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In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length $\delta$, the so called refraction period. This prevents the optimal exercise times…

Pricing of Securities · Quantitative Finance 2013-10-17 Sören Christensen , Albrecht Irle , Stephan Jürgens

Accelerated coordinate descent is widely used in optimization due to its cheap per-iteration cost and scalability to large-scale problems. Up to a primal-dual transformation, it is also the same as accelerated stochastic gradient descent…

Optimization and Control · Mathematics 2016-05-30 Zeyuan Allen-Zhu , Zheng Qu , Peter Richtárik , Yang Yuan

Vibrating systems can respond to an infinite number of initial conditions and the overall dynamics of the system can be strongly affected by them. Therefore, it is of practical importance to have methods by which we can determine the…

Classical Physics · Physics 2025-04-08 Karlo Lelas

We study a finite-time cyclic copy protocol that creates persisting correlations between a memory and a data bit. The average work to copy the two states of the data bit consists of the mutual information created between the memory and data…

Statistical Mechanics · Physics 2025-04-09 Daan Mulder , Pieter Rein ten Wolde , Thomas E. Ouldridge

Vehicle-infrastructure communication opens up new ways to improve traffic flow efficiency at signalized intersections. In this study, we assume that equipped vehicles can obtain information about switching times of relevant traffic lights…

Physics and Society · Physics 2014-08-26 Martin Treiber , Arne Kesting

This is the first part of a general description in terms of mass transport for time-evolving interacting particles systems, at a mesoscopic level. Beyond kinetic theory, our framework naturally applies in biology, computer vision, and…

Analysis of PDEs · Mathematics 2025-08-12 Giovanni Brigati , Jan Maas , Filippo Quattrocchi

In this paper we address the speed planning problem for a vehicle over an assigned path with the aim of minimizing a weighted sum of travel time and energy consumption under suitable constraints (maximum allowed speed, maximum traction or…

Optimization and Control · Mathematics 2025-07-22 Stefano Ardizzoni , Luca Consolini , Mattia Laurini , Marco Locatelli

In dual decomposition, the dual to an optimization problem with a specific structure is solved in distributed fashion using (sub)gradient and recently also fast gradient methods. The traditional dual decomposition suffers from two main…

Optimization and Control · Mathematics 2014-04-08 Pontus Giselsson

Many enhanced sampling techniques rely on the identification of a number of collective variables that describe all the slow modes of the system. By constructing a bias potential in this reduced space one is then able to sample efficiently…

Computational Physics · Physics 2019-03-05 Michele Invernizzi , Michele Parrinello

We solve the problem concerning a time optimal return of a particle with a prescribed velocity to the origin by applying a magnitude-bounded force. The equations of controlled motion are derived and explicitly integrated, and the optimal…

Optimization and Control · Mathematics 2008-11-20 Aleksandr Koshelev

The first part of this paper contains a brief introduction to conservation law models of traffic flow on a network of roads. Globally optimal solutions and Nash equilibrium solutions are reviewed, with several groups of drivers sharing…

Analysis of PDEs · Mathematics 2019-01-18 Alberto Bressan , Yucong Huang

Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality, monotonicity and so on). For scalability, we require fast…

Databases · Computer Science 2007-05-23 Daniel Lemire

Due to geometrical errors and possible misalignment of the sensors, wheel speed measurements provided by incremental encoders in road vehicles are usually affected by significant periodic noises. This paper presents an online wheel speed…

Systems and Control · Computer Science 2016-10-06 Gianmarco Rallo , Simone Formentin , Sergio Matteo Savaresi

We suppose that performance is a random variable whose expectation is related to training inputs, and we study four performance measures in a statistical model that relates performance to training. Our aim is to carry out a robust…

Applications · Statistics 2019-02-07 Phil Scarf , Mansour Shrahili , Naif Alotaibi , Simon Jobson , Louis Passfield

We extend the classical LWR traffic model allowing different maximal speeds to different vehicles. Then, we add a uniform bound on the traffic speed. The result, presented in this paper, is a new macro- scopic model displaying 2 phases,…

Analysis of PDEs · Mathematics 2009-09-16 Rinaldo M. Colombo , Francesca Marcellini , Michel Rascle

This work presents a new modeling approach to macroscopic, polycrystalline elasto-plasticity starting from first principles and a few well-defined structural assumptions, incorporating the mildly rate-dependent (viscous) nature of plastic…

Materials Science · Physics 2015-12-21 Filip Rindler

Coordinate descent methods employ random partial updates of decision variables in order to solve huge-scale convex optimization problems. In this work, we introduce new adaptive rules for the random selection of their updates. By adaptive,…

Machine Learning · Computer Science 2017-03-08 Dmytro Perekrestenko , Volkan Cevher , Martin Jaggi

In this work, we present a method for minimizing the time required for a redundant dual-arm robot to follow a desired relative Cartesian path at constant path speed by optimizing its joint trajectories, subject to position, velocity, and…

Robotics · Computer Science 2025-06-05 Jonathan Fried , Santiago Paternain

Bike-sharing transportation systems have been well studied from a top-down viewpoint, either for an optimal conception of the system, or for a better statistical understanding of their working mechanisms in the aim of the optimization of…

Multiagent Systems · Computer Science 2016-05-31 Juste Raimbault

We introduce a new restarting scheme for a continuous inertial dynamics with Hessian driven-damping, and establish a linear convergence rate for the function values along the restarted trajectories. The proposed routine is implemented…

Optimization and Control · Mathematics 2026-04-13 Juan José Maulén , Huiyuan Guo , Juan Peypouquet