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This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…

Systems and Control · Computer Science 2016-03-10 Jung-Su Ha , Han-Lim Choi

The aim of this work is to present a model reduction technique in the framework of optimal control problems for partial differential equations. We combine two approaches used for reducing the computational cost of the mathematical numerical…

Numerical Analysis · Mathematics 2023-11-09 Ivan Prusak , Monica Nonino , Davide Torlo , Francesco Ballarin , Gianluigi Rozza

We introduce reduced order methods as an efficient strategy to solve parametrized non-linear and time dependent optimal flow control problems governed by partial differential equations. Indeed, the optimal control problems require a huge…

Numerical Analysis · Mathematics 2023-08-08 Maria Strazzullo , Zakia Zainib , Francesco Ballarin , Gianluigi Rozza

Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

Optimization and Control · Mathematics 2021-07-08 Morteza Boroun , Afrooz Jalilzadeh

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

Optimization and Control · Mathematics 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

We consider an optimal control problem constrained by a parabolic partial differential equation (PDE) with Robin boundary conditions. We use a well-posed space-time variational formulation in Lebesgue--Bochner spaces with minimal…

Numerical Analysis · Mathematics 2022-12-06 Nina Beranek , M. Alexander Reinhold , Karsten Urban

The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…

Optimization and Control · Mathematics 2021-01-01 Yuchen Xie , Raghu Bollapragada , Richard Byrd , Jorge Nocedal

In this paper, the tracking control problem of an Euler-Lagrange system is addressed with regard to parametric uncertainties, and an adaptive-robust control strategy, christened Time-Delayed Adaptive Robust Control (TARC), is presented.…

Systems and Control · Computer Science 2018-05-10 Spandan Roy , Indra Narayan Kar , Jinoh Lee , Nikos Tsagarakis , Darwin G. Caldwell

This paper addresses optimal design problems governed by multi-state stationary diffusion equations, aiming at the simultaneous optimization of the domain shape and the distribution of two isotropic materials in prescribed proportions.…

Optimization and Control · Mathematics 2026-02-19 Marko Erceg , Petar Kunštek , Marko Vrdoljak

This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with…

Optimization and Control · Mathematics 2020-09-08 Shan Sun , Wei Ren

Recent advancements in anomaly detection have shifted focus towards Multi-class Unified Anomaly Detection (MUAD), offering more scalable and practical alternatives compared to traditional one-class-one-model approaches. However, existing…

Computer Vision and Pattern Recognition · Computer Science 2024-11-26 Hossein Kashiani , Niloufar Alipour Talemi , Fatemeh Afghah

Fault detection is crucial in industrial systems to prevent failures and optimize performance by distinguishing abnormal from normal operating conditions. Data-driven methods have been gaining popularity for fault detection tasks as the…

Machine Learning · Computer Science 2024-06-12 Han Sun , Kevin Ammann , Stylianos Giannoulakis , Olga Fink

Traditional mathematical programming solvers require long computational times to solve constrained minimization problems of complex and large-scale physical systems. Therefore, these problems are often transformed into unconstrained ones,…

Optimization and Control · Mathematics 2024-05-06 Ksenija Stepanovic , Wendelin Böhmer , Mathijs de Weerdt

Considering uncertainties and disturbances is an important, yet challenging, step in successful decision making. The problem becomes more challenging in safety-constrained environments. In this paper, we propose a robust and safe trajectory…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Hassan Almubarak , Evangelos A. Theodorou , Nader Sadegh

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

Optimization and Control · Mathematics 2023-04-06 Caroline Geiersbach , Teresa Scarinci

We consider networks of delay-coupled Stuart-Landau oscillators. In these systems, the coupling phase has been found to be a crucial control parameter. By proper choice of this parameter one can switch between different synchronous…

Adaptation and Self-Organizing Systems · Physics 2016-08-10 Anton Selivanov , Judith Lehnert , Thomas Dahms , Philipp Hövel , Alexander L. Fradkov , Eckehard Schöll

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Shawn Priore , Meeko Oishi

A continuous optimal control problem governed by an elliptic variational inequality was considered in Boukrouche-Tarzia, Comput. Optim. Appl., 53 (2012), 375-392 where the control variable is the internal energy $g$. It was proved the…

Numerical Analysis · Mathematics 2015-05-18 Mariela Olguín , Domingo A. Tarzia