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We propose and analyze a numerical algorithm for solving a class of optimal control problems for learning-informed semilinear partial differential equations. The latter is a class of PDEs with constituents that are in principle unknown and…

Optimization and Control · Mathematics 2022-10-17 Guozhi Dong , Michael Hintermüller , Kostas Papafitsoros

This thesis deals with shape optimization for contact mechanics. More specifically, the linear elasticity model is considered under the small deformations hypothesis, and the elastic body is assumed to be in contact (sliding or with Tresca…

Optimization and Control · Mathematics 2022-08-30 Bastien Chaudet-Dumas

We propose a neural network approach to model general interaction dynamics and an adjoint based stochastic gradient descent algorithm to calibrate its parameters. The parameter calibration problem is considered as optimal control problem…

Optimization and Control · Mathematics 2021-02-01 Simone Göttlich , Claudia Totzeck

The aim of this work is to present a model reduction technique in the framework of optimal control problems for partial differential equations. We combine two approaches used for reducing the computational cost of the mathematical numerical…

Numerical Analysis · Mathematics 2023-11-09 Ivan Prusak , Monica Nonino , Davide Torlo , Francesco Ballarin , Gianluigi Rozza

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

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

Optimization and Control · Mathematics 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase

In this paper we perform the rigorous derivation of the topological derivative for optimization problems constrained by a class of quasi-linear elliptic transmission problems. In the case of quasi-linear constraints, techniques using…

Optimization and Control · Mathematics 2026-04-01 Peter Gangl , Kevin Sturm

Min-max optimization is emerging as a key framework for analyzing problems of robustness to strategically and adversarially generated data. We propose a random reshuffling-based gradient free Optimistic Gradient Descent-Ascent algorithm for…

Optimization and Control · Mathematics 2022-02-22 Chinmay Maheshwari , Chih-Yuan Chiu , Eric Mazumdar , S. Shankar Sastry , Lillian J. Ratliff

The Low Order-Value Optimization (LOVO) problem involves minimizing the minimum among a finite number of function values within a feasible set. LOVO has several practical applications such as robust parameter estimation, protein alignment,…

Optimization and Control · Mathematics 2025-11-27 Anderson E. Schwertner , Francisco N. C. Sobral

The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…

Optimization and Control · Mathematics 2022-03-17 I. M. Ross

This paper addresses an optimal control problem for a robot that has to find and collect a finite number of objects and move them to a depot in minimum time. The robot has fourth-order dynamics that change instantaneously at any pick-up or…

Systems and Control · Computer Science 2021-01-27 Vladislav Nenchev , Christos G. Cassandras , Jörg Raisch

In this paper we study an optimal control problem (OCP) associated to a linear elliptic equation {on a bounded domain $\Omega$}. The matrix-valued coefficients A of such systems is our control taken in L2 which in particular may comprise…

Optimization and Control · Mathematics 2013-06-12 Thierry Horsin , Peter I. Kogut

Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can be automatically derived from the computational graph. We…

Optimization and Control · Mathematics 2025-07-08 Vincent Roulet , Siddhartha Srinivasa , Maryam Fazel , Zaid Harchaoui

A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte Carlo setup, is proposed. The search is aided by imparting…

Methodology · Statistics 2014-03-10 Saikat Sarkar , Debasish Roy , Ram Mohan Vasu

We present a novel method called TESALOCS (TEnsor SAmpling and LOCal Search) for multidimensional optimization, combining the strengths of gradient-free discrete methods and gradient-based approaches. The discrete optimization in our method…

Optimization and Control · Mathematics 2025-05-20 Konstantin Sozykin , Andrei Chertkov , Anh-Huy Phan , Ivan Oseledets , Gleb Ryzhakov

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

In this paper we consider a control system of the form $\dot x = F(x)u$, linear in the control variable $u$. Given a fixed starting point, we study a finite-horizon optimal control problem, where we want to minimize a weighted sum of an…

Optimization and Control · Mathematics 2023-11-20 Alessandro Scagliotti

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

Optimization and Control · Mathematics 2025-05-13 Naum Dimitrieski , Jing Cao , Christian Ebenbauer

This paper concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Fr\'echet or G\^ateaux…

Optimization and Control · Mathematics 2016-09-13 Yorai Wardi , Magnus Egerstedt , Muhammad Umer Qureshi

This paper addresses the computational challenges in reliability-based topology optimization (RBTO) of structures associated with the estimation of statistics of the objective and constraints using standard sampling methods, and overcomes…

Optimization and Control · Mathematics 2021-07-27 Subhayan De , Kurt Maute , Alireza Doostan
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