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In this article, we provide a novel and broadly-applicable contraction-theoretic approach to continuous-time time-varying convex optimization. For any parameter-dependent contracting dynamics, we show that the tracking error is…

Optimization and Control · Mathematics 2025-07-24 Alexander Davydov , Veronica Centorrino , Anand Gokhale , Giovanni Russo , Francesco Bullo

A priori and a posteriori error analysis of $hp$ finite element method for elliptic control problem with Robin boundary condition and boundary observation are presented. are presented. Through the Cl\'ement-type approach and the…

Numerical Analysis · Mathematics 2026-01-29 Xingyuan Lin , Xiuxiu Lin , Xuesong Chen

We propose a hybrid resampling method to approximate finitely supported Wasserstein barycenters on large-scale datasets, which can be combined with any exact solver. Nonasymptotic bounds on the expected error of the objective value as well…

Computation · Statistics 2021-05-28 Florian Heinemann , Axel Munk , Yoav Zemel

We introduce variational obstacle avoidance problems on Riemannian manifolds and derive necessary conditions for the existence of their normal extremals. The problem consists of minimizing an energy functional depending on the velocity and…

Optimization and Control · Mathematics 2017-03-17 Anthony Bloch , Margarida Camarinha , Leonardo Colombo

In this work we consider the numerical resolution of the bilateral obstacle optimal control problem given in Bergounioux et al. Where the main feature of this problem is that the control and the obstacle are the same.

Optimization and Control · Mathematics 2015-12-22 Radouen Ghanem , Billel Zireg

Approximations of the Dirac delta distribution are commonly used to create sequences of smooth functions approximating nonsmooth (generalized) functions, via convolution. In this work, we show a priori rates of convergence of this…

Numerical Analysis · Mathematics 2021-11-18 Luca Heltai , Wenyu Lei

We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…

Optimization and Control · Mathematics 2021-06-15 Vladislav Tominin , Yaroslav Tominin , Ekaterina Borodich , Dmitry Kovalev , Alexander Gasnikov , Pavel Dvurechensky

In this paper, we derive a priori error estimates for variational inequalities of the first kind in an abstract framework. This is done by combining the first Strang Lemma and the Falk Theorem. The main application consists in the…

Numerical Analysis · Mathematics 2024-10-30 Lothar Banz , Miriam Schönauer , Andreas Schröder

Motivated by recent results on the dual formulation of optimal stopping problems, we investigate in this short paper how the knowledge of an approximating dual martingale can improve the efficiency of primal methods. In particular, we show…

Computational Finance · Quantitative Finance 2026-02-11 Aurélien Alfonsi , Ahmed Kebaier , Jérôme Lelong

This paper focusses on the von K\'{a}rm\'{a}n equations for the moderately large deformation of a very thin plate with the convex obstacle constraint leading to a coupled system of semilinear fourth-order obstacle problem and motivates its…

Numerical Analysis · Mathematics 2020-09-08 Carsten Carstensen , Sharat Gaddam , Neela Nataraj , Amiya K Pani , Devika Shylaja

In this paper we consider the problem of minimizing a convex function using a randomized block coordinate descent method. One of the key steps at each iteration of the algorithm is determining the update to a block of variables. Existing…

Optimization and Control · Mathematics 2014-12-11 Rachael Tappenden , Peter Richtárik , Jacek Gondzio

We consider a Markov chain approximation scheme for utility maximization problems in continuous time, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite approximation of the…

Optimization and Control · Mathematics 2020-01-07 Athena Picarelli , Christoph Reisinger

This study focuses on addressing the challenge of solving the reduced biquaternion equality constrained least squares (RBLSE) problem. We develop algebraic techniques to derive real and complex solutions for the RBLSE problem by utilizing…

Numerical Analysis · Mathematics 2025-05-05 Sk. Safique Ahmad , Neha Bhadala

In this paper we propose novel optimization-based methods for verifying reach-avoid (or, eventuality) properties of continuous-time systems modelled by ordinary differential equations. Given a system, an initial set, a safe set and a target…

Optimization and Control · Mathematics 2022-08-18 Bai Xue , Naijun Zhan , Martin Fränzle , Ji Wang , Wanwei Liu

We consider the discretization of parabolic initial boundary value problems by finite element methods in space and a Runge-Kutta time stepping scheme. Order optimal a-priori error estimates are derived in an energy-norm under natural…

Numerical Analysis · Mathematics 2015-07-21 Herbert Egger

A new technique of residual-type a posteriori error analysis is developed for the lowest-order Raviart-Thomas mixed finite element discretizations of convection-diffusion-reaction equations in two- or three-dimension. Both centered mixed…

Numerical Analysis · Mathematics 2015-03-26 Shaohong Du , Xiaoping Xie

We analyze a pointwise tracking multiobjective optimal control problem subject to the Poisson problem and bilateral control constraints. To approximate Pareto optimal points and the Pareto front numerically, we consider two different finite…

Optimization and Control · Mathematics 2025-05-21 Francisco Fuica , Stefan Volkwein

The primal-dual gap is a natural upper bound for the energy error and, for uniformly convex minimization problems, also for the error in the energy norm. This feature can be used to construct reliable primal-dual gap error estimators for…

Numerical Analysis · Mathematics 2019-02-12 Sören Bartels , Marijo Milicevic

For several decades, RANSAC has been one of the most commonly used robust estimation algorithms for many problems in computer vision and related fields. The main contribution of this paper lies in addressing a long-standing error baked into…

Computer Vision and Pattern Recognition · Computer Science 2025-03-12 Johannes Schönberger , Viktor Larsson , Marc Pollefeys

Many scientific and engineering applications feature nonsmooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class where we assume that the nonsmooth objective is equipped with…

Optimization and Control · Mathematics 2014-06-23 Quoc Tran Dinh , Anastasios Kyrillidis , Volkan Cevher