Related papers: Structured linear quadratic control computations o…
We consider a nonlinear mixed-dimensional model for simulating gas transport in shale formation. The mathematical model consists of a coupled system of nonlinear equations, where flow within fractures is represented using a…
We propose the novel p-branch-and-bound method for solving two-stage stochastic programming problems whose deterministic equivalents are represented by non-convex mixed-integer quadratically constrained quadratic programming (MIQCQP)…
Multidisciplinary engineering system design typically employs a sequential process, progressing from system dynamics to design variables and control. However, this process is inefficient and may lead to a suboptimal design. We propose…
We study a finite-dimensional continuous-time optimal control problem on finite horizon for a controlled diffusion driven by Brownian motion, in the linear-quadratic case. We admit stochastic coefficients, possibly depending on an…
The purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the…
We introduce the tensor numerical method for solution of the $d$-dimensional optimal control problems with fractional Laplacian type operators in constraints discretized on large $n^{\otimes d}$ tensor-product Cartesian grids. The approach…
This paper studies the solution of nonsymmetric linear systems by preconditioned Krylov methods based on the normal equations, LSQR in particular. On some examples, preconditioned LSQR is seen to produce errors many orders of magnitude…
This paper fills a gap in the literature by considering a joint sensor and actuator configuration problem under the linear quadratic Gaussian (LQG) performance without assuming a predefined set of candidate components. Different from the…
The DPG method with optimal test functions for solving linear quadratic optimal control problems with control constraints is studied. We prove existence of a unique optimal solution of the nonlinear discrete problem and characterize it…
Bilevel optimization provides a powerful framework for modelling hierarchical decision-making systems. This work presents a sensitivity-based algorithm that addresses the bilevel structure directly by treating the lower-level optimal…
An earlier work [18] proposes a method for solving the Lagrangian dual of a constrained binary quadratic programming problem via quantum adiabatic evolution using an outer approximation method. This should be an efficient prescription for…
This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…
We introduce a class of efficient multiple right-hand side multigrid algorithm for domain wall fermions. The simultaneous solution for a modest number of right hand sides concurrently allows for a significant reduction in the time spent…
This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in the literature, we consider the hold-input strategy, which…
A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…
This paper describes a massively parallel algebraic multigrid method based on non-smoothed aggregation. It is especially suited for solving heterogeneous elliptic problems as it uses a greedy heuristic algorithm for the aggregation that…
This work focuses on the iterative solution of sequences of KKT linear systems arising in interior point methods applied to large convex quadratic programming problems. This task is the computational core of the interior point procedure and…
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…
In this paper, the open-loop, closed-loop, and weak closed-loop solvability for discrete-time linear-quadratic (LQ) control problem is considered due to the fact that it is always open-loop optimal solvable if the LQ control problem is…
Indefinite quadratic programs (QPs) are known to be very difficult to be solved to global optimality, so are linear programs with linear complementarity constraints. Treating the former as a subclass of the latter, this paper presents a…