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We consider model-based derivative-free optimization (DFO) for large-scale problems, based on iterative minimization in random subspaces. We provide the first worst-case complexity bound for such methods for convergence to approximate…

Optimization and Control · Mathematics 2024-12-20 Coralia Cartis , Lindon Roberts

One of the principal barriers in developing accurate and tractable predictive models in turbulent flows with a large number of species is to track every species by solving a separate transport equation, which can be computationally…

Computational Engineering, Finance, and Science · Computer Science 2021-05-19 Donya Ramezanian , Arash G. Nouri , Hessam Babaee

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Optimization and Control · Mathematics 2023-11-20 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

We consider multistage stochastic optimization problems involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. We present a mix of spatial and temporal decompositions to tackle such…

Optimization and Control · Mathematics 2021-06-18 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , François Pacaud

In this paper, we develop an optimal control framework for dynamical systems when only an approximate model of the underlying plant is available. We consider a setting in which the control strategy is synthesized using a model-based optimal…

Optimization and Control · Mathematics 2026-01-16 Andreas A. Malikopoulos

Time-jerk optimal trajectory planning is crucial in advancing robotic arms' performance in dynamic tasks. Traditional methods rely on solving complex nonlinear programming problems, bringing significant delays in generating optimized…

Robotics · Computer Science 2024-03-27 Beibei Zhang , Tian Xiang , Chentao Mao , Yuhua Zheng , Shuai Li , Haoyi Niu , Xiangming Xi , Wenyuan Bai , Feng Gao

We consider numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage…

Optimization and Control · Mathematics 2024-02-16 Deepanshu Verma , Nick Winovich , Lars Ruthotto , Bart van Bloemen Waanders

We propose three semi-decoupled algorithms for efficiently solving a four-field thermoporoelastic model. The first two algorithms adopt a sequential strategy: at the initial time step, all variables are computed simultaneously using a…

Numerical Analysis · Mathematics 2025-12-02 Ziliang Li , Mingchao Cai , Jingzhi Li , Qiang Liu

This contribution introduces a model order reduction approach for an advection-reaction problem with a parametrized reaction function. The underlying discretization uses an ultraweak formulation with an $L^2$-like trial space and an…

Numerical Analysis · Mathematics 2024-07-01 Christian Engwer , Mario Ohlberger , Lukas Renelt

Motivated by an energy efficient building application, we want to optimize a quadratic cost functional subject to the Boussinesq approximation of the Navier-Stokes equations and to bilateral state and control constraints. Since the…

Optimization and Control · Mathematics 2021-01-13 Julian Andrej , Lars Grüne , Luca Mechelli , Thomas Meurer , Simon Pirkelmann , Stefan Volkwein

Computationally cheap yet accurate dynamical models are a key requirement for real-time capable nonlinear optimization and model-based control. When given a computationally expensive high-order prediction model, a reduction to a lower-order…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Jan C. Schulze , Alexander Mitsos

This paper provides an $H_2$ optimal scheme for reducing diffusively coupled second-order systems evolving over undirected networks. The aim is to find a reduced-order model that not only approximates the input-output mapping of the…

Optimization and Control · Mathematics 2021-11-18 Lanlin Yu , Xiaodong Cheng , Jacquelien M. A. Scherpen , Junlin Xiong

In this contribution, we introduce an efficient method for solving the optimal control problem for an unconstrained nonlinear switched system with an arbitrary cost function. We assume that the sequence of the switching modes are given but…

Systems and Control · Computer Science 2017-11-08 Farbod Farshidian , Maryam Kamgarpour , Diego Pardo , Jonas Buchli

MPC (Model predictive control)-based motion planning and trajectory generation are essential in applications such as unmanned aerial vehicles, robotic manipulators, and rocket control. However, the real-time implementation of such…

Robotics · Computer Science 2025-11-11 Haotian Tan , Yuan-Hua Ni

We extend the Approximate-Proximal Point (aProx) family of model-based methods for solving stochastic convex optimization problems, including stochastic subgradient, proximal point, and bundle methods, to the minibatch and accelerated…

Optimization and Control · Mathematics 2021-01-08 Karan Chadha , Gary Cheng , John C. Duchi

This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…

Systems and Control · Computer Science 2017-09-20 Marco M. Nicotra , Dominic Liao-McPherson , Ilya V. Kolmanovsky

We present a new algorithm for model predictive control of non-linear systems with respect to multiple, conflicting objectives. The idea is to provide a possibility to change the objective in real-time, e.g.~as a reaction to changes in the…

Optimization and Control · Mathematics 2018-08-02 Sebastian Peitz , Kai Schäfer , Sina Ober-Blöbaum , Julian Eckstein , Ulrich Köhler , Michael Dellnitz

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

We investigate a simple approximation scheme, based on overlapping linear decision rules, for solving data-driven two-stage distributionally robust optimization problems with the type-$\infty$ Wasserstein ambiguity set. Our main result…

Optimization and Control · Mathematics 2020-11-05 Dimitris Bertsimas , Shimrit Shtern , Bradley Sturt

The aim in model order reduction is to approximate an input-output map described by a large-scale dynamical system with a low-dimensional and cheaper-to-evaluate reduced order model. While high fidelity can be achieved by a variety of…

Dynamical Systems · Mathematics 2023-01-04 Björn Liljegren-Sailer