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This paper presents a constrained adaptive dynamic programming (CADP) algorithm to solve general nonlinear nonaffine optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Jingliang Duan , Zhengyu Liu , Shengbo Eben Li , Qi Sun , Zhenzhong Jia , Bo Cheng

Physics and equality constrained artificial neural networks (PECANN) are grounded in methods of constrained optimization to properly constrain the solution of partial differential equations (PDEs) with their boundary and initial conditions…

Machine Learning · Computer Science 2023-07-18 Shamsulhaq Basir , Inanc Senocak

In this work, we consider an optimal control problem subject to a nonlinear PDE constraint and apply it to the regularized $p$-Laplace equation. To this end, a reduced unconstrained optimization problem in terms of the control variable is…

Numerical Analysis · Mathematics 2020-06-29 Bernhard Endtmayer , Ulrich Langer , Ira Neitzel , Winnifried Wollner , Thomas Wick

We present PFNN, a penalty-free neural network method, to efficiently solve a class of second-order boundary-value problems on complex geometries. To reduce the smoothness requirement, the original problem is reformulated to a weak form so…

Numerical Analysis · Mathematics 2021-02-03 Hailong Sheng , Chao Yang

The performance of trained neural networks is robust to harsh levels of pruning. Coupled with the ever-growing size of deep learning models, this observation has motivated extensive research on learning sparse models. In this work, we focus…

Machine Learning · Computer Science 2022-11-29 Jose Gallego-Posada , Juan Ramirez , Akram Erraqabi , Yoshua Bengio , Simon Lacoste-Julien

In the multiple changepoint setting, various search methods have been proposed which involve optimising either a constrained or penalised cost function over possible numbers and locations of changepoints using dynamic programming. Such…

Computation · Statistics 2014-12-12 Kaylea Haynes , Idris A. Eckley , Paul Fearnhead

Finding shortest paths in a given network (e.g., a computer network or a road network) is a well-studied task with many applications. We consider this task under the presence of an adversary, who can manipulate the network by perturbing its…

Social and Information Networks · Computer Science 2021-07-08 Benjamin A. Miller , Zohair Shafi , Wheeler Ruml , Yevgeniy Vorobeychik , Tina Eliassi-Rad , Scott Alfeld

Neuromorphic neural network processors, in the form of compute-in-memory crossbar arrays of memristors, or in the form of subthreshold analog and mixed-signal ASICs, promise enormous advantages in compute density and energy efficiency for…

Machine Learning · Computer Science 2022-06-14 Julian Büchel , Fynn Faber , Dylan R. Muir

Solving general high-dimensional partial differential equations (PDE) is a long-standing challenge in numerical mathematics. In this paper, we propose a novel approach to solve high-dimensional linear and nonlinear PDEs defined on arbitrary…

Numerical Analysis · Mathematics 2020-04-22 Yaohua Zang , Gang Bao , Xiaojing Ye , Haomin Zhou

We consider a weak adversarial network approach to numerically solve a class of inverse problems, including electrical impedance tomography and dynamic electrical impedance tomography problems. We leverage the weak formulation of PDE in the…

Numerical Analysis · Mathematics 2020-12-02 Gang Bao , Xiaojing Ye , Yaohua Zang , Haomin Zhou

This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Wenqian Xue , Yi Jiang , Frank L. Lewis , Bosen Lian

We develop two new proximal alternating penalty algorithms to solve a wide range class of constrained convex optimization problems. Our approach mainly relies on a novel combination of the classical quadratic penalty, alternating…

Optimization and Control · Mathematics 2018-09-20 Quoc Tran-Dinh

In this paper, we focus on a class of constrained nonlinear optimization problems (NLP), where some of its equality constraints define a closed embedded submanifold $\mathcal{M}$ in $\mathbb{R}^n$. Although NLP can be solved directly by…

Optimization and Control · Mathematics 2023-04-05 Nachuan Xiao , Xin Liu , Kim-Chuan Toh

The rise of computer vision applications in the real world puts the security of the deep neural networks at risk. Recent works demonstrate that convolutional neural networks are susceptible to adversarial examples - where the input images…

Computer Vision and Pattern Recognition · Computer Science 2024-08-22 Sina Hajer Ahmadi , Hassan Bahrami

In this paper, we study a variant of the quadratic penalty method for linearly constrained convex problems, which has already been widely used but actually lacks theoretical justification. Namely, the penalty parameter steadily increases…

Numerical Analysis · Mathematics 2017-11-30 Huan Li , Cong Fang , Zhouchen Lin

In recent years, information relaxation and duality in dynamic programs have been studied extensively, and the resulted primal-dual approach has become a powerful procedure in solving dynamic programs by providing lower-upper bounds on the…

Optimization and Control · Mathematics 2016-10-26 Helin Zhu , Fan Ye , Enlu Zhou

In this paper, we propose a penalty dual-primal augmented lagrangian method for solving convex minimization problems under linear equality or inequality constraints. The proposed method combines a novel penalty technique with updates the…

Optimization and Control · Mathematics 2023-05-09 Jie Liu , Xiaoqing Ou , Jiawei Chen

In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…

Optimization and Control · Mathematics 2017-06-05 Thomas Carraro , Simon Dörsam , Stefan Frei , Daniel Schwarz

In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…

Optimization and Control · Mathematics 2023-09-12 Yeming Xu , Ziyuan Guo , Hongxia Wang , Huanshui Zhang

Personalization is becoming an important feature in many predictive applications. We introduce a penalized regression method implementing personalization inherently in the penalty. Personalized angle (PAN) regression constructs regression…

Methodology · Statistics 2020-01-30 Kristoffer H. Hellton