Related papers: A duality-based approach for solving linear parabo…
In recent years, information relaxation and duality in dynamic programs have been studied extensively, and the resulted primal-dual approach has become a powerful procedure in solving dynamic programs by providing lower-upper bounds on the…
Parabolic optimal control problems with control constraints are generally challenging, from either theoretical analysis or algorithmic design perspectives. Conceptually, the well-known alternating direction method of multipliers (ADMM) can…
This paper deals with an optimal control problem related to a phase field system of Caginalp type with a dynamic boundary condition for the temperature. The control placed in the dynamic boundary condition acts on a part of the boundary.…
The paper presents results about strong metric subregularity of the optimality mapping associated with the system of first-order necessary optimality conditions for a problem of optimal control of a semilinear parabolic equation. The…
We consider a family of optimal control problems where the control variable is given by a boundary condition of Neumann type. This family is governed by parabolic variational inequalities of the second kind. We prove the strong convergence…
The paper investigates stability properties of solutions of optimal control problems for semilinear parabolic partial differential equations. H\"older or Lipschitz dependence of the optimal solution on perturbations are obtained for…
In convex optimization, duality theory can sometimes lead to simpler solution methods than those resulting from direct primal analysis. In this paper, this principle is applied to a class of composite variational problems arising in…
This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…
A special class of optimal control problems with complementarity constraints on the control functions is studied. It is shown that such problems possess optimal solutions whenever the underlying control space is a first-order Sobolev space.…
Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…
This paper deals with a multi-objective control problem for a class of nonlocal parabolic equations, where the non-locality is expressed through an integral kernel. We present the Stackelberg strategy that combines the concepts of…
We consider the problem of active fault-tolerant control in cyber-physical systems composed of strictly passive linear-time invariant dynamic subsystems. We cast the problem as a constrained optimization problem and propose an augmented…
This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babu\v{s}ka's theorem, we show well-posedness of…
This paper concerns with the hierarchical control of the semilinear parabolic equations with interior degeneracy. By a Stackelberg-Nash strategy, we consider the linear and semilinear system with one leader and two followers. First, for any…
We study geometric duality for convex vector optimization problems. For a primal problem with a $q$-dimensional objective space, we formulate a dual problem with a $(q+1)$-dimensional objective space. Consequently, different from an…
We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a…
In this work we study a special minimax problem where there are linear constraints that couple both the minimization and maximization decision variables. The problem is a generalization of the traditional saddle point problem (which does…
We consider a control problem where the system is driven by a decoupled as well as a coupled forward-backward stochastic differential equation. We prove the existence of an optimal control in the class of relaxed controls, which are…
Deploying mathematical optimization in autonomous production systems requires precise contracts for objects returned by an optimization solver. Unfortunately, conventions on dual solution and infeasibility certificates (rays) vary widely…
Let $u_{g}$ the unique solution of a parabolic variational inequality of second kind, with a given $g$. Using a regularization method, we prove, for all $g_{1}$ and $g_{2}$, a monotony property between $\mu u_{g_{1}} + (1-\mu)u_{g_{2}}$ and…