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The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…

Numerical Analysis · Mathematics 2021-10-15 Fabio Nobile , Tommaso Vanzan

We present a new approach to discretizing shape optimization problems that generalizes standard moving mesh methods to higher-order mesh deformations and that is naturally compatible with higher-order finite element discretizations of…

Numerical Analysis · Mathematics 2017-06-13 A. Paganini , F. Wechsung , P. E. Farrell

We study model predictive control for singular differential-algebraic equations with higher index. This is a novelty when compared to the literature where only regular differential-algebraic equations with additional assumptions on the…

Optimization and Control · Mathematics 2022-02-08 Achim Ilchmann , Jonas Witschel , Karl Worthmann

Method-of-lines discretizations are demanding test problems for stiff integration methods. However, for PDE problems with known analytic solution the presence of space discretization errors or the need to use codes to compute reference…

Numerical Analysis · Mathematics 2023-05-24 Jens Lang , Bernhard A. Schmitt

This article is concerned with the nonconforming finite element method for distributed elliptic optimal control problems with pointwise constraints on the control and gradient of the state variable. We reduce the minimization problem into a…

Numerical Analysis · Mathematics 2021-12-13 Kamana Porwal , Pratibha Shakya

We derive a-priori error estimates for the finite-element approximation of a distributed optimal control problem governed by the steady one-dimensional Burgers equation with pointwise box constraints on the control. Here the approximation…

Optimization and Control · Mathematics 2014-11-18 Pedro Martín Merino Rosero

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

Optimization and Control · Mathematics 2025-10-17 Michael Kartmann , Stefan Volkwein

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…

Machine Learning · Computer Science 2020-10-26 Sean R. Sinclair , Tianyu Wang , Gauri Jain , Siddhartha Banerjee , Christina Lee Yu

We consider an optimal control problem governed by a one-dimensional elliptic equation that involves univariate functions of bounded variation as controls. For the discretization of the state equation we use linear finite elements and for…

Optimization and Control · Mathematics 2019-06-18 Dominik Hafemeyer , Florian Mannel , Ira Neitzel , Boris Vexler

We consider both discrete and continuous control problems constrained by a fixed budget of some resource, which may be renewed upon entering a preferred subset of the state space. In the discrete case, we consider both deterministic and…

Optimization and Control · Mathematics 2014-09-30 Ryo Takei , Weiyan Chen , Zachary Clawson , Slav Kirov , Alexander Vladimirsky

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

We consider a class of parameter-dependent optimal control problems of elliptic PDEs with constraints of general type on the control variable. Applying the concept of variational discretization, [4], together with techniques from the…

Optimization and Control · Mathematics 2018-08-20 Ahmad Ahmad Ali , Michael Hinze

An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

Optimization and Control · Mathematics 2026-03-18 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

We consider an unregularized optimal control problem subject to the steady-state Navier-Stokes equations. We derive the existence of optimal solutions and prove first- and second-order optimality conditions. To approximate solutions to the…

Numerical Analysis · Mathematics 2026-05-26 Francisco Fuica , Nicolai Jork

We propose in this paper a multilevel correction method to solve optimal control problems constrained by elliptic equations with the finite element method. In this scheme, solving optimization problem on the finest finite element space is…

Numerical Analysis · Mathematics 2016-08-31 Wei Gong , Hehu Xie , Ningning Yan

A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…

Probability · Mathematics 2018-06-11 Martin G. Vieten , Richard H. Stockbridge

The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…

Optimization and Control · Mathematics 2021-03-17 Tan H. Cao , Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

We discretize a risk-neutral optimal control problem governed by a linear elliptic partial differential equation with random inputs using a Monte Carlo sample-based approximation and a finite element discretization, yielding finite…

Optimization and Control · Mathematics 2023-11-10 Johannes Milz

To ensure preservation of local or global bounds for numerical solutions of conservation laws, we constrain a baseline finite element discretization using optimization-based (OB) flux correction. The main novelty of the proposed methodology…

Numerical Analysis · Mathematics 2021-10-20 Falko Ruppenthal , Dmitri Kuzmin

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

Numerical Analysis · Mathematics 2021-09-09 Mildred Aduamoah , Benjamin D. Goddard , John W. Pearson , Jonna C. Roden