Related papers: Fast Approximate Dynamic Programming for Input-Aff…
This study focuses on using direct methods (first-discretize-then-optimize) to solve optimal control problems for a class of nonsmooth dynamical systems governed by differential variational inequalities (DVI), called optimal control…
Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a…
We consider the 0-1 Penalized Knapsack Problem (PKP). Each item has a profit, a weight and a penalty and the goal is to maximize the sum of the profits minus the greatest penalty value of the items included in a solution. We propose an…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…
In this paper, near optimal tracking of a class of nonlinear systems is addressed. Adaptive (approximate) dynamic programming approach is used to calculate the optimal control in closed form. ADP (Adaptive (approximate) dynamic programming)…
We introduce a dynamical system to the problem of finding zeros of the sum of two maximally monotone operators. We investigate the existence, uniqueness and extendability of solutions to this dynamical system in a Hilbert space. We prove…
It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…
For combinatorial optimization problems, model-based paradigms such as mixed-integer programming (MIP) and constraint programming (CP) aim to decouple modeling and solving a problem: the `holy grail' of declarative problem solving. We…
This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…
The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…
Optimization problems emerging in most of the real-world applications are dynamic, where either the objective function or the constraints change continuously over time. This paper proposes projected primal-dual dynamical system approaches…
We provide several quantum algorithms for continuous optimization that do not require gradient estimation. Instead, we encode the optimization problem into the dynamics of a physical system and coherently simulate the time evolution. We…
This paper introduces a differential dynamic programming (DDP) based framework for polynomial trajectory generation for differentially flat systems. In particular, instead of using a linear equation with increasing size to represent…
Many problems arising in image processing and signal recovery with multi-regularization can be formulated as minimization of a sum of three convex separable functions. Typically, the objective function involves a smooth function with…
We present a receding-horizon optimal control for nonlinear continuous-time systems subject to state constraints. The cost is a quadratic finite-horizon integral. The key enabling technique is a new constrained approximate dynamic…
We study the incremental knapsack problem, where one wishes to sequentially pack items into a knapsack whose capacity expands over a finite planning horizon, with the objective of maximizing time-averaged profits. While various…
Real-world problems of operations research are typically high-dimensional and combinatorial. Linear programs are generally used to formulate and efficiently solve these large decision problems. However, in multi-period decision problems, we…
The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…
It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…
Approximate dynamic programming has been investigated and used as a method to approximately solve optimal regulation problems. However, the extension of this technique to optimal tracking problems for continuous time nonlinear systems has…