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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…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

We consider a linear-quadratic pde constrained optimal control problem on an evolving surface with pointwise state constraints. We reformulate the optimization problem on a fixed surface and approximate the reformulated problem by a…

Optimization and Control · Mathematics 2016-04-27 Michael Hinze , Heiko Kröner

We consider the problem of finding collision-free paths for curvature-constrained systems in the presence of obstacles while minimizing execution time. Specifically, we focus on the setting where a planar system can travel at some range of…

Robotics · Computer Science 2022-04-05 Doron Pinsky , Petr Váňa , Jan Faigl , Oren Salzman

We present a frequency domain based $H_\infty$-control strategy to solve boundary control problems for systems governed by parabolic or hyperbolic partial differential equation, where controllers are constrained to be physically…

Optimization and Control · Mathematics 2019-05-17 Pierre Apkarian , Dominikus Noll

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…

Optimization and Control · Mathematics 2022-11-21 Lucian Nita , Eric C. Kerrigan , Eduardo M. G. Vila , Yuanbo Nie

In this paper, we employ a space-time finite element method to discretize the parabolic initial-boundary value problem and extend its error analysis with refined estimates on unstructured space-time meshes. We establish higher-order…

Numerical Analysis · Mathematics 2025-03-13 Thi Thanh Mai Ta , Quang Huy Nguyen , Phi Hung Pham

We consider a heat conduction problem $S$ with mixed boundary conditions in a $n$-dimensional domain $\Omega$ with regular boundary and a family of problems $S_{\alpha}$ with also mixed boundary conditions in $\Omega$, where $\alpha>0$ is…

Optimization and Control · Mathematics 2021-03-30 C. M. Bollo , C. M. Gariboldi , D. A. Tarzia

We study a budgeted hyper-parameter tuning problem, where we optimize the tuning result under a hard resource constraint. We propose to solve it as a sequential decision making problem, such that we can use the partial training progress of…

Machine Learning · Computer Science 2019-02-05 Zhiyun Lu , Chao-Kai Chiang , Fei Sha

Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Seyyed Reza Jafari , Anders Hansson , Bo Wahlberg

In this paper, we study a boundary control problem associated to the stationary Rayleigh-B\'enard-Marangoni (RBM) system in presence of controls for the velocity and the temperature on parts of the boundary. We analyze the existence,…

Analysis of PDEs · Mathematics 2016-06-07 Elder J. Villamizar-Roa , Diego A. Rueda-Gómez

Most modern control systems are switched, meaning they have continuous as well as discrete decision variables. Switched systems often have constraints called dwell-time constraints (e.g., cycling constraints in a heat pump) on the switching…

Systems and Control · Electrical Eng. & Systems 2020-11-05 Moad Abudia , Michael Harlan , Ryan Self , Rushikesh Kamalapurkar

We present BiqBin, an exact solver for linearly constrained binary quadratic problems. Our approach is based on an exact penalty method to first efficiently transform the original problem into an instance of Max-Cut, and then to solve the…

Optimization and Control · Mathematics 2022-08-15 Nicolò Gusmeroli , Timotej Hrga , Borut Lužar , Janez Povh , Melanie Siebenhofer , Angelika Wiegele

This work deals with optimal control problems as a strategy to drive bifurcating solution of nonlinear parametrized partial differential equations towards a desired branch. Indeed, for these governing equations, multiple solution…

Numerical Analysis · Mathematics 2023-08-08 Federico Pichi , Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

Optimization and Control · Mathematics 2026-03-18 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

We consider a family of optimal control problems where the control variable is given by a boundary condition of Neumann type. This family is governed by parabolic variational inequalities of the second kind. We prove the strong convergence…

Analysis of PDEs · Mathematics 2013-09-20 Mahdi Boukrouche , Domingo A. Tarzia

Many practical applications require solving an optimization over large and high-dimensional data sets, which makes these problems hard to solve and prohibitively time consuming. In this paper, we propose a parallel distributed algorithm…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-12-03 Elad Gilboa , Phani Chavali , Peng Yang , Arye Nehorai

In this paper, we investigate optimal control problems governed by the parabolic interface equation, in which the control acts on the interface. The solution to this problem exhibits low global regularity due to the jump of the coefficient…

Numerical Analysis · Mathematics 2025-10-15 Xindan Zhang , Jianping Zhao , Yanren Hou

We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the other defined by the control variables constrained by simple…

Optimization and Control · Mathematics 2024-01-17 Regina S. Burachik , C. Yalçın Kaya , Walaa M. Moursi

Bernoulli's free boundary problem is an overdetermined problem in which one seeks an annular domain such that the capacitary potential satisfies an extra boundary condition. There exist two different types of solutions called elliptic and…

Analysis of PDEs · Mathematics 2021-03-12 Antoine Henrot , Michiaki Onodera

We address a general optimal switching problem over finite horizon for a stochastic system described by a differential equation driven by Brownian motion. The main novelty is the fact that we allow for infinitely many modes (or regimes,…

Optimization and Control · Mathematics 2019-08-07 Marco Fuhrman , Marie-Amélie Morlais
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