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This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…

Optimization and Control · Mathematics 2025-12-12 Chenglong Bao , Yancheng Yuan , Shulan Zhu

We analyze a convex stochastic optimization problem where the state is assumed to belong to the Bochner space of essentially bounded random variables with images in a reflexive and separable Banach space. For this problem, we obtain…

Optimization and Control · Mathematics 2022-09-21 Caroline Geiersbach , Winnifried Wollner

This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal…

Optimization and Control · Mathematics 2013-08-28 AbdulRahman Al-Hussein

Large infrastructure networks (e.g. for transportation and power distribution) require constant monitoring for failures, congestion, and other adversarial events. However, assigning a sensor to every link in the network is often infeasible…

Signal Processing · Electrical Eng. & Systems 2024-01-08 Arnav Burudgunte , Arlei Silva

We study optimal sensor placement for Bayesian state estimation problems in which sensors vary in cost and fidelity, resulting in a budget-constrained multifidelity optimal experimental design problem. Sensor placement optimality is…

Numerical Analysis · Mathematics 2026-02-10 Gabriela Ramon , Geena Sarnoski , Vasishta Tumuluri , Hugo Díaz , Arvind K. Saibaba

Perceiving the global field from sparse sensors has been a grand challenge in the monitoring, analysis, and design of physical systems. In this context, sensor placement optimization is a crucial issue. Most existing works require large and…

Machine Learning · Computer Science 2024-09-30 Xu Liu , Wen Yao , Wei Peng , Zhuojia Fu , Zixue Xiang , Xiaoqian Chen

We consider an optimal control problem subject to a semilinear elliptic PDE together with its variational discretization. We provide a condition which allows to decide whether a solution of the necessary first order conditions is a global…

Optimization and Control · Mathematics 2015-03-25 Ahmad Ahmad Ali , Klaus Deckelnick , Michael Hinze

We consider the problem of estimating the states of weakly coupled linear systems from sampled measurements. We assume that the total capacity available to the sensors to transmit their samples to a network manager in charge of the…

Systems and Control · Computer Science 2016-10-25 Xudong Chen , M. -A. Belabbas , Tamer Basar

In recent years, semidefinite relaxations of common optimization problems in robotics have attracted growing attention due to their ability to provide globally optimal solutions. In many cases, it was shown that specific handcrafted…

Robotics · Computer Science 2024-10-03 Frederike Dümbgen , Connor Holmes , Ben Agro , Timothy D. Barfoot

We study nonlinear singular optimal control problems of port-Hamil-tonian (descriptor) systems. We employ general control-affine cost functionals that include as a special case the energy supplied to the system. We first derive optimality…

Optimization and Control · Mathematics 2025-11-27 M. Soledad Aronna , Volker Mehrmann

In this paper, given a linear system of equations A x = b, we are finding locations in the plane to place objects such that sending waves from the source points and gathering them at the receiving points solves that linear system of…

Numerical Analysis · Mathematics 2021-02-16 Kthim Imeri

We consider the problem of designing optimal $M \times N$ ($M \leq N$) sensing matrices which minimize the maximum condition number of all the submatrices of $K$ columns. Such matrices minimize the worst-case estimation errors when only $K$…

Information Theory · Computer Science 2012-06-04 Hema Kumari Achanta , Soura Dasgupta , Weiyu Xu

In this paper, we discuss optimality conditions for optimization problems involving random state constraints, which are modeled in probabilistic or almost sure form. While the latter can be understood as the limiting case of the former, the…

Optimization and Control · Mathematics 2024-01-17 Caroline Geiersbach , René Henrion

The facility location problem is widely used for summarizing large datasets and has additional applications in sensor placement, image retrieval, and clustering. One difficulty of this problem is that submodular optimization algorithms…

Machine Learning · Statistics 2017-03-09 Erik M. Lindgren , Shanshan Wu , Alexandros G. Dimakis

Optimal experimental design (OED) is the general formalism of sensor placement and decisions about the data collection strategy for engineered or natural experiments. This approach is prevalent in many critical fields such as battery…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Emil Constantinescu

A classic problem is the estimation of a set of parameters from measurements collected by only a few sensors. The number of sensors is often limited by physical or economical constraints and their placement is of fundamental importance to…

Information Theory · Computer Science 2015-06-16 Juri Ranieri , Amina Chebira , Martin Vetterli

The necessity to find the global optimum of multiextremal functions arises in many applied problems where finding local solutions is insufficient. One of the desirable properties of global optimization methods is \emph{strong homogeneity}…

Optimization and Control · Mathematics 2018-01-17 Yaroslav D. Sergeyev , Dmitri E. Kvasov , Marat S. Mukhametzhanov

In a physical design problem, the designer chooses values of some physical parameters, within limits, to optimize the resulting field. We focus on the specific case in which each physical design parameter is the ratio of two field…

Optimization and Control · Mathematics 2020-02-19 Guillermo Angeris , Jelena Vučković , Stephen Boyd

A new method for optimal sensor placement based on variable importance of machine learned models is proposed. With its simplicity, adaptivity, and low computational cost, the method offers many advantages over existing approaches. The new…

Fluid Dynamics · Physics 2017-02-02 Richard Semaan

The small amount of measurements in distribution grids makes their monitoring more difficult. Topological observability may not be possible, and thus, pseudo-measurements are needed to perform state estimation, which is required to control…

Systems and Control · Computer Science 2019-07-24 Miguel Picallo , Adolfo Anta , Bart De Schutter
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