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In this paper we consider a method of solving optimal stopping problems in discrete and continuous time based on their dual representation. A novel and generic simulation-based optimization algorithm not involving nested simulations is…

Probability · Mathematics 2013-09-10 Denis Belomestny

Ordinary differential equations that model technical systems often contain states, that are considered dangerous for the system. A trajectory that reaches such a state usually indicates a flaw in the design. In this paper, we present and…

Optimization and Control · Mathematics 2016-10-05 Jan Kuratko , Stefan Ratschan

Correctly estimating how demand respond to prices is fundamental for airlines willing to optimize their pricing policy. Under some conditions, these policies, while aiming at maximizing short term revenue, can present too little price…

Machine Learning · Computer Science 2022-03-22 Giovanni Gatti Pinheiro , Michael Defoin-Platel , Jean-Charles Regin

In this paper we consider an optimal control problem in large time horizon and solve it numerically. More precisely, we are interested in an aerial vehicle guidance problem: launched from a ground platform, the vehicle aims at reaching a…

Optimization and Control · Mathematics 2025-03-04 Veljko Askovic , Emmanuel Trélat , Hasnaa Zidani

We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang

This research addresses the crucial issue of pollution from aircraft operations, focusing on optimizing both gate allocation and runway scheduling simultaneously, a novel approach not previously explored. The study presents an innovative…

Neural and Evolutionary Computing · Computer Science 2024-03-01 Fernando Guedan Pecker , Cristian Ramirez Atencia

As air traffic volume is continuously increasing, it has become a priority to improve traffic control algorithms to handle future air travel demand and improve airspace capacity. We address the conflict resolution problem in air traffic…

Optimization and Control · Mathematics 2020-02-18 Fernando H. C. Dias , Stephanie Rahme , David Rey

In this work, we propose a dynamic landing solution without the need for onboard exteroceptive sensors and an expensive computation unit, where all localization and control modules are carried out on the ground in a non-inertial frame. Our…

Robotics · Computer Science 2024-01-23 Li-Yu Lo , Boyang Li , Chih-Yung Wen , Ching-Wei Chang

This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control…

Optimization and Control · Mathematics 2023-12-14 Gabriel Nicolosi , Terry Friesz , Christopher Griffin

Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…

Machine Learning · Computer Science 2021-03-03 Yasaman Esfandiari , Aditya Balu , Keivan Ebrahimi , Umesh Vaidya , Nicola Elia , Soumik Sarkar

This paper presents the benefits of using randomized neural networks instead of standard basis functions or deep neural networks to approximate the solutions of optimal stopping problems. The key idea is to use neural networks, where the…

Machine Learning · Statistics 2023-12-04 Calypso Herrera , Florian Krach , Pierre Ruyssen , Josef Teichmann

The traveling salesman problem is a fundamental combinatorial optimization problem with strong exact algorithms. However, as problems scale up, these exact algorithms fail to provide a solution in a reasonable time. To resolve this, current…

Machine Learning · Computer Science 2025-01-09 Yong Liang Goh , Wee Sun Lee , Xavier Bresson , Thomas Laurent , Nicholas Lim

This paper aims to address the nonlinear optimal guidance problem with impact-time and impact-angle constraints, which is fundamentally important for multiple pursuers to collaboratively achieve a target. Addressing such a guidance problem…

Optimization and Control · Mathematics 2024-06-10 Fanchen Wu , Zheng Chen , Xueming Shao , Kun Wang

This paper introduces an innovative approach for the autonomous landing of Unmanned Aerial Vehicles (UAVs) using only a front-facing monocular camera, therefore obviating the requirement for depth estimation cameras. Drawing on the inherent…

Robotics · Computer Science 2025-05-13 Tarik Houichime , Younes EL Amrani

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…

Numerical Analysis · Mathematics 2017-12-12 Fabio Botelho

Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or…

Neural and Evolutionary Computing · Computer Science 2020-10-28 Jayanta Mandi , Tias Guns

In this work we present deep learning implementations of two popular theoretical constrained optimization algorithms in infinite dimensional Hilbert spaces, namely, the penalty and the augmented Lagrangian methods. We test these algorithms…

Optimization and Control · Mathematics 2024-01-09 Pinak Mandal

We describe a randomized algorithm that, given a set $P$ of points in the plane, computes the best location to insert a new point $p$, such that the Delaunay triangulation of $P\cup\{p\}$ has the largest possible minimum angle. The expected…

Computational Geometry · Computer Science 2014-01-07 Boris Aronov , Mark V. Yagnatinsky

In this paper we study the problem of locating a given number of hyperplanes minimizing an objective function of the closest distances from a set of points. We propose a general framework for the problem in which norm-based distances…

Optimization and Control · Mathematics 2021-01-12 Víctor Blanco , Alberto Japón , Diego Ponce , Justo Puerto

In this paper, we propose an alternating optimization method to address a time-optimal trajectory generation problem. Different from the existing solutions, our approach introduces a new formulation that minimizes the overall trajectory…

Robotics · Computer Science 2023-12-06 Wytze A. B. de Vries , Ming Li , Qirui Song , Zhiyong Sun
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