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For linear time-invariant (LTI) systems, the design of an optimal controller is a commonly encountered problem in many applications. Among all the optimization approaches available, the linear quadratic regulator (LQR) methodology certainly…

Optimization and Control · Mathematics 2022-03-29 Zilong Cheng , Jun Ma , Xiaocong Li , Masayoshi Tomizuka , Tong Heng Lee

Online linear programming (OLP) has gained significant attention from both researchers and practitioners due to its extensive applications, such as online auction, network revenue management, order fulfillment and advertising. Existing OLP…

Data Structures and Algorithms · Computer Science 2025-11-18 Guokai Li , Zizhuo Wang , Jingwei Zhang

Follow-the-Regularized-Leader (FTRL) algorithms are a popular class of learning algorithms for online linear optimization (OLO) that guarantee sub-linear regret, but the choice of regularizer can significantly impact dimension-dependent…

Machine Learning · Computer Science 2024-10-24 Khashayar Gatmiry , Jon Schneider , Stefanie Jegelka

In this work, we propose a high-order multiscale method for an elliptic model problem with rough and possibly highly oscillatory coefficients. Convergence rates of higher order are obtained using the regularity of the right-hand side only.…

Numerical Analysis · Mathematics 2023-04-18 Zhaonan Dong , Moritz Hauck , Roland Maier

We propose a new model reduction framework for problems that exhibit transport phenomena. As in the moving finite element method (MFEM), our method employs time-dependent transformation operators and, especially, generalizes MFEM to…

Numerical Analysis · Mathematics 2020-10-30 Felix Black , Philipp Schulze , Benjamin Unger

Frequency-based methods have been successfully employed in creating high fidelity data-driven reduced order models (DDROMs) for linear dynamical systems. These methods require access to values (and sometimes derivatives) of the…

Numerical Analysis · Mathematics 2024-01-04 Michael S. Ackermann , Serkan Gugercin

Finite element based simulation of phenomena governed by partial differential equations is a standard tool in many engineering workflows today. However, the simulation of complex geometries is computationally expensive. Many engineering…

Numerical Analysis · Mathematics 2019-08-07 Andreas Buhr

We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…

Numerical Analysis · Mathematics 2017-04-24 Alejandro Allendes , Enrique Otarola , Richard Rankin

We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and additionally allow convex or inexpensive constraints. An…

Optimization and Control · Mathematics 2020-01-30 Coralia Cartis , Nick Gould , Philippe L. Toint

This paper is concerned with model reference adaptive controller design for a class of nonlinear fractional order systems. Recent works on this topic rarely include direct methods and they are mostly based on indirect methods where the…

Optimization and Control · Mathematics 2017-10-17 Seyed Mohammad Moein Mousavi , Mohammad T. H. Beheshti , Amin Ramezani

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

We present an estimator-based control design procedure for flow control, using reduced-order models of the governing equations, linearized about a possibly unstable steady state. The reduced models are obtained using an approximate balanced…

Optimization and Control · Mathematics 2015-05-13 Sunil Ahuja , Clarence W. Rowley

We provide an analytical framework for balanced realization model order reduction of linear control systems which depend on an unknown parameter. Besides recovering known results for the first order corrections, we obtain explicit novel…

Systems and Control · Computer Science 2016-06-24 Carles Batlle , Nestor Roqueiro

This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk. To understand the financial risks and possible outcomes, we have to perform several thousand simulations of the…

Computational Finance · Quantitative Finance 2021-06-15 Andreas Binder , Onkar Jadhav , Volker Mehrmann

The probabilistic diffusion model (DM), generating content by inferencing through a recursive chain structure, has emerged as a powerful framework for visual generation. After pre-training on enormous data, the model needs to be properly…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Tao Ren , Zishi Zhang , Jingyang Jiang , Zehao Li , Shentao Qin , Yi Zheng , Guanghao Li , Qianyou Sun , Yan Li , Jiafeng Liang , Xinping Li , Yijie Peng

Model reduction is a powerful tool in dealing with numerical simulation of large scale dynamic systems for studying complex physical systems. Two major types of model reduction methods for linear time-invariant dynamic systems are Krylov…

Numerical Analysis · Mathematics 2024-06-11 Lei-Hong Zhang , Ren-Cang Li

In this work, we focus on the design of optimal controllers that must comply with an information structure. State-of-the-art approaches do so based on the H2 or Hinfty norm to minimize the expected or worst-case cost in the presence of…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Daniele Martinelli , Andrea Martin , Giancarlo Ferrari-Trecate , Luca Furieri

Predictive high-fidelity finite element simulations of human cardiac mechanics co\-mmon\-ly require a large number of structural degrees of freedom. Additionally, these models are often coupled with lumped-parameter models of hemodynamics.…

Computational Engineering, Finance, and Science · Computer Science 2020-02-18 Martin R. Pfaller , Maria Cruz Varona , Johannes Lang , Cristóbal Bertoglio , Wolfgang A. Wall

Linear time-invariant quadratic output (LTIQO) systems generalize linear time-invariant systems to nonlinear regimes. Problems of this class occur in multiple applications naturally, such as port-Hamiltonian systems, optimal control, and…

Optimization and Control · Mathematics 2025-05-20 Birgit Hillebrecht , Benjamin Unger

Federated learning (FL) is a promising learning paradigm that can tackle the increasingly prominent isolated data islands problem while keeping users' data locally with privacy and security guarantees. However, FL could result in…

Information Theory · Computer Science 2022-03-30 Peng Yang , Yuning Jiang , Ting Wang , Yong Zhou , Yuanming Shi , Colin N. Jones