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This paper proposes an algorithm that combines Fast Moving Horizon Parameter Estimation and Model Predictive Control subject to an observability constraint designed to ensure a lower bound on the performance of the parameter estimator.…

Optimization and Control · Mathematics 2023-03-27 Emilien Flayac , Girish Nair , Iman Shames

We consider the problem of active learning in the context of spatial sampling for level set estimation (LSE), where the goal is to localize all regions where a function of interest lies above/below a given threshold as quickly as possible.…

Machine Learning · Computer Science 2025-07-24 Phillip Kearns , Bruno Jedynak , John Lipor

This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors. The widely adopted distributed gradient method in solving…

Optimization and Control · Mathematics 2025-08-19 Yeming Xu , Ziyuan Guo , Kaihong Lu , Huanshui Zhang

In this work, we present an efficient approach for the spatial and temporal discretization of the nonlocal Allen-Cahn equation, which incorporates various double-well potentials and an integrable kernel, with a particular focus on a…

Numerical Analysis · Mathematics 2024-10-10 Olena Burkovska , Ilyas Mustapha

Accurate disturbance estimation is essential for safe robot operations. The recently proposed neural moving horizon estimation (NeuroMHE), which uses a portable neural network to model the MHE's weightings, has shown promise in further…

Robotics · Computer Science 2024-03-08 Bingheng Wang , Xuyang Chen , Lin Zhao

To solve the Cahn-Hilliard equation numerically, a new time integration algorithm is proposed, which is based on a combination of the Eyre splitting and the local iteration modified (LIM) scheme. The latter is employed to tackle the…

Numerical Analysis · Mathematics 2024-09-27 M. A. Botchev , I. A. Fahurdinov , E. B. Savenkov

Many problems of interest for cyber-physical network systems can be formulated as Mixed-Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithmic framework to solve…

Optimization and Control · Mathematics 2019-06-05 Andrea Testa , Alessandro Rucco , Giuseppe Notarstefano

We present an approximate method for solving nonlinear control problems over long time horizons, in which the full nonlinear model is preserved over an initial part of the horizon, while the remainder of the horizon is modeled using a…

Optimization and Control · Mathematics 2019-12-20 Benjamin Flamm , Annika Eichler , Joseph Warrington , John Lygeros

We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system…

Numerical Analysis · Mathematics 2015-02-24 S. Blanes , F. Casas , A. Murua

We present an optimization-based approach to radiation treatment planning over time. Our approach formulates treatment planning as an optimal control problem with nonlinear patient health dynamics derived from the standard linear-quadratic…

Medical Physics · Physics 2022-05-17 Anqi Fu , Lei Xing , Stephen Boyd

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

In this paper, we propose time-discounted schemes for full information estimation (FIE) and moving horizon estimation (MHE) that are robustly globally asymptotically stable (RGAS). We consider general nonlinear system dynamics with…

Systems and Control · Electrical Eng. & Systems 2023-01-20 Sven Knuefer , Matthias A. Mueller

In a recent work, we proposed a graph-based manifold learning scheme for the nonlinear Galerkin-reduction of quasi-static solid mechanical problems [1]. The resulting nonlinear approximation spaces can closely and flexibly represent…

Computational Engineering, Finance, and Science · Computer Science 2025-09-01 Erik Faust , Lisa Scheunemann

We consider a moving horizon estimation (MHE) scheme involving a discounted least squares objective for general nonlinear continuous-time systems. Provided that the system is detectable (incrementally integral input/output-to-state stable,…

Systems and Control · Electrical Eng. & Systems 2024-02-01 Julian D. Schiller , Matthias A. Müller

Continuum robots, made from flexible materials with continuous backbones, have several advantages over traditional rigid robots. Some of them are the ability to navigate through narrow or confined spaces, adapt to irregular or changing…

Robotics · Computer Science 2023-08-09 Hend Abdelaziz , Ayman Nada , Hiroyuki Ishii , Haitham El-Hussieny

In control and engineering community, models generally contain a number of parameters which are unknown or roughly known. A complete knowledge of these parameters is critical to describe and analyze the dynamics of the system. This paper…

Optimization and Control · Mathematics 2015-01-30 Fei Sun , Kamran Turkoglu

The nonlinear gyrokinetic equations describe plasma turbulence in laboratory and astrophysical plasmas. To solve these equations, massively parallel codes have been developed and run on present-day supercomputers. This paper describes…

Computational Physics · Physics 2014-03-31 H. Doerk , F. Jenko

We introduce a new technique to optimize a linear cost function subject to a one-dimensional affine homogeneous quadratic integral inequality, i.e., the requirement that a homogeneous quadratic integral functional, affine in the…

Optimization and Control · Mathematics 2017-12-12 Giovanni Fantuzzi , Andrew Wynn , Paul Goulart , Antonis Papachristodoulou

We show how the Hamiltonian Monte Carlo algorithm can sometimes be speeded up by "splitting" the Hamiltonian in a way that allows much of the movement around the state space to be done at low computational cost. One context where this is…

Computation · Statistics 2012-07-17 Babak Shahbaba , Shiwei Lan , Wesley O. Johnson , Radford M. Neal

As one kind important phase field equations, Cahn-Hilliard equations contain spatial high order derivatives, strong nonlinearities, and even singularities. When using the physics informed neural network (PINN) to simulate the long time…

Numerical Analysis · Mathematics 2024-04-30 Huang Qiumei , Ma Jiaxuan , Xu Zhen
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