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In this paper, we examine linear programming (LP) relaxations based on Bernstein polynomials for polynomial optimization problems (POPs). We present a progression of increasingly more precise LP relaxations based on expressing the given…

Optimization and Control · Mathematics 2015-09-04 Mohamed Amin Ben Sassi , Sriram Sankaranarayanan

We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally called a Stochas-tic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle…

Optimization and Control · Mathematics 2017-05-25 François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Vincent Leclère

A fundamental problem in numerical analysis and approximation theory is approximating smooth functions by polynomials. A much harder version under recent consideration is to enforce bounds constraints on the approximating polynomial. In…

Numerical Analysis · Mathematics 2021-12-28 Larry Allen , Robert C. Kirby

In this work we propose tailored model order reduction for varying boundary optimal control problems governed by parametric partial differential equations. With varying boundary control, we mean that a specific parameter changes where the…

Numerical Analysis · Mathematics 2024-01-22 Maria Strazzullo , Fabio Vicini

Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

Numerical Analysis · Mathematics 2023-07-26 Jovan Žigić

In this short note, we address the discretization of optimal control problems with higher order polynomials. We develop a necessary and sufficient condition to ensure that weak limits of discrete feasible controls are feasible for the…

Numerical Analysis · Mathematics 2016-03-24 Daniel Wachsmuth , Gerd Wachsmuth

Pseudo-Boolean constraints are omnipresent in practical applications, and thus a significant effort has been devoted to the development of good SAT encoding techniques for them. Some of these encodings first construct a Binary Decision…

Artificial Intelligence · Computer Science 2014-01-24 Ignasi Abío , Robert Nieuwenhuis , Albert Oliveras , Enric Rodriguez-Carbonell , Valentin Mayer-Eichberger

We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…

Computational Finance · Quantitative Finance 2019-04-29 Christian Bayer , Martin Redmann , John Schoenmakers

We develop a novel deep learning technique, termed Deep Orthogonal Decomposition (DOD), for dimensionality reduction and reduced order modeling of parameter dependent partial differential equations. The approach consists in the construction…

Numerical Analysis · Mathematics 2024-05-15 Nicola Rares Franco , Andrea Manzoni , Paolo Zunino , Jan S. Hesthaven

Dynamic constrained optimization problems (DCOPs) have gained researchers attention in recent years because a vast majority of real world problems change over time. There are studies about the effect of constrained handling techniques in…

Neural and Evolutionary Computing · Computer Science 2018-02-19 Maria-Yaneli Ameca-Alducin , Maryam Hasani-Shoreh , Wilson Blaikie , Frank Neumann , Efren Mezura-Montes

This paper studies how to solve semi-infinite polynomial programming (SIPP) problems by semidefinite relaxation method. We first introduce two SDP relaxation methods for solving polynomial optimization problems with finitely many…

Optimization and Control · Mathematics 2013-06-11 Li Wang , Feng Guo

Privacy has traditionally been a major motivation for distributed problem solving. Distributed Constraint Satisfaction Problem (DisCSP) as well as Distributed Constraint Optimization Problem (DCOP) are fundamental models used to solve…

We show that any submodular minimization (SM) problem defined on a linear constraint set with constraints having up to two variables per inequality, are 2-approximable in polynomial time. If the constraints are monotone (the two variables…

Discrete Mathematics · Computer Science 2017-05-01 Dorit S. Hochbaum

In this survey we consider polynomial optimization problems, asking to minimize a polynomial function over a compact semialgebraic set, defined by polynomial inequalities. This models a great variety of (in general, nonlinear nonconvex)…

Optimization and Control · Mathematics 2025-01-16 Monique Laurent , Lucas Slot

Quantum linear system solvers typically realize the inverse map as a polynomial transformation of the spectrum, so their practical cost hinges on implementing this transformation at a low polynomial degree. We introduce constrained optimal…

Numerical Analysis · Mathematics 2026-04-29 Matthias Deiml , Daniel Peterseim

We study differentially private (DP) algorithms for stochastic non-convex optimization. In this problem, the goal is to minimize the population loss over a $p$-dimensional space given $n$ i.i.d. samples drawn from a distribution. We improve…

Machine Learning · Computer Science 2020-08-12 Yingxue Zhou , Xiangyi Chen , Mingyi Hong , Zhiwei Steven Wu , Arindam Banerjee

Dynamic Optimization Problems (DOPs) are characterized by changes in the fitness landscape that can occur at any time and are common in real world applications. The main issues to be considered include detecting the change in the fitness…

Neural and Evolutionary Computing · Computer Science 2023-10-10 Alexandre Mascarenhas , Yuri Lavinas , Claus Aranha

Safe operation of systems such as robots requires them to plan and execute trajectories subject to safety constraints. When those systems are subject to uncertainties in their dynamics, it is challenging to ensure that the constraints are…

Robotics · Computer Science 2022-01-13 Gokhan Alcan , Ville Kyrki

The problem of joint power and sub-channel allocation to maximize energy efficiency (EE) and spectral efficiency (SE) simultaneously in in-band full-duplex (IBFD) orthogonal frequency-division multiple access (OFDMA) network is addressed…

Information Theory · Computer Science 2020-03-02 Ata Khalili , Sheyda Zarandi , Mehdi Rasti , Ekram Hossain

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh