterjee , Sijia Geng

This paper presents a computational framework for the robust stiffness design of hyperelastic structures at finite deformations subject to various uncertain sources. In particular, the loading, material properties, and geometry…

Computational Engineering, Finance, and Science · Computer Science 2025-01-28 Nan Feng , Guodong Zhang , Kapil Khandelwal

Coded multicasting has been shown to improve the caching performance of content delivery networks with multiple caches downstream of a common multicast link. However, the schemes that have been shown to achieve order-optimal perfor- mance…

Information Theory · Computer Science 2015-11-25 Mingyue Ji , Karthikeyan Shanmugam , Giuseppe Vettigli , Jaime Llorca , Antonia M. Tulino , Giuseppe Caire