Related papers: Optimal control of gradient flows via the Weighted…
We investigate the Weighted Energy-Dissipation variational approach to semilinear gradient flows with state-dependent dissipation. A family of parameter-dependent functionals defined over entire trajectories is introduced and proved to…
This paper develops the so-called Weighted Energy-Dissipation (WED) variational approach for the analysis of gradient flows in metric spaces. This focuses on the minimization of the parameter-dependent global-in-time functional of…
In this paper we consider a control system of the form $\dot x = F(x)u$, linear in the control variable $u$. Given a fixed starting point, we study a finite-horizon optimal control problem, where we want to minimize a weighted sum of an…
We consider an optimal control problem for an abstract nonlinear dissipative evolution equation. The differential constraint is penalized by augmenting the target functional by a nonnegative global-in-time functional which is null-minimized…
We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global…
This paper studies stochastic control problems with the action space taken to be probability measures, with the objective penalised by the relative entropy. We identify suitable metric space on which we construct a gradient flow for the…
From the perspective of control theory, the gradient descent optimization methods can be regarded as a dynamic system where various control techniques can be designed to enhance the performance of the optimization method. In this paper, we…
This paper concerns a new class of discontinuous dynamical systems for constrained optimization. These dynamics are particularly suited to solve nonlinear, non-convex problems in closed-loop with a physical system. Such approaches using…
We study an optimal control problem for traffic regulation via variable speed limit. The traffic flow dynamics is described with the Lighthill-Whitham-Richards (LWR) model with Newell-Daganzo flux function. We aim at minimizing the $L^2$…
In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…
We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…
We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…
We derive the dual variational principle (principle of minimal complementary energy) for the nonlocal nonlinear scalar diffusion problem, which may be viewed as the nonlocal version of the $p$-Laplacian operator. We establish existence and…
This paper presents a methodology and numerical algorithms for constructing accelerated gradient flows on the space of probability distributions. In particular, we extend the recent variational formulation of accelerated gradient methods in…
This paper proposes novel gradient-flow schemes that yield convergence to the optimal point of a convex optimization problem within a \textit{fixed} time from any given initial condition for unconstrained optimization, constrained…
This paper considers the problem of designing a continuous-time dynamical system that solves a constrained nonlinear optimization problem and makes the feasible set forward invariant and asymptotically stable. The invariance of the feasible…
We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…
In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…
In this paper we consider the problem of the optimal control of an ensemble of affine-control systems. After proving the well-posedness of the minimization problem under examination, we establish a $\Gamma$-convergence result that allows us…
We perform a convergence analysis of a discrete-in-time minimization scheme approximating a finite dimensional singularly perturbed gradient flow. We allow for different scalings between the viscosity parameter $\varepsilon$ and the time…