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We consider an optimization problem related to semi-active damping of vibrating systems. The main problem is to determine the best damping matrix able to minimize influence of the input on the output of the system. We use a minimization…

Dynamical Systems · Mathematics 2017-07-07 Zoran Tomljanović , Christopher Beattie , Serkan Gugercin

We study a tensor optimal transport (TOT) problem for $d\ge 2$ discrete measures. This is a linear programming problem on $d$-tensors. We introduces an interior point method (ipm) for $d$-TOT with a corresponding barrier function. Using a…

Optimization and Control · Mathematics 2023-10-31 Shmuel Friedland

Compression aims to reduce the size of an input, while maintaining its relevant properties. For multi-parameter persistent homology, compression is a necessary step in any computational pipeline, since standard constructions lead to large…

Algebraic Topology · Mathematics 2022-08-17 Ulderico Fugacci , Michael Kerber , Alexander Rolle

In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…

Optimization and Control · Mathematics 2023-11-27 Stephan Dempe , Markus Friedemann , Felix Harder , Patrick Mehlitz , Gerd Wachsmuth

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

Numerical Analysis · Mathematics 2021-03-26 Stefania Bellavia , Jacek Gondzio , Margherita Porcelli

This paper considers the distributed robust suboptimal consensus control problem of linear multi-agent systems, with both H2 and H_infty performance requirements. A novel two-step complementary design approach is proposed. In the first…

Systems and Control · Electrical Eng. & Systems 2022-04-15 Zhongkui Li , Junjie Jiao , Xiang Chen

In this paper, we investigate the optimal $\mathcal{H}_2$ model reduction problem for single-input single-output (SISO) continuous-time linear time-invariant (LTI) systems. A semi-definite relaxation (SDR) approach is proposed to determine…

Optimization and Control · Mathematics 2025-08-26 Wenshan Zhu , Imad Jaimoukha

The growing demand for solving large-scale, data-intensive linear and conic optimization problems, particularly in applications such as artificial intelligence and machine learning, has highlighted the limitations of classical interior…

In this paper, we consider the optimal coordination of automated vehicles at intersections under fixed crossing orders. We formulate the problem using direct optimal control and exploit the structure to construct a semi-distributed…

Systems and Control · Electrical Eng. & Systems 2021-11-22 Robert Hult , Mario Zanon , Sebastien Gros , Paolo Falcone

The primal-dual interior point method (IPM) is widely regarded as the most efficient IPM variant for linear optimization. In this paper, we demonstrate that the improved stability of the pure primal IPM can allow speedups relative to a…

Optimization and Control · Mathematics 2024-11-26 Wenzhi Gao , Huikang Liu , Yinyu Ye , Madeleine Udell

We present two quantum interior point methods for semidefinite optimization problems, building on recent advances in quantum linear system algorithms. The first scheme, more similar to a classical solution algorithm, computes an inexact…

Quantum Physics · Physics 2023-09-13 Brandon Augustino , Giacomo Nannicini , Tamás Terlaky , Luis F. Zuluaga

Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems faster than conventional supercomputers. Several researchers proposed quantum computing…

Quantum Physics · Physics 2023-02-14 Mohammadhossein Mohammadisiahroudi , Ramin Fakhimi , Tamás Terlaky

Conventional robust H2/H-infinity control minimizes the worst-case performance, often leading to a conservative design driven by very rare parametric configurations. To reduce this conservatism while taking advantage of the stochastic…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Ervan Kassarian , Francesco Sanfedino , Daniel Alazard , Andrea Marrazza

This paper studies the problem of frequency regulation in power grids, while maximizing the social welfare. Two price-based controllers are proposed; the first one an internal-model-based controller and the second one based on a continuous…

Optimization and Control · Mathematics 2015-09-25 Tjerk Stegink , Claudio De Persis , Arjan van der Schaft

This paper deals with the H2 suboptimal state containment control problem for homogeneous linear multi-agent systems and the H2 suboptimal output containment control problem for heterogeneous linear multi-agent systems. For both problems,…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Yuan Gao , Junjie Jiao , Zhongkui Li , Sandra Hirche

This paper investigates the H2 and H-infinity suboptimal distributed filtering problems for continuous time linear systems. Consider a linear system monitored by a number of filters, where each of the filters receives only part of the…

Optimization and Control · Mathematics 2020-02-10 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

Differential Dynamic Programming (DDP) is one of the indirect methods for solving an optimal control problem. Several extensions to DDP have been proposed to add stagewise state and control constraints, which can mainly be classified as…

Optimization and Control · Mathematics 2024-09-19 Siddharth Prabhu , Srinivas Rangarajan , Mayuresh Kothare

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

Time-optimal control for high-order chain-of-integrators systems with full state constraints and arbitrarily given terminal states remains a challenging problem in the optimal control theory domain, yet to be resolved. To enhance further…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Yunan Wang , Chuxiong Hu , Zeyang Li , Shize Lin , Suqin He , Yu Zhu

To ensure the system stability of the $\bf{\mathcal{H}_{2}}$-guaranteed cost optimal decentralized control problem (ODC), an approximate semidefinite programming (SDP) problem is formulated based on the sparsity of the gain matrix of the…

Optimization and Control · Mathematics 2024-02-05 Bo Yang , Xinyuan Zhao , Xudong Li , Defeng Sun