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We consider a discrete time financial market with proportional transaction costs under model uncertainty, and study a num\'eraire-based semi-static utility maximization problem with an exponential utility preference. The randomization…

Mathematical Finance · Quantitative Finance 2019-08-02 Shuoqing Deng , Xiaolu Tan , Xiang Yu

Recent developments in the field of computational modeling of fracture have opened up possibilities for designing structures against failure. A special case, called interfacial fracture or delamination, can occur in loaded composite…

Optimization and Control · Mathematics 2022-09-13 Sukhminder Singh , Lukas Pflug , Julia Mergheim , Michael Stingl

This paper presents a density-based topology optimization method for designing 3D thin-walled structures with adaptive meshing. Uniform wall thickness is achieved by simultaneously constraining the minimum and maximum feature sizes using…

Computational Engineering, Finance, and Science · Computer Science 2019-08-29 Yuqing Zhou , Tsuyoshi Nomura , Ercan M. Dede , Kazuhiro Saitou

We study optimization problems for partially hinged rectangular plates, modeling bridge roadways, in the presence of real and artificial obstacles. Real obstacles represent structural constraints to avoid, while artificial ones are…

Optimization and Control · Mathematics 2025-11-07 Elvise Berchio , Filomena Feo , Antonio Giuseppe Grimaldi

This paper investigates, without any regularization or penalization procedure, a shape optimization problem involving a simplified friction phenomena modeled by a scalar Tresca friction law. Precisely, using tools from convex and…

Optimization and Control · Mathematics 2024-10-16 Samir Adly , Loïc Bourdin , Fabien Caubet , Aymeric Jacob de Cordemoy

A topology optimization problem in a phase field setting is considered to obtain rigid structures, which are resilient to external forces and constructable with additive manufacturing. Hence, large deformations of overhangs due to gravity…

Optimization and Control · Mathematics 2026-02-24 Luise Blank , Maximilian Urmann

We consider a distributed Lagrange multiplier formulation for fluid-structure interaction problems in the spirit of the fictitious domain approach. This is an unfitted method, which does not require the construction of meshes conforming to…

Numerical Analysis · Mathematics 2026-02-10 Daniele Boffi , Fabio Credali , Lucia Gastaldi

Dual decomposition approaches in nonconvex optimization may suffer from a duality gap. This poses a challenge when applying them directly to nonconvex problems such as MAP-inference in a Markov random field (MRF) with continuous state…

Optimization and Control · Mathematics 2022-05-17 Hartmut Bauermeister , Emanuel Laude , Thomas Möllenhoff , Michael Moeller , Daniel Cremers

In this paper we present an abstract nonsmooth optimization problem for which we recall existence and uniqueness results. We show a numerical scheme to approximate its solution. The theory is later applied to a sample static contact problem…

Optimization and Control · Mathematics 2023-09-19 Anna Ochal , Michal Jureczka , Piotr Bartman

In this article, we present various numerical methods to solve multi-contact problems within the Non-Smooth Discrete Element Method. The techniques considered to solve the frictional unilateral conditions are based both on the bi-potential…

Numerical Analysis · Mathematics 2012-04-27 Serge Dumont

The present paper studies a kind of robust optimization problems with constraint. The problem is formulated through Backward Stochastic Differential Equations (BSDEs) with quadratic generators. A necessary condition is established for the…

Optimization and Control · Mathematics 2024-02-14 Peng Luo , Alexander Schied , Xiaole Xue

In this paper we consider three minimization problems, namely quadratic, $\rho$-convex and quadratic fractional programing problems. The quadratic problem is considered with quadratic inequality constraints with bounded continuous and…

Optimization and Control · Mathematics 2018-04-09 B. Muraleetharan , S. Selvarajan , S. Srisatkunarajah , K. Thirulogasanthar

Topology optimization of microstructures plays a critical role in optimizing functional performance across diverse engineering applications. While metamaterials with enhanced mechanical properties -- such as hyperelasticity, energy…

Soft Condensed Matter · Physics 2025-01-27 Weiming Wang , Yanhao Hou , Renbo Su , Weiguang Wang , Charlie C. L. Wang

This article studies convex duality in stochastic optimization over finite discrete-time. The first part of the paper gives general conditions that yield explicit expressions for the dual objective in many applications in operations…

Optimization and Control · Mathematics 2015-04-28 Sara Biagini , Teemu Pennanen , Ari-Pekka Perkkiö

In this paper, we propose a level set-based topology optimization method for the unit-cell design of acoustic metasurfaces by using a two-scale homogenization method. Based on previous works, we first propose a homogenization method for…

Computational Engineering, Finance, and Science · Computer Science 2021-06-23 Yuki Noguchi , Takayuki Yamada

Second-order sufficient conditions for local optimality have been playing an important role in local convergence analysis of optimization algorithms. In this paper, we demonstrate that this condition alone suffices to justify the linear…

Optimization and Control · Mathematics 2021-05-04 Nguyen T. V. Hang , M. Ebrahim Sarabi

This paper investigates a shape optimization problem involving the Signorini unilateral conditions in a linear elastic model, without any penalization procedure. The shape sensitivity analysis is performed using tools from convex and…

Optimization and Control · Mathematics 2025-02-25 Aymeric Jacob de Cordemoy

This paper shows the complementary roles of mathematical and engineering points of view when dealing with truss analysis problems involving systems of linear equations and inequalities. After the compatibility condition and the mathematical…

Computational Engineering, Finance, and Science · Computer Science 2015-01-28 R. Mínguez , E. Castillo , R. Pruneda , C. Solares

We study the reduction by symmetry for optimality conditions in optimal control problems of left-invariant affine multi-agent control systems, with partial symmetry breaking cost functions for continuous-time and discrete-time systems. We…

Optimization and Control · Mathematics 2022-07-15 Efstratios Stratoglou , Alexandre Anahory Simoes , Leonardo J. Colombo

We develop a methodology for closing duality gap and guaranteeing strong duality in infinite convex optimization. Specifically, we examine two new Lagrangian-type dual formulations involving infinitely many dual variables and infinite sums…

Optimization and Control · Mathematics 2025-07-08 Abderrahim Hantoute , Alexander Y. Kruger , Marco A. López
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