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In this two-part study we develop a general approach to the design and analysis of exact penalty functions for various optimal control problems, including problems with terminal and state constraints, problems involving differential…

Optimization and Control · Mathematics 2020-01-10 M. V. Dolgopolik , A. V. Fominyh

This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…

Optimization and Control · Mathematics 2018-03-21 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

Evolutionary computation offers a variety of tools to solve complex real-world optimization problems. However, research often focuses on smaller, simplified problems and optimization algorithms that sometimes miss expectations in real-world…

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

We present a Reduced Order Model (ROM) which exploits recent developments in Physics Informed Neural Networks (PINNs) for solving inverse problems for the Navier--Stokes equations (NSE). In the proposed approach, the presence of simulated…

Fluid Dynamics · Physics 2022-09-08 Saddam Hijazi , Melina Freitag , Niels Landwehr

In this work, we present an approach for the efficient treatment of parametrized geometries in the context of POD-Galerkin reduced order methods based on Finite Volume full order approximations. On the contrary to what is normally done in…

Numerical Analysis · Mathematics 2020-02-07 Giovanni Stabile , Matteo Zancanaro , Gianluigi Rozza

An impulsive model of augmentative biological control consisting of a general continuous predator-prey model in ordinary differential equations augmented by a discrete part describing periodic introductions of predators is considered. It is…

Optimization and Control · Mathematics 2009-09-29 Ludovic Mailleret , Frédéric Grognard

We introduce in this paper a technique for the reduced order approximation of parametric symmetric elliptic partial differential equations. For any given dimension, we prove the existence of an optimal subspace of at most that dimension…

Analysis of PDEs · Mathematics 2017-07-06 M. Azaïez , F. Ben Belgacem , J. Casado-Díaz , T. Chacón Rebollo , F. Murat

In this paper we present a novel approach for the design of high order general boundary conditions when approximating solutions of the Euler equations on domains with curved boundaries, using meshes which may not be boundary conformal. When…

Numerical Analysis · Mathematics 2023-12-13 Mirco Ciallella , Stephane Clain , Elena Gaburro , Mario Ricchiuto

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

Reduced basis approximations of Optimal Control Problems (OCPs) governed by steady partial differential equations (PDEs) with random parametric inputs are analyzed and constructed. Such approximations are based on a Reduced Order Model,…

Numerical Analysis · Mathematics 2023-08-08 Giuseppe Carere , Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza , Rob Stevenson

The paper presents results about strong metric subregularity of the optimality mapping associated with the system of first-order necessary optimality conditions for a problem of optimal control of a semilinear parabolic equation. The…

Optimization and Control · Mathematics 2025-11-19 Alberto Domínguez Corella , Nicolai Jork , Vladimir M. Veliov

This paper presents an evolutionary algorithm with a new goal-sequence domination scheme for better decision support in multi-objective optimization. The approach allows the inclusion of advanced hard/soft priority and constraint…

Artificial Intelligence · Computer Science 2011-06-02 E. F. Khor , T. H. Lee , R. Sathikannan , K. C. Tan

This paper introduces and analyses a continuous optimization approach to solve optimal control problems involving ordinary differential equations (ODEs) and tracking type objectives. Our aim is to determine control or input functions, and…

Optimization and Control · Mathematics 2024-05-09 Vicky Holfeld , Michael Burger , Claudia Schillings

Many problems in computational science and engineering are simultaneously characterized by the following challenging issues: uncertainty, nonlinearity, nonstationarity and high dimensionality. Existing numerical techniques for such models…

Numerical Analysis · Mathematics 2017-03-20 Peter Benner , Sergey Dolgov , Akwum Onwunta , Martin Stoll

An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…

Optimization and Control · Mathematics 2024-10-02 Richard Pates , Anders Rantzer

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

In our previous work [Singler, SIAM J. Numer. Anal. 52 (2014), no. 2, 852-876], we considered the proper orthogonal decomposition (POD) of time varying PDE solution data taking values in two different Hilbert spaces. We considered various…

Numerical Analysis · Mathematics 2021-02-01 Sarah Locke , John Singler

In this article we present a new multigrid preconditioner for the linear systems arising in the semismooth Newton method solution of certain control-constrained, quadratic distributed optimal control problems. Using a piecewise constant…

Numerical Analysis · Mathematics 2016-02-16 Andrei Draganescu , Jyoti Saraswat

This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…

Optimization and Control · Mathematics 2025-02-27 Rajmadan Lakshmanan , Alois Pichler , Miloš Kopa