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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

Presence of a high-dimensional stochastic parameter space with discontinuities poses major computational challenges in analyzing and quantifying the effects of the uncertainties in a physical system. In this paper, we propose a stochastic…

Numerical Analysis · Mathematics 2018-08-01 Anindya Bhaduri , Yanyan He , Michael D. Shields , Lori Graham-Brady , Robert M. Kirby

A local convergence rate is established for an orthogonal collocation method based on Gauss quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian…

Optimization and Control · Mathematics 2016-07-12 William W. Hager , Hongyan Hou , Anil V. Rao

Simultaneous Localization and Planning (SLAP) under process and measurement uncertainties is a challenge. It involves solving a stochastic control problem modeled as a Partially Observed Markov Decision Process (POMDP) in a general…

Robotics · Computer Science 2016-08-12 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

We consider an optimal control problem constrained by a parabolic partial differential equation (PDE) with Robin boundary conditions. We use a well-posed space-time variational formulation in Lebesgue--Bochner spaces with minimal…

Numerical Analysis · Mathematics 2022-12-06 Nina Beranek , M. Alexander Reinhold , Karsten Urban

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…

Optimization and Control · Mathematics 2020-10-06 Vignesh Sivaramakrishnan , Abraham P. Vinod , Meeko M. K. Oishi

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

The trajectory optimization of the atmospheric entry of a reusable launch vehicle is studied. The objective is to maximize the crossrange of the vehicle subject to two control-inequality path constraints, two state-inequality path…

Optimization and Control · Mathematics 2024-06-07 Cale A. Byczkowski , Anil V. Rao

The main goal of this paper is developing the method of discrete approximations to derive necessary optimality conditions for a class of constrained sweeping processes with nonsmooth perturbations. Optimal control problems for sweeping…

Optimization and Control · Mathematics 2020-05-13 Boris S. Mordukhovich , Dao Nguyen

We propose a novel direct transcription and solution method for solving nonlinear, continuous-time dynamic optimization problems. Instead of forcing the dynamic constraints to be satisfied only at a selected number of points as in direct…

Optimization and Control · Mathematics 2022-01-25 Yuanbo Nie , Eric C. Kerrigan

We propose a direct numerical method for the solution of an optimal control problem governed by a two-side space-fractional diffusion equation. The presented method contains two main steps. In the first step, the space variable is…

Optimization and Control · Mathematics 2019-01-29 Mushtaq Salh Ali , Mostafa Shamsi , Hassan Khosravian-Arab , Delfim F. M. Torres , Farid Bozorgnia

The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…

Optimization and Control · Mathematics 2025-03-05 Tan H. Cao , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Nguyen N. Thieu

Long time-duration low-thrust nonlinear optimal spacecraft trajectory global search is a computationally and time expensive problem characterized by clustering patterns in locally optimal solutions. During preliminary mission design,…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Jannik Graebner , Ryne Beeson

A class of exact penalty-type local search methods for optimal control problems with nonsmooth cost functional, nonsmooth (but continuous) dynamics, and nonsmooth state and control constraints is presented, in which the the penalty…

Optimization and Control · Mathematics 2023-02-21 M. V. Dolgopolik

The paper describes a continuous second-variation algorithm to solve optimal control problems where the control is defined on a closed set. A second order expansion of a Lagrangian provides linear updates of the control to construct a…

Optimization and Control · Mathematics 2011-09-27 Joris T. Olympio

We propose a method to enhance 3D Gaussian Splatting (3DGS)~\cite{Kerbl2023}, addressing challenges in initialization, optimization, and density control. Gaussian Splatting is an alternative for rendering realistic images while supporting…

Computer Vision and Pattern Recognition · Computer Science 2025-07-02 Xingjun Wang , Lianlei Shan

In this paper, we consider two distinct challenges in the resolution of nonsmooth stochastic optimization. Of these, the first pertains to the pronounced dependence of dimension in Gaussian smoothing-enabled zeroth-order schemes, impeding…

Optimization and Control · Mathematics 2026-04-20 Mingrui Wang , Prakash Chakraborty , Uday V. Shanbhag

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

We present an analysis and numerical study of an optimal control problem for the Landau-de Gennes (LdG) model of nematic liquid crystals (LCs), which is a crucial component in modern technology. They exhibit long range orientational order…

Optimization and Control · Mathematics 2023-04-14 Thomas M. Surowiec , Shawn W. Walker

Introducing flexibility in the time-discretisation mesh can improve convergence and computational time when solving differential equations numerically, particularly when the solutions are discontinuous, as commonly found in control problems…

Optimization and Control · Mathematics 2023-06-27 Lucian Nita , Eduardo M. G. Vila , Marta A. Zagorowska , Eric C. Kerrigan , Yuanbo Nie , Ian McInerney , Paola Falugi