English
Related papers

Related papers: A Direct Shooting Method is Equivalent to an Indir…

200 papers

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

We consider recent work of Haber and Ruthotto 2017 and Chang et al. 2018, where deep learning neural networks have been interpreted as discretisations of an optimal control problem subject to an ordinary differential equation constraint. We…

Optimization and Control · Mathematics 2019-10-02 Martin Benning , Elena Celledoni , Matthias J. Ehrhardt , Brynjulf Owren , Carola-Bibiane Schönlieb

Recent work [Ran22] formulated a class of optimal control problems involving positive linear systems, linear stage costs, and elementwise constraints on control. It was shown that the problem admits linear optimal cost and the associated…

Optimization and Control · Mathematics 2023-09-27 Yuchao Li , Anders Rantzer

Recent efforts on solving inverse problems in imaging via deep neural networks use architectures inspired by a fixed number of iterations of an optimization method. The number of iterations is typically quite small due to difficulties in…

Image and Video Processing · Electrical Eng. & Systems 2021-06-04 Davis Gilton , Gregory Ongie , Rebecca Willett

Circumcentered techniques have been shown to significantly accelerate projection-based methods for convex feasibility problems. Motivated by this success, we propose two direct methods with circumcenter acceleration for solving variational…

Optimization and Control · Mathematics 2026-02-10 Roger Behling , Yunier Bello-Cruz , Alfredo Iusem , Di Liu , Luiz-Rafael Santos

Instruction sequences with direct and indirect jump instructions are as expressive as instruction sequences with direct jump instructions only. We show that, in the case where the number of instructions is not bounded, we are faced with…

Programming Languages · Computer Science 2012-11-20 J. A. Bergstra , C. A. Middelburg

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Shengbo Eben Li , Jingliang Duan , Jie Li , Yangang Ren , Qi Sun , Bo Cheng

This chapter investigates numerical solution of nonlinear two-point boundary value problems. It establishes a connection between three important, seemingly unrelated, classes of iterative methods, namely: the linearization methods, the…

Numerical Analysis · Mathematics 2020-03-09 István Faragó , Stefan M. Filipov

Direct imaging methods recover the presence, position, and shape of the unknown obstacles in time-harmonic inverse scattering without a priori knowledge of either the physical properties or the number of disconnected components of the…

Analysis of PDEs · Mathematics 2023-11-29 General Ozochiawaeze

In this article we investigate the connection between regularization theory for inverse problems and dynamic programming theory. This is done by developing two new regularization methods, based on dynamic programming techniques. The aim of…

Numerical Analysis · Mathematics 2021-01-26 S. Kindermann , A. Leitao

In recent years, the embedding approach for solving switched optimal control problems has been developed in a series of papers. However, the embedding approach, which advantageously converts the hybrid optimal control problem to a classical…

Optimization and Control · Mathematics 2018-04-04 Richard Meyer , Miloš Žefran , Raymond A. DeCarlo

One of old methods for finding exact solutions of nonlinear differential equations is considered. Modifications of the method are discussed. Application of the method is illustrated for finding exact solutions of the Fisher equation and…

Exactly Solvable and Integrable Systems · Physics 2015-05-30 Nikolai A. Kudryashov

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

This paper presents a direct numerical scheme to approximate the solution of all classes of nonlinear Volterra integral equations of the first kind. This computational method is based on operational matrices and vectors. The operational…

Numerical Analysis · Mathematics 2019-10-07 R. Dehbozorgi , K. Maleknejad

Solving inverse problems, such as parameter estimation and optimal control, is a vital part of science. Many experiments repeatedly collect data and rely on machine learning algorithms to quickly infer solutions to the associated inverse…

Machine Learning · Computer Science 2022-10-14 Philipp Holl , Vladlen Koltun , Nils Thuerey

A method is suggested for treating the well-known deficiency in the use of Pade approximants that are well suited for approximating rational functions, but confront problems in approximating irrational functions. We develop the approach of…

General Mathematics · Mathematics 2016-09-27 Simon Gluzman , Vyacheslav I. Yukalov

Equivariance is a powerful inductive bias in neural networks, improving generalisation and physical consistency. Recently, however, non-equivariant models have regained attention, due to their better runtime performance and imperfect…

Machine Learning · Computer Science 2026-05-27 Torben Berndt , Jan Stühmer

In this work, we investigate an indirect approach for the numerical solution of optimal control problems via neural networks. A customized neural network is constructed, where optimal state, co-state and control trajectories are…

Optimization and Control · Mathematics 2025-02-13 Mominul Rubel , Gabriel Nicolosi

In this paper we develop a new approach to the design of direct numerical methods for multidimensional problems of the calculus of variations. The approach is based on a transformation of the problem with the use of a new class of…

Optimization and Control · Mathematics 2019-03-04 M. V. Dolgopolik

In the realm of autonomous vehicle technologies and advanced driver assistance systems, precise and reliable path tracking controllers are vital for safe and efficient navigation. However the presence of dead time in the vehicle control…

Systems and Control · Electrical Eng. & Systems 2025-07-10 Karin Festl , Michael Stolz