Related papers: On the Effectiveness of Sequential Linear Programm…
This paper investigates the performance of Newton's method, iterative Linear Quadratic Regulator (iLQR), and Differential Dynamic Programming (DDP) in solving discrete-time optimal control problems. We offer a unified perspective on these…
We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of $\mathcal…
Convergence failure and slow convergence rate are among the biggest challenges with solving the system of non-linear equations numerically. While using strictly small time steps sizes and unconditionally stable fully implicit scheme…
In this paper we present a novel numerical method for computing local minimizers of twice smooth differentiable non-linear programming (NLP) problems. So far all algorithms for NLP are based on either of the following three principles:…
The Sequential Linear Quadratic (SLQ) algorithm is a continuous-time variant of the well-known Differential Dynamic Programming (DDP) technique with a Gauss-Newton Hessian approximation. This family of methods has gained popularity in the…
This study considers the control problem with signal temporal logic (STL) specifications. Prior works have adopted smoothing techniques to address this problem within a feasible time frame and solve the problem by applying sequential…
Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…
We analyze a bilinear control problem governed by a semilinear parabolic equation. The control variable is the Robin coefficient on the boundary. First-order necessary and second-order sufficient optimality conditions are derived. A…
We propose an innovative Parallel Quantum Local Search (PQLS) methodology that leverages the capabilities of small-scale quantum computers to efficiently address complex combinatorial optimization problems. Traditional Quantum Local Search…
Many nonlinear PDEs have singular or oscillatory solutions or may exhibit physical instabilities or uncertainties. This requires a suitable concept of physically relevant generalized solutions. Dissipative measure-valued solutions have been…
Given a family of linear constraints and a linear objective function one can consider whether to apply a Linear Programming (LP) algorithm or use a Linear Superiorization (LinSup) algorithm on this data. In the LP methodology one aims at…
In this paper, we propose a Feasible Sequential Linear Programming (FSLP) algorithm applied to time-optimal control problems (TOCP) obtained through direct multiple shooting discretization. This method is motivated by TOCP with nonlinear…
A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…
Indefinite quadratic programs (QPs) are known to be very difficult to be solved to global optimality, so are linear programs with linear complementarity constraints. Treating the former as a subclass of the latter, this paper presents a…
Impossibility of finding local realistic models for quantum correlations due to entanglement is an important fact in foundations of quantum physics, gaining now new applications in quantum information theory. We present an in-depth…
Finding high-quality solutions to mixed-integer linear programming problems (MILPs) is of great importance for many practical applications. In this respect, the refinement heuristic local branching (LB) has been proposed to produce…
It has been verified that the linear programming (LP) is able to formulate many real-life optimization problems, which can obtain the optimum by resorting to corresponding solvers such as OptVerse, Gurobi and CPLEX. In the past decades, a…
Symbol-level precoding (SLP) manipulates the transmitted signals to accurately exploit the multi-user interference (MUI) in the multi-user downlink. This enables that all the resultant interference contributes to correct detection, which is…
Spline functions are smooth piecewise polynomials widely used for interpolation and smoothing, and nonnegative spline smoothing is also studied for nonnegative data. Previous research used sufficient conditions for the nonnegativity of…
A Successive linear programming (SLP) approach is one of the favorable approaches for solving large scale nonlinear optimization problems. Solving an alternating current optimal power flow (ACOPF) problem is no exception, particularly…