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In this paper, calculus of variation methods are generalized to find min-max optimal solution of uncertain dynamical systems with uncertain or certain cost. First, a new form of Euler-Lagrange conditions for uncertain systems is presented.…

Optimization and Control · Mathematics 2013-05-28 Farid Sheikholeslam , R. Doosthoseyni

A generalized exponential matrix based on the construction of kernel operators for generalized summability is defined and analyzing its main properties, generalizing the classical exponential matrix and fractional exponential matrix. This…

Classical Analysis and ODEs · Mathematics 2023-05-08 Alberto Lastra , Cruz Prisuelos-Arribas

In the recent paper [Duff I. et al, SIAM J. Sci. Comp., 37(3) (2015), A1248-A1269] the authors proposed an interesting procedure for the parallel solution of large, sparse consistent linear systems of equations. In this respect, according…

Numerical Analysis · Mathematics 2018-01-30 Andrei Dumitraşc , Constantin Popa

Linearized models of power systems are often desirable to formulate tractable control and optimization problems that still reflect real-world physics adequately under various operating conditions. In this paper, we propose an approach that…

Optimization and Control · Mathematics 2018-05-28 Marc Hohmann , Joseph Warrington , John Lygeros

Pivoting methods are of vital importance for linear programming, the simplex method being the by far most well-known. In this paper, a primal-dual pair of linear programs in canonical form is considered. We show that there exists a sequence…

Optimization and Control · Mathematics 2019-08-29 Anders Forsgren , Fei Wang

We present a new insight into the systematic generation of minimal solvers in computer vision, which leads to smaller and faster solvers. Many minimal problem formulations are coupled sets of linear and polynomial equations where image…

Computer Vision and Pattern Recognition · Computer Science 2017-03-16 Zuzana Kukelova , Joe Kileel , Bernd Sturmfels , Tomas Pajdla

This paper presents a finite step method for computing the binary solution to an overdetermined system of linear algebraic equations Ax = b, where A is an m x n real matrix of rank n < m, and b is a real m-vector. The method uses the…

Numerical Analysis · Mathematics 2011-01-18 Subhendu Das

We consider linear systems arising from the use of the finite element method for solving scalar linear elliptic problems. Our main result is that these linear systems, which are symmetric and positive semidefinite, are well approximated by…

Numerical Analysis · Mathematics 2025-10-20 Erik Boman , Bruce Hendrickson , Stephen Vavasis

We propose a third order dynamical system for solving a nonlinear equation in Hilbert spaces where the operator is cocoercive with respect to the solutions set. Under mild conditions on the parameters, we establish the existence and…

Optimization and Control · Mathematics 2024-06-04 Pham Viet Hai , Phan Tu Vuong

Coordinate-wise minimization is a simple popular method for large-scale optimization. Unfortunately, for general (non-differentiable) convex problems it may not find global minima. We present a class of linear programs that coordinate-wise…

Optimization and Control · Mathematics 2020-09-15 Tomáš Dlask , Tomáš Werner

Stochastic min-max optimization has gained interest in the machine learning community with the advancements in GANs and adversarial training. Although game optimization is fairly well understood in the deterministic setting, some issues…

Machine Learning · Computer Science 2024-03-27 Juan Ramirez , Rohan Sukumaran , Quentin Bertrand , Gauthier Gidel

The motivation of this work is to illustrate the efficiency of some often overlooked alternatives to deal with optimization problems in systems and control. In particular, we will consider a problem for which an iterative linear matrix…

Optimization and Control · Mathematics 2011-07-05 Emile Simon , Vincent Wertz

A deformation of the standard prolongation operation, defined on sets of vector fields in involution rather than on single ones, was recently introduced and christened "\sigma-prolongation"; correspondingly one has "\sigma-symmetries" of…

Mathematical Physics · Physics 2013-05-29 Giampaolo Cicogna , Giuseppe Gaeta , Sebastian Walcher

We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma

In this paper we present a new algorithm for solving linear programs that requires only $\tilde{O}(\sqrt{rank(A)}L)$ iterations to solve a linear program with $m$ constraints, $n$ variables, and constraint matrix $A$, and bit complexity…

Data Structures and Algorithms · Computer Science 2015-03-06 Yin Tat Lee , Aaron Sidford

Systems of the form $x = (A x^s)^{1/s} + b$ arise in a range of economic, financial and control problems, where $A$ is a linear operator acting on a space of real-valued functions (or vectors) and $s$ is a nonzero real value. In these…

Functional Analysis · Mathematics 2022-12-02 John Stachurski , Ole Wilms , Junnan Zhang

The most common procedure to solve a linear bilevel problem in the PES community is, by far, to transform it into an equivalent single-level problem by replacing the lower level with its KKT optimality conditions. Then, the complementarity…

Optimization and Control · Mathematics 2018-09-28 Salvador Pineda , Juan Miguel Morales

A permanent challenge in physics and other disciplines is to solve partial differential equations, thereby a beneficial investigation is to continue searching for new procedures to do it. In this Letter, a novel Monte-Carlo Metropolis…

Computational Physics · Physics 2020-04-03 Diego González , Sergio Davis , Sergio Curilef

Discretizations of infinite-dimensional variational inequalities lead to linear and nonlinear complementarity problems with many degrees of freedom. To solve these problems in a parallel computing environment, we propose two active-set…

Optimization and Control · Mathematics 2007-05-23 Steven J. Benson , Todd S. Munson

We give a new proof for an equality of certain max-min and min-max approximation problems involving normal matrices. The previously published proofs of this equality apply tools from matrix theory, (analytic) optimization theory and…

Numerical Analysis · Mathematics 2013-10-23 Jörg Liesen , Petr Tichý
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