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A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…

Optimization and Control · Mathematics 2021-01-26 Shuxiong Wang

Since it is difficult to implement implicit schemes on the infinite-dimensional space, we aim to develop the explicit numerical method for approximating super-linear stochastic functional differential equations (SFDEs). Precisely, borrowing…

Numerical Analysis · Mathematics 2022-08-23 Xiaoyue Li , Xuerong Mao , Guoting Song

Interpretation of Deep Neural Networks (DNNs) training as an optimal control problem with nonlinear dynamical systems has received considerable attention recently, yet the algorithmic development remains relatively limited. In this work, we…

Machine Learning · Computer Science 2021-06-14 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

In this paper we apply an augmented Lagrange method to a class of semilinear elliptic optimal control problems with pointwise state constraints. We show strong convergence of subsequences of the primal variables to a local solution of the…

Optimization and Control · Mathematics 2018-10-25 Veronika Karl , Ira Neitzel , Daniel Wachsmuth

Ill-posed linear inverse problems (ILIP), such as restoration and reconstruction, are a core topic of signal/image processing. A standard approach to deal with ILIP uses a constrained optimization problem, where a regularization function is…

Optimization and Control · Mathematics 2016-11-15 Manya V. Afonso , Jose M. Bioucas-Dias , Mario A. T. Figueiredo

This paper considers decentralized dynamic optimization problems where nodes of a network try to minimize a sequence of time-varying objective functions in a real-time scheme. At each time slot, nodes have access to different summands of an…

Optimization and Control · Mathematics 2016-03-29 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

This paper highlights a parallel between the forward backward sweeping method for optimal control and deep learning training procedures. We reformulate a classical optimal control problem, constrained by a differential equation system, into…

Optimization and Control · Mathematics 2025-04-23 Wenjing Zhang , Wandi Ding , Huaiping Zhu

The space mapping technique is used to efficiently solve complex optimization problems. It combines the accuracy of fine model simulations with the speed of coarse model optimizations to approximate the solution of the fine model…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

We propose rigorous lower and upper error bounds for neural network (NN) approximations to PDEs by efficiently computing the Riesz representations of suitable extension and restrictions of the NN residual towards geometrically simpler…

Numerical Analysis · Mathematics 2026-04-15 Lewin Ernst , Nikolaos Rekatsinas , Karsten Urban

In this paper we consider some optimal control problems governed by elliptic partial differential equations. The solution is the state variable, while the control variable is, depending on the case, the coefficient of the PDE, the…

Optimization and Control · Mathematics 2026-01-06 Giuseppe Buttazzo , Juan Casado-Díaz , Faustino Maestre

In this paper, we analyze optimal control problems governed by semilinear parabolic equations. Box constraints for the controls are imposed and the cost functional involves the state and possibly a sparsity-promoting term, but not a…

Optimization and Control · Mathematics 2022-05-18 Eduardo Casas , Mariano Mateos

We expose in a tutorial fashion the mechanisms which underlie the synthesis of optimization algorithms based on dynamic integral quadratic constraints. We reveal how these tools from robust control allow to design accelerated gradient…

Optimization and Control · Mathematics 2023-09-18 Carsten W. Scherer , Christian Ebenbauer , Tobias Holicki

We propose a novel Riemannian method for solving the Extreme multi-label classification problem that exploits the geometric structure of the sparse low-dimensional local embedding models. A constrained optimization problem is formulated as…

Optimization and Control · Mathematics 2021-10-01 Jayadev Naram , Tanmay Kumar Sinha , Pawan Kumar

This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…

Optimization and Control · Mathematics 2026-05-26 Chise Ishii , Yasushi Narushima

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

This manuscript presents a framework for using multilevel quadrature formulae to compute the solution of optimal control problems constrained by random partial differential equations. Our approach consists in solving a sequence of optimal…

Numerical Analysis · Mathematics 2025-05-19 Fabio Nobile , Tommaso Vanzan

In this paper we study an optimal control problem (OCP) associated to a linear elliptic equation {on a bounded domain $\Omega$}. The matrix-valued coefficients A of such systems is our control taken in L2 which in particular may comprise…

Optimization and Control · Mathematics 2013-06-12 Thierry Horsin , Peter I. Kogut

This work considers artificial feed-forward neural networks as parametric approximators in optimal control of discrete-time systems. Two different approaches are introduced to take polytopic input constraints into account. The first…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Lukas Markolf , Olaf Stursberg

In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren
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