Related papers: Interior point methods in optimal control problems…
We propose in this paper a multilevel correction method to solve optimal control problems constrained by elliptic equations with the finite element method. In this scheme, solving optimization problem on the finest finite element space is…
This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…
We propose a homogeneous primal-dual interior-point method to solve sum-of-squares optimization problems by combining non-symmetric conic optimization techniques and polynomial interpolation. The approach optimizes directly over the…
We study the effect of the streamline upwind/Petrov Galerkin (SUPG) stabilized finite element method on the discretization of optimal control problems governed by linear advection-diffusion equations. We compare two approaches for the…
We deal with a control-affine problem with scalar control subject to bounds, a scalar state constraint and endpoint constraints of equality type. For the numerical solution of this problem, we propose a shooting algorithm and provide a…
In this paper we present a novel numerical method for computing local minimizers of twice smooth differentiable non-linear programming (NLP) problems. So far all algorithms for NLP are based on either of the following three principles:…
We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…
A general setup for deterministic system identification problems on graphs with Dirichlet and Neumann boundary conditions is introduced. When control nodes are available along the boundary, we apply a discretize-then-optimize method to…
An interior-point algorithm framework is proposed, analyzed, and tested for solving nonlinearly constrained continuous optimization problems. The main setting of interest is when the objective and constraint functions may be nonlinear…
We review the simplex method and two interior-point methods (the affine scaling and the primal-dual) for solving linear programming problems for checking avoiding sure loss, and propose novel improvements. We exploit the structure of these…
In this article, two methods for solving mean-field type optimal control problems are proposed and investigated. The two methods are iterative methods: at each iteration, a Hamilton-Jacobi-Bellman equation is solved, for a terminal…
In this paper, a parameter-uniform fitted mesh finite difference scheme is constructed and analyzed for a class of singularly perturbed interior turning point problems. The solution of this class of turning point problem possess two outflow…
Nonlinear constrained optimization has a wide range of practical applications. In this paper, we consider nonlinear optimization with inequality constraints. The interior point method is considered to be one of the most powerful algorithms…
The article discusses the gradient discretisation method (GDM) for distributed optimal control problems governed by diffusion equation with pure Neumann boundary condition. Using the GDM framework enables to develop an analysis that…
Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…
This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…
This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…
In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…
We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…
In this letter, we derive minimum-energy controls for a broad class of control-affine systems using a Lagrange multiplier fixed-point equation and a generally non-symmetric Gramian-like matrix. In feasible coercivity classes, this fixed…