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This article presents the first mixed-integer linear programming (MILP)-based iterative algorithm to solve factorable mixed-integer nonlinear programs (MINLPs) with bounded, differentiable periodic functions to global optimality with an…

Optimization and Control · Mathematics 2025-10-01 Christopher Montez , Sujeevraja Sanjeevi , Kaarthik Sundar

Optimal power flow (OPF) problems are non-convex and large-scale optimization problems with important applications in power networks. This paper proposes the scheduled-asynchronous algorithm to solve a distributed semidefinite programming…

Optimization and Control · Mathematics 2017-10-10 Chin-Yao Chang , Jorge Cortes , Sonia Martinez

We present an efficient transcription method for highly oscillatory optimal control problems. For these problems, the optimal state trajectory consists of fast oscillations that change slowly over the time horizon. Out of a large number of…

Optimization and Control · Mathematics 2022-05-19 Jakob Harzer , Jochem De Schutter , Moritz Diehl

With increasing share of renewables in power generation mix, system operators would need to run Optimal Power Flow (OPF) problems closer to real-time to better manage uncertainty. Given that OPF is an expensive optimization problem to…

Signal Processing · Electrical Eng. & Systems 2020-12-22 Alex Robson , Mahdi Jamei , Cozmin Ududec , Letif Mones

Optimal Power Flow (OPF) can be modeled as a non-convex Quadratically Constrained Quadratic Program (QCQP). Our purpose is to solve OPF to global optimality. To this end, we specialize the Mixed-Integer Quadratic Convex Reformulation method…

Optimization and Control · Mathematics 2019-03-14 Hadrien Godard , Sourour Elloumi , Amélie Lambert , Jean Maeght , Manuel Ruiz

We introduce and analyze various Regularized Combined Field Integral Equations (CFIER) formulations of time-harmonic Navier equations in media with piece-wise constant material properties. These formulations can be derived systematically…

Numerical Analysis · Mathematics 2022-04-21 Victor Dominguez , Catalin Turc

Indefinite quadratic programs (QPs) are known to be very difficult to be solved to global optimality, so are linear programs with linear complementarity constraints. Treating the former as a subclass of the latter, this paper presents a…

Optimization and Control · Mathematics 2025-03-18 Xinyao Zhang , Shaoning Han , Jong-Shi Pang

The optimal power flow (OPF) problem, which plays a central role in operating electrical networks is considered. The problem is nonconvex and is in fact NP hard. Therefore, designing efficient algorithms of practical relevance is crucial,…

Optimization and Control · Mathematics 2014-08-20 S. Magnússon , P. C. Weeraddana , C. Fischione

This paper is concerned with data-driven optimal control of nonlinear systems. We present a convex formulation to the optimal control problem (OCP) with a discounted cost function. We consider OCP with both positive and negative discount…

Optimization and Control · Mathematics 2022-02-07 Joseph Moyalan , Hyungjin Choi , Yongxin Chen , Umesh Vaidya

In this paper we present a novel numerical method for computing local minimizers of twice smooth differentiable non-linear programming (NLP) problems. So far all algorithms for NLP are based on either of the following three principles:…

Numerical Analysis · Mathematics 2018-03-06 Martin Neuenhofen

This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…

Optimization and Control · Mathematics 2024-07-29 Zhanhao Zhang , Steen Hørsholt , John Bagterp Jørgensen

The computational efficiency of many neural operators, widely used for learning solutions of PDEs, relies on the fast Fourier transform (FFT) for performing spectral computations. As the FFT is limited to equispaced (rectangular) grids,…

An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

Optimization and Control · Mathematics 2026-03-18 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

The massive integration of distributed energy resources changes the operational demands of the electric power distribution system, motivating optimization-based approaches. The added computational complexities of the resulting optimal power…

Optimization and Control · Mathematics 2023-07-04 Yunqi Luo , Rabayet Sadnan , Bala Krishnamoorthy , Anamika Dubey

This paper investigates the control of nonlinear systems using a piecewise linear approximation framework. The proposed approach combines a PID controller with locally linearized models obtained by partitioning the nonlinear function into…

Optimization and Control · Mathematics 2026-04-14 Robert Vrabel

In this work, we present a second-order numerical scheme to address the solution of optimal control problems constrained by the evolution of nonlinear Fokker-Planck equations arising from socio-economic dynamics. In order to design an…

Numerical Analysis · Mathematics 2025-10-20 Giacomo Albi , Elisa Calzola

This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…

Optimization and Control · Mathematics 2024-01-24 Souvik Das , Siddhartha Ganguly , Muthyala Anjali , Debasish Chatterjee

In this work, we develop a localized numerical scheme with low regularity requirements for solving time-fractional integro-differential equations. First, a fully discrete numerical scheme is constructed. Specifically, for temporal…

Numerical Analysis · Mathematics 2025-12-02 Lijing Zhao , Rui Zhao , Wenyi Tian , Yufeng Nie

We formulate the Alternating Current Optimal Power Flow Problem (ACOPF) as a Linear Constrained Quadratic Program (LCQP) with many negative eigenvalues ($r$) and linear constraints, making it NP-hard. We propose two algorithms, Feasible…

Optimization and Control · Mathematics 2024-06-19 Masoud Barati

Despite major advancements in nonlinear programming (NLP) and convex relaxations, most system operators around the world still predominantly use some form of linear programming (LP) approximation of the AC power flow equations. This is…

Optimization and Control · Mathematics 2021-07-19 Sleiman , Mhanna , Pierluigi , Mancarella