Related papers: Input Regularization for Integer Optimal Control i…
Motivated by many applications, optimal control problems with integer controls have recently received a significant attention. Some state-of-the-art work uses perimeter-regularization to derive stationarity conditions and trust-region…
We consider optimal control problems with integer-valued controls and a total variation regularization penalty in the objective on domains of dimension two or higher. The penalty yields that the feasible set is sequentially closed in the…
We investigate a broad class of integer optimal control problems with vector-valued controls and switching regularization using a total variation functional involving the p-norm, which influences the structure of a solution. We derive…
We propose a trust-region method that solves a sequence of linear integer programs to tackle integer optimal control problems regularized with a total variation penalty. The total variation penalty allows us to prove the existence of…
We investigate local optimality conditions of first and second order for integer optimal control problems with total variation regularization via a finite-dimensional switching point problem. We show the equivalence of local optimality for…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
We develop an interior-point method for nonsmooth regularized bound-constrained optimization problems. Our method consists of iteratively solving a sequence of unconstrained nonsmooth barrier subproblems. We use a variant of the proximal…
Regularization-based approaches for injecting constraints in Machine Learning (ML) were introduced to improve a predictive model via expert knowledge. We tackle the issue of finding the right balance between the loss (the accuracy of the…
We consider optimal control problems that have binary-valued control input functions and a perimeter regularization. We develop and analyze a trust-region algorithm that solves a sequence of subproblems in which the regularization term and…
This paper focuses on the optimal control of a class of stochastic Volterra integral equations. Here the coefficients are regular and not assumed to be of convolution type. We show that, under mild regularity assumptions, these equations…
This paper addresses a backward heat conduction problem with fractional Laplacian and time-dependent coefficient in an unbounded domain. The problem models generalized diffusion processes and is well-known to be severely ill-posed. We…
The entropy regularization is inspired by information entropy from machine learning and the ideas of exploration and exploitation in reinforcement learning, which appears in the control problem to design an approximating algorithm for the…
We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…
Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…
Optimization, a key tool in machine learning and statistics, relies on regularization to reduce overfitting. Traditional regularization methods control a norm of the solution to ensure its smoothness. Recently, topological methods have…
This paper investigates optimal control problems formulated over a class of piecewise-smooth vector fields. Instead of optimizing over the discontinuous system directly, we instead formulate optimal control problems over a family of…
We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…
Trust-region algorithms can be applied to very abstract optimization problems because they do not require a specific direction of descent or gradient. This has lead to recent interest in them, in particular in the area of integer optimal…
In this work, we consider optimality conditions of an optimal control problem governed by an obstacle problem. Here, we focus on introducing a, matrix valued, control variable as the coefficients of the obstacle problem. As it is well…