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We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…

Optimization and Control · Mathematics 2026-03-31 Yuyang Huang , Dante Kalise , Hicham Kouhkouh

Recently, a new local optimality concept for minimax problems, termed calm local minimax points, has been introduced. In this paper, we extend this concept to a general class of nonsmooth, nonconvex nonconcave minimax problems with coupled…

Optimization and Control · Mathematics 2025-10-07 Xiaoxiao Ma , Jane Ye

This paper investigates the optimality conditions for characterizing the local minimizers of the constrained optimization problems involving an $\ell_p$ norm ($0<p<1$) of the variables, which may appear in either the objective or the…

Optimization and Control · Mathematics 2022-02-16 Hao Wang , Yining Gao , Jiashan Wang , Hongying Liu

This contribution considers optimal control problems subject to nonlocal conservation laws -- those in which the velocity depends nonlocally (i.e., via a convolution) on the solution -- and the so-called singular limit. First, the existence…

Optimization and Control · Mathematics 2025-12-22 Alexander Keimer , Lukas Pflug , Jakob Rodestock

The paper is devoted to a free-time optimal control problem for sweeping processes. We develop a constructive finite-difference approximation procedure that allows us to establish necessary optimality conditions for discrete optimal…

Optimization and Control · Mathematics 2021-05-11 Tan H. Cao , Nathalie T. Khalil , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Fernando Lobo Pereira

Following Demidovich's concept and definition of convergent systems, we analyze the optimal nonlinear damping control, recently proposed [1] for the second-order systems. Targeting the problem of output regulation, correspondingly tracking…

Systems and Control · Electrical Eng. & Systems 2021-06-03 Michael Ruderman

In this paper, we investigate the asymptotic properties of a particular class of state-dependent sweeping processes. While extensive research has been conducted on the existence and uniqueness of solutions for sweeping processes, there is a…

Optimization and Control · Mathematics 2023-11-23 Samir Adly , Monica G. Cojocaru , Ba Khiet Le

We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Masahiko Egami

The numerical realization of the dynamic programming principle for continuous-time optimal control leads to nonlinear Hamilton-Jacobi-Bellman equations which require the minimization of a nonlinear mapping over the set of admissible…

Optimization and Control · Mathematics 2015-02-26 Dante Kalise , Axel Kröner , Karl Kunisch

We present a Pontryagin maximum principle for discrete time optimal control problems with (a) pointwise constraints on the control actions and the states, (b) frequency constraints on the control and the state trajectories, and (c)…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Shruti Kotpalliwar , Pradyumna Paruchuri , Debasish Chatterjee , Ravi Banavar

We study the time optimal control problem with a general target $\mathcal S$ for a class of differential inclusions that satisfy mild smoothness and controllability assumptions. In particular, we do not require Petrov's condition at the…

Optimization and Control · Mathematics 2013-11-19 Piermarco Cannarsa , Antonio Marigonda , Khai T. Nguyen

An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…

Optimization and Control · Mathematics 2019-02-28 S. Gratton , E. Simon , Ph. L. Toint

In this article, we investigate a time-optimal state-constrained bilevel optimal control problem whose lower-level dynamics feature a sweeping control process involving a {\it truncated normal cone}. By bilevel, it is meant that the…

Optimization and Control · Mathematics 2022-01-07 Nathalie T. Khalil , Fernando Lobo Pereira

This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Optimization and Control · Mathematics 2023-08-17 Vladimir Norkin , Alois Pichler , Anton Kozyriev

The paper addresses the study of a class of evolutionary quasi-variational inequalities of the parabolic type arising in the formation and growth models of granular and cohensionless materials. Such models and their mathematical…

Optimization and Control · Mathematics 2022-09-02 Harbir Antil , Rafael Arndt , Boris S. Mordukhovich , Dao Nguyen , Carlos N. Rautenberg

In this paper, we carry out the numerical analysis of a nonsmooth quasilinear elliptic optimal control problem, where the coefficient in the divergence term of the corresponding state equation is not differentiable with respect to the state…

Numerical Analysis · Mathematics 2024-02-23 Christian Clason , Vu Huu Nhu , Arnd Rösch

As a starting point of our research, we show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to…

Optimization and Control · Mathematics 2024-02-27 Matúš Benko , Patrick Mehlitz

We study the optimal control of a rate-independent system that is driven by a convex, quadratic energy. Since the associated solution mapping is non-smooth, the analysis of such control problems is challenging. In order to derive optimality…

Optimization and Control · Mathematics 2016-11-04 Ulisse Stefanelli , Gerd Wachsmuth , Daniel Wachsmuth

This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…

Optimization and Control · Mathematics 2021-11-01 Ashkan Mohammadi , Boris Mordukhovich