Related papers: Interior point methods in optimal control problems…
Necessary optimality conditions in Lagrangian form and the sequential minimization framework are extended to mixed-integer nonlinear optimization, without any convexity assumptions. Building upon a recently developed notion of local…
In this paper, we consider a class of time-optimal control problems governed by linear parabolic equations with mixed control-state constraints and end-point constraints, and without Tikhonov regularization term in the objective function.…
A new approach to solving two-point boundary value problems for a wave equation is developed. This new approach exploits the principle of stationary action to reformulate and solve such problems in the framework of optimal control. In…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
In this paper we consider a parabolic optimal control problem with a Dirac type control with moving point source in two space dimensions. We discretize the problem with piecewise constant functions in time and continuous piecewise linear…
This paper deals with optimal control problems described by a controlled version of Moreau's sweeping process governed by convex polyhedra, where measurable control actions enter additive perturbations. This class of problems, which…
In this paper, we extend the idea of using controlled perturbations to enhance the capabilities of active-set prediction for interior point methods for convex Quadratic Programming (QP) problems. Namely, we consider perturbing the…
PDE-constrained optimization problems with control or state constraints are challenging from an analytical as well as numerical perspective. The combination of these constraints with a sparsity-promoting $\rm L^1$ term within the objective…
A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…
Finite element methods for a model elliptic distributed optimal control problem with pointwise state constraints are considered from the perspective of fourth order boundary value problems.
We present a head-to-head evaluation of the Improved Inexact--Newton--Smart (INS) algorithm against a primal--dual interior-point framework for large-scale nonlinear optimization. On extensive synthetic benchmarks, the interior-point method…
The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…
Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…
In this article we study optimal control problems for systems that are affine with respect to some of the control variables and nonlinear in relation to the others. We consider finitely many equality and inequality constraints on the…
We develop a new interior-point algorithm for solving multiconic optimization problems using the parabolic target space approach. The feasible cone in these problems is composed as a direct product of many small-dimensional cones. Our…
Classical control of cyber-physical systems used to rely on basic linear controllers. These controllers provided a safe and robust behavior but lack the ability to perform more complex controls such as aggressive maneuvering or performing…
In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…
We prove the convergence of the fixed-point (also called thresholding) algorithm in three optimal control problems under large volume constraints. This algorithm was introduced by C\'ea, Gioan and Michel, and is of constant use in the…
This note discusses an essentially decentralized interior point method, which is well suited for optimization problems arising in energy networks. Advantages of the proposed method are guaranteed and fast local convergence also for problems…
In this paper we theoretically show that interior-point methods based on self-concordant barriers possess favorable global complexity beyond their standard application area of convex optimization. To do that we propose first- and…