Related papers: On solving infinite-dimensional Toeplitz Block LMI…
We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…
We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…
In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fixed time horizon T tends to infinity. The leading term in…
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…
While globally optimal solutions to many convex programs can be computed efficiently in polynomial time, this is, in general, not possible for nonconvex optimization problems. Therefore, locally optimal approaches or other efficient…
We address the global stabilization of linear time-invariant (LTI) systems when the magnitude of the control input and its successive time derivatives, up to an order $p\in\mathbb N$, are bounded by prescribed values. We propose a static…
This work investigates robust monotonic convergent iterative learning control (ILC) for uncertain linear systems in both time and frequency domains, and the ILC algorithm optimizing the convergence speed in terms of $l_{2}$ norm of error…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…
This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…
This paper presents a stochastic block-coordinate proximal Newton method for minimizing the sum of a blockwise Lipschitz-continuously differentiable function and a separable nonsmooth convex function. At each iteration, the method randomly…
This work presents a data-driven method for approximation of the maximum positively invariant (MPI) set and the maximum controlled invariant (MCI) set for nonlinear dynamical systems. The method only requires the knowledge of a finite…
We consider finite element approximations of unique continuation problems subject to elliptic equations in the case where the normal derivative of the exact solution is known to reside in some finite dimensional space. To give quantitative…
In this paper, a new method of H_infinity observer design for Lipschitz nonlinear systems is proposed in the form of an LMI optimization problem. The proposed observer has guaranteed decay rate (exponential convergence) and is robust…
Achieving optimal steady-state performance in real-time is an increasingly necessary requirement of many critical infrastructure systems. In pursuit of this goal, this paper builds a systematic design framework of feedback controllers for…
This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…
Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…
We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…
An adaptive finite element method is presented for the elastic scattering of a time-harmonic plane wave by a periodic surface. First, the unbounded physical domain is truncated into a bounded computational domain by introducing the…
This paper concerns parameterized convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional Banach (resp. finite-dimensional) spaces and that are indexed by an arbitrary fixed set T…
Consider the electromagnetic scattering of a time-harmonic plane wave by an open cavity which is embedded in a perfectly electrically conducting infinite ground plane. This paper is concerned with the numerical solutions of the transverse…