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Related papers: Deep Uzawa for PDE constrained optimisation

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We propose an optimization-informed deep neural network approach, named iUzawa-Net, aiming for the first solver that enables real-time solutions for a class of nonsmooth optimal control problems of linear partial differential equations…

Optimization and Control · Mathematics 2026-02-13 Yongcun Song , Xiaoming Yuan , Hangrui Yue , Tianyou Zeng

We introduce a deep learning-based framework for weakly enforcing boundary conditions in the numerical approximation of partial differential equations. Building on existing physics-informed neural network and deep Ritz methods, we propose…

Numerical Analysis · Mathematics 2024-11-15 Charalambos G. Makridakis , Aaron Pim , Tristan Pryer

In this work, we investigate a neural network based solver for optimal control problems (without / with box constraint) for linear and semilinear second-order elliptic problems. It utilizes a coupled system derived from the first-order…

Optimization and Control · Mathematics 2024-05-09 Yongcheng Dai , Bangti Jin , Ramesh Sau , Zhi Zhou

We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen

In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In…

Mathematical Finance · Quantitative Finance 2020-12-11 Stefan Kremsner , Alexander Steinicke , Michaela Szölgyenyi

The emergence of deep learning has stimulated a new class of PDE solvers in which the unknown solution is represented by a neural network. Within this framework, residual minimization in dual norms -- central to weak adversarial neural…

Numerical Analysis · Mathematics 2025-12-08 Emin Benny-Chacko , Ignacio Brevis , Luis Espath , Kristoffer G. van der Zee

We provide an a priori analysis of collocation methods for solving elliptic boundary value problems. They begin with information in the form of point values of the data and utilize only this information to numerically approximate the…

Numerical Analysis · Mathematics 2025-01-08 Andrea Bonito , Ronald DeVore , Guergana Petrova , Jonathan W. Siegel

We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…

Computational Physics · Physics 2025-11-20 Zhexian Li , Felipe de Barros , Ketan Savla

Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Yiming Meng , Ruikun Zhou , Amartya Mukherjee , Maxwell Fitzsimmons , Christopher Song , Jun Liu

In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…

Optimization and Control · Mathematics 2019-08-14 Xiaotong Chen , Xiaoliang Song , Zixuan Chen , Bo Yu

This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…

Optimization and Control · Mathematics 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

We consider an abstract framework for the numerical solution of optimal control problems (OCPs) subject to partial differential equations (PDEs). Examples include not only the distributed control of elliptic PDEs such as the Poisson…

Numerical Analysis · Mathematics 2025-05-27 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…

Numerical Analysis · Mathematics 2021-05-28 Boris N. Khoromskij , Britta Schmitt , Volker Schulz

In this paper, we analyze the convergence of several discretize-then-optimize algorithms, based on either a second-order or a fourth-order finite difference discretization, for solving elliptic PDE-constrained optimization or optimal…

Numerical Analysis · Mathematics 2018-08-14 Jun Liu , Zhu Wang

In recent years, deep learning has been connected with optimal control as a way to define a notion of a continuous underlying learning problem. In this view, neural networks can be interpreted as a discretization of a parametric Ordinary…

Optimization and Control · Mathematics 2020-07-07 Joubine Aghili , Olga Mula

Inspired by applications in optimal control of semilinear elliptic partial differential equations and physics-integrated imaging, differential equation constrained optimization problems with constituents that are only accessible through…

Optimization and Control · Mathematics 2020-08-26 Guozhi Dong , Michael Hintermueller , Kostas Papafitsoros

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 propose and analyze a numerical algorithm for solving a class of optimal control problems for learning-informed semilinear partial differential equations. The latter is a class of PDEs with constituents that are in principle unknown and…

Optimization and Control · Mathematics 2022-10-17 Guozhi Dong , Michael Hintermüller , Kostas Papafitsoros

We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second oder operator; control constraints are considered. Since these…

Numerical Analysis · Mathematics 2016-07-08 Enrique Otarola
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