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This paper examines mean field linear-quadratic-Gaussian (LQG) social optimum control with volatility-uncertain common noise. The diffusion terms in the dynamics of agents contain an unknown volatility process driven by a common noise. We…

Optimization and Control · Mathematics 2019-12-16 Jianhui Huang , Bing-Chang Wang , Jiongmin Yong

We propose a simple drop-in noise-tolerant replacement for the standard finite difference procedure used ubiquitously in blackbox optimization. In our approach, parameter perturbation directions are defined by a family of structured…

Robotics · Computer Science 2018-05-22 Krzysztof Choromanski , Atil Iscen , Vikas Sindhwani , Jie Tan , Erwin Coumans

Solving combinatorial optimization problems on current noisy quantum devices is currently being advocated for (and restricted to) binary polynomial optimization with equality constraints via quantum heuristic approaches. This is achieved…

Quantum Physics · Physics 2021-02-04 Claudio Gambella , Andrea Simonetto

Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control. Motivated by the extensive applicability of the alternating…

Optimization and Control · Mathematics 2026-03-03 Haiming Song , Jinda Yang , Yuran Yang , Jianhua Yuan

Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…

Optimization and Control · Mathematics 2021-08-11 Fengmiao Bian , Jingwei Liang , Xiaoqun Zhang

The purpose of this paper is to close the remaining gaps in the understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of…

Optimization and Control · Mathematics 2014-04-08 Augusto Ferrante , Lorenzo Ntogramatzidis

This paper investigates a new class of non-convex optimization, which provides a unified framework for linear precoding in single/multi-user multiple-input multiple-output (MIMO) channels with arbitrary input distributions. The new…

Signal Processing · Electrical Eng. & Systems 2020-04-08 Juening Jin , Yahong Rosa~Zheng , Wen Chen , Chengshan Xiao

Regional integrated energy system coupling with multienergy devices, energy storage devices, and renewable energy devices has been regarded as one of the most promising solutions for future energy systems. Planning for existing natural gas…

Systems and Control · Electrical Eng. & Systems 2021-07-01 Ang Xuan , Yang Qiu , Yang Liu , Xin Sun

In this paper, we design low correlation binary sequences favorable in wireless communication and radar applications. First, we formulate the designing problem as a nonconvex combination optimization problem with flexible correlation…

Signal Processing · Electrical Eng. & Systems 2021-10-07 Jiangtao Wang , Yongchao Wang

In this paper we focus on the unconstrained binary quadratic optimization model, maximize x^t Qx, x binary, and consider the problem of identifying optimal solutions that are robust with respect to perturbations in the Q matrix.. We are…

Artificial Intelligence · Computer Science 2017-09-25 Mark Lewis , Gary Kochenberger , John Metcalfe

This paper investigates the joint optimization of beamforming and antenna positions in fluid antenna system (FAS)-aided anti-jamming communications. We consider a multi-user multiple-input multiple-output downlink scenario where multiple…

Signal Processing · Electrical Eng. & Systems 2026-04-14 Yifan Guo , Junshan Luo , Shilian Wang , Zhenhai Xu

This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…

Robotics · Computer Science 2021-03-23 Viet-Anh Le , Linh Nguyen , Truong X. Nghiem

Regularized estimation of quantitative ultrasound (QUS) parameters, such as attenuation and backscatter coefficients, has gained research interest. Recently, the alternating direction method of multipliers (ADMM) has been applied…

Signal Processing · Electrical Eng. & Systems 2026-01-29 Ali K. Z. Tehrani , Hassan Rivaz , Ivan M. Rosado-Mendez

We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of…

Optimization and Control · Mathematics 2020-04-21 Hermann Mena , Lena-Maria Pfurtscheller , Matthias Voigt

The alternating direction method of multipliers (ADMM) proposed by Glowinski and Marrocco is a benchmark algorithm for two-block separable convex optimization problems with linear equality constraints. It has been modified, specified, and…

Optimization and Control · Mathematics 2021-07-15 Bingsheng He , Shengjie Xu , Xiaoming Yuan

The purpose of this paper is to present a theoretic and numerical study of utilizing squeezing and phase shift in coherent feedback control of linear quantum optical systems. A quadrature representation with built-in phase shifters is…

Quantum Physics · Physics 2012-06-19 Guofeng Zhang , Heung Wing Joseph Lee , Bo Huang , Hu Zhang

This paper proposes a novel multi-objective control framework for linear time-invariant systems in which performance and robustness can be achieved in a complementary way instead of a trade-off. In particular, a state-space solution is…

Systems and Control · Electrical Eng. & Systems 2024-11-14 Jiapeng Xu , Xiang Chen , Ying Tan , Kemin Zhou

We present a novel augmented Lagrangian (AL) preconditioner for the solution of linear systems arising from finite element discretizations of elliptic interface problems with jump coefficients. The method is based on the Fictitious Domain…

Numerical Analysis · Mathematics 2026-03-16 Michele Benzi , Marco Feder , Luca Heltai , Federica Mugnaioni

This paper presents a distributed optimization algorithm tailored to solve optimization problems arising in smart grids. In detail, we propose a variant of the Augmented Lagrangian based Alternating Direction Inexact Newton (ALADIN) method,…

Systems and Control · Electrical Eng. & Systems 2020-04-06 Yuning Jiang , Philipp Sauerteig , Boris Houska , Karl Worthmann

The Quantum Alternating Operator Ansatz (QAOA) represents a branch of quantum algorithms for solving combinatorial optimization problems. A specific variant, the Grover-Mixer Quantum Alternating Operator Ansatz (GM-QAOA), ensures uniform…

Quantum Physics · Physics 2024-05-27 Ningyi Xie , Jiahua Xu , Tiejin Chen , Xinwei Lee , Yoshiyuki Saito , Nobuyoshi Asai , Dongsheng Cai
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