Related papers: Structured linear quadratic control computations o…
The treatment of the differential PDE constraint poses a key challenge in computing the numerical solution of the Serre-Green-Naghdi (SGN) equations. In this work, we introduce a constant coefficient preconditioner for the SGN constraint…
The goal of this paper is to design optimal multilevel solvers for the finite element approximation of second order linear elliptic problems with piecewise constant coefficients on bisection grids. Local multigrid and BPX preconditioners…
The aim of this paper is to solve linear semidefinite programs arising from higher-order Lasserre relaxations of unconstrained binary quadratic optimization problems. For this we use an interior point method with a preconditioned conjugate…
A faster implementation of the Quadratic Programming (QP) solver used in the Model Predictive Control scheme for Iter Plasma current and shape control was developed for Xilinx Field-Programmable Gate Array (FPGA) platforms using a…
In this paper we present a set of projection-based designs for constructing simplified linear quadratic regulator (LQR) controllers for large-scale network systems. When such systems have tens of thousands of states, the design of…
We develop a simple algorithmic framework to solve large-scale symmetric positive definite linear systems. At its core, the framework relies on two components: (1) a norm-convergent iterative method (i.e. smoother) and (2) a preconditioner.…
This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…
A parallel and nested version of a frequency filtering preconditioner is proposed for linear systems corresponding to diffusion equation on a structured grid. The proposed preconditioner is found to be robust with respect to jumps in the…
The conic bundle implementation of the spectral bundle method for large scale semidefinite programming solves in each iteration a semidefinite quadratic subproblem by an interior point approach. For larger cutting model sizes the limiting…
We study the problem of estimating the value function of discrete-time switched systems under arbitrary switching. Unlike the switched LQR problem, where both inputs and mode sequences are optimized, we consider the case where switching is…
We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of…
In this paper we propose two variants of the substructuring preconditioner for solving three-dimensional elliptic-type equations with strongly discontinuous coefficients. In the new preconditioners, we use the simplest coarse solver…
We present a quantum algorithm for solving the finite-horizon discrete-time Linear Quadratic Gaussian (LQG) control problem, which integrates optimal control and state estimation in the presence of stochastic disturbances and noise.…
We have presented a fast method for solving a specific type of block four-by-four saddlepoint problem arising from the finite element discretization of the generalized 3D Stokes problem. We analyze the eigenvalue distribution and the…
The present paper develops an optimal linear quadratic boundary controller for $2\times2$ linear hyperbolic partial differential equations (PDEs) with actuation on only one end of the domain. First-order necessary conditions for optimality…
Purpose: Design of a preconditioner for fast and efficient parallel imaging and compressed sensing reconstructions. Theory: Parallel imaging and compressed sensing reconstructions become time consuming when the problem size or the number of…
In this article we construct and analyze multigrid preconditioners for discretizations of operators of the form D+K* K, where D is the multiplication with a relatively smooth positive function and K is a compact linear operator. These…
This paper proposes a novel lifting method which converts the standard discrete-time linear periodic system to an augmented linear time-invariant system. The linear quadratic optimal control is then based on the solution of the…
We consider discontinuous Galerkin methods for an elliptic distributed optimal control problem constrained by a convection-dominated problem. We prove global optimal convergence rates using an inf-sup condition, with the diffusion parameter…
This paper studies the possibilities made open by the use of Lazy Clause Generation (LCG) based approaches to Constraint Programming (CP) for tackling sequential classical planning. We propose a novel CP model based on seminal ideas on…