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We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

This paper studies the problem of selecting a submatrix of a positive definite matrix in order to achieve a desired bound on the smallest eigenvalue of the submatrix. Maximizing this smallest eigenvalue has applications to selecting input…

Systems and Control · Computer Science 2017-09-08 Andrew Clark , Qiqiang Hou , Linda Bushnell , Radha Poovendran

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion

The paper deals with an eigenvalue problems possessing infinitely many positive and negative eigenvalues. Inequalities for the smallest positive and the largest negative eigenvalues, which have the same properties as the fundamental…

Optimization and Control · Mathematics 2015-12-16 Catherine Bandle , Alfred Wagner

In this paper we consider a shape optimization problem in which the data in the cost functional and in the state equation may change sign, and so no monotonicity assumption is satisfied. Nevertheless, we are able to prove that an optimal…

Analysis of PDEs · Mathematics 2017-04-24 Giuseppe Buttazzo , Bozhidar Velichkov

In this paper the first and second domain variation for functionals related to elliptic boundary and eigenvalue problems with Robin boundary conditions is computed. Minimality and maximality properties of the ball among nearly circular…

Optimization and Control · Mathematics 2015-07-13 Catherine Bandle , Alfred Wagner

We carry on our study of the connection between two shape optimization problems with spectral cost. On the one hand, we consider the optimal design problem for the survival threshold of a population living in a heterogenous habitat…

Analysis of PDEs · Mathematics 2019-02-18 Dario Mazzoleni , Benedetta Pellacci , Gianmaria Verzini

Wide variety of engineering design tasks can be formulated as constrained optimization problems where the shape and topology of the domain are optimized to reduce costs while satisfying certain constraints. Several mathematical approaches…

Optimization and Control · Mathematics 2015-03-10 Igor Ostanin , Denis Zorin , Ivan Oseledets

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

In this paper, we study optimization of the first eigenvalue of the heat equation with spatially nonuniform conductivity on a bounded domain under several constraints for the conductivity. We consider this problem in various boundary…

Optimization and Control · Mathematics 2015-04-23 Kaname Matsue , Hisashi Naito

This paper addresses optimal design problems governed by multi-state stationary diffusion equations, aiming at the simultaneous optimization of the domain shape and the distribution of two isotropic materials in prescribed proportions.…

Optimization and Control · Mathematics 2026-02-19 Marko Erceg , Petar Kunštek , Marko Vrdoljak

We consider the minimization or maximization of the $J$th largest eigenvalue of an analytic and Hermitian matrix-valued function, and build on Mengi et al. (2014, SIAM J. Matrix Anal. Appl., 35, 699-724). This work addresses the setting…

Numerical Analysis · Mathematics 2017-06-19 Fatih Kangal , Karl Meerbergen , Emre Mengi , Wim Michiels

In this paper we are interested in "optimal" universal geometric inequalities involving the area, diameter and inradius of convex bodies. The term "optimal" is to be understood in the following sense: we tackle the issue of…

Metric Geometry · Mathematics 2021-05-10 Alexandre Delyon , Antoine Henrot , Yannick Privat

We study a class of spectral design problems in which a prior positive semidefinite information matrix is updated by a sum of rank-one matrices constructed from chosen design vectors subject to a bound on their Euclidean norm. The objective…

Optimization and Control · Mathematics 2026-05-28 Anton J. Kleywegt , Johannes Milz , Mohit Singh , Weijun Xie

This paper settles the existence question for a rather general class of convex optimal design problems with a volume constraint. In low dimensions, we prove the existence of an optimal configuration for general convex minimization problems…

Analysis of PDEs · Mathematics 2008-03-19 Eduardo V. Teixeira

We obtain the radial symmetry of the solution to a partially overdetermined boundary value problem in a convex cone in space forms by using the maximum principle for a suitable subharmonic function $P$ and integral identities. In dimension…

Differential Geometry · Mathematics 2020-09-02 Jihye Lee , Keomkyo Seo

We consider shape optimization problems of the form $$\min\big\{J(\Omega)\ :\ \Omega\subset X,\ m(\Omega)\le c\big\},$$ where $X$ is a metric measure space and $J$ is a suitable shape functional. We adapt the notions of $\gamma$-convergence…

Optimization and Control · Mathematics 2013-12-16 Giuseppe Buttazzo , Bozhidar Velichkov

Following a polynomial approach, many robust fixed-order controller design problems can be formulated as optimization problems whose set of feasible solutions is modelled by parametrized polynomial matrix inequalities (PMI). These…

Optimization and Control · Mathematics 2012-06-01 Didier Henrion , Jean Bernard Lasserre

In this paper we study the maximum principle, the existence of eigenvalue and the existence of solution for the Dirichlet problem for operators which are fully-nonlinear, elliptic but presenting some singularity or degeneracy which are…

Analysis of PDEs · Mathematics 2008-03-27 I. Birindelli , F. Demengel

Optimization of frame structures is formulated as a~non-convex optimization problem, which is currently solved to local optimality. In this contribution, we investigate four optimization approaches: (i) general non-linear optimization, (ii)…

Optimization and Control · Mathematics 2019-09-17 Marek Tyburec , Jan Zeman , Martin Kružík , Didier Henrion
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