Related papers: Interior point methods in optimal control problems…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
We consider the decentralized minimization of a separable objective $\sum_{i=1}^{n} f_i(x_i)$, where the variables are coupled through an affine constraint $\sum_{i=1}^n\left(\mathbf{A}_i x_i - b_i\right) = 0$. We assume that the functions…
We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…
In this paper we consider a broad class of infinite horizon discrete-time optimal control models that involve a nonnegative cost function and an affine mapping in their dynamic programming equation. They include as special cases classical…
This paper presents a new and straightforward procedure for solving bilinear quadratic optimal control problem. In this method, first the original optimal control problem is transformed into a nonlinear twopoint boundary value problem…
By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to equality or inequality constraints. The method is then…
In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different set of constraints, namely (i) integral state constraint…
In Hilbert space, we propose a family of primal-dual dynamical system for affine constrained convex optimization problem. Several damping coefficients, time scaling coefficients, and perturbation terms are thus considered. By constructing…
Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…
This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…
A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…
The paper is concerned with an optimal control problem on $\mathbb{R}^n$, where the dynamics is linear w.r.t.~the control functions. For a terminal cost $\psi$ in a $mathcal{G}_\delta$ set of $\mathcal{C}^4(\mathbb{R}^n)$ (i.e., in a…
We present a fully discrete finite element method for the interior null controllability problem subject to the wave equation. For the numerical scheme, piece-wise affine continuous elements in space and finite differences in time are…
The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…
In this paper we study an optimal control problem that is affine in two-dimensional bounded control. The problem is related to the stabilization of an inverted spherical pendulum in the vicinity of the upper unstable equilibrium. We find…
The primal-dual interior point method (IPM) is widely regarded as the most efficient IPM variant for linear optimization. In this paper, we demonstrate that the improved stability of the pure primal IPM can allow speedups relative to a…
Optimal control of bilinear systems has been a well-studied subject in the area of mathematical control. However, techniques for solving emerging optimal control problems involving an ensemble of structurally identical bilinear systems are…
A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…
In this paper we introduce a new procedure to solve nonlinear optimal control problems with delays which exploits indirect methods combined with numerical homotopy procedures. It is known that solving this kind of problems via indirect…