Related papers: Fourier-Gegenbauer Pseudospectral Method for Solvi…
Dense conditional random fields (CRFs) have become a popular framework for modelling several problems in computer vision such as stereo correspondence and multi-class semantic segmentation. By modelling long-range interactions, dense CRFs…
Optimal Power Flow (OPF) can be modeled as a non-convex Quadratically Constrained Quadratic Program (QCQP). Our purpose is to solve OPF to global optimality. To this end, we specialize the Mixed-Integer Quadratic Convex Reformulation method…
Fourier ptychographic microscopy (FPM) is a recently developed computational imaging technique for wide-field, high-resolution microscopy with a high space-bandwidth product. It integrates the concepts of synthetic aperture and phase…
This paper considers an optimal radial reconfiguration problem in multi-source distribution networks, where the goal is to find a radial configuration that minimizes quadratic distribution costs while ensuring all sink demands are met. This…
In this paper, we propose a new numerical method for scattering problems in periodic waveguide, based on the newly established contour integral representation of solutions in a previous paper by the author (see [Zhadf]). For this kind of…
Starting from a comparison of some established numerical algorithms for the computation of the eigenvalues (discrete or solitonic spectrum) of the non-Hermitian version of the Zakharov-Shabat spectral problem, this article delivers new…
A novel fractional order (FO) fuzzy Proportional-Integral-Derivative (PID) controller has been proposed in this paper which works on the closed loop error and its fractional derivative as the input and has a fractional integrator in its…
In the present paper, optimal quadrature formulas in the sense of Sard are constructed for numerical integration of the integral $\int_a^be^{2\pi i\omega x}\varphi(x)d x$ with $\omega\in \mathbb{R}$ in the Sobolev space $L_2^{(m)}[a,b]$ of…
In this paper we present a novel sampling-based numerical scheme designed to solve a certain class of stochastic optimal control problems, utilizing forward and backward stochastic differential equations (FBSDEs). By means of a nonlinear…
Fast Fourier Transform (FFT)-based solvers for the Poisson equation are highly efficient, exhibiting $O(N\log N)$ computational complexity and excellent parallelism. However, their application is typically restricted to simple, regular…
This paper offers a unified perspective on different approaches to the solution of optimal control problems through the lens of constrained sequential quadratic programming. In particular, it allows us to find the relationships between…
Two novel numerical estimators are proposed for solving forward-backward stochastic differential equations (FBSDEs) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. In contrast to the…
Computationally efficient nonlinear model predictive control relies on elaborate discrete-time optimal control problem (OCP) formulations trading off accuracy with respect to the continuous-time problem and associated computational burden.…
Fourier phase retrieval is a classical problem of restoring a signal only from the measured magnitude of its Fourier transform. Although Fienup-type algorithms, which use prior knowledge in both spatial and Fourier domains, have been widely…
This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…
The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…
Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…
We present an optimize-then-discretize framework for solving linear-quadratic optimal control problems (OCP) governed by time-inhomogeneous ordinary differential equations (ODEs). Our method employs a modified overlapping Schwarz…
We establish the improved uniform error bounds on a Lawson-type exponential integrator Fourier pseudospectral (LEI-FP) method for the long-time dynamics of sine-Gordon equation where the amplitude of the initial data is $O(\varepsilon)$…
This work aims to introduce the framework of polynomial optimization theory to solve fractional polynomial problems (FPPs). Unlike other widely used optimization frameworks, the proposed one applies to a larger class of FPPs, not…