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Solving initial value problems and boundary value problems of Linear Ordinary Differential Equations (ODEs) plays an important role in many applications. There are various numerical methods and solvers to obtain approximate solutions…

Numerical Analysis · Mathematics 2018-05-22 Wenqiang Yang , Wenyuan Wu , Robert M. Corless

We show via examples that, when solving optimal control problems, representing the optimal state and input trajectory directly using interpolation schemes may not be the best choice. Due to the lack of considerations for solution…

Optimization and Control · Mathematics 2021-12-16 Yuanbo Nie , Eric C. Kerrigan

Studies regarding the computation of Optimal Control Problems (OCPs) with terminal inequality constraint, under the frame of the Variation Evolving Method (VEM), are carried out. The attributes of equality constraints and inequality…

Systems and Control · Computer Science 2018-01-24 Sheng Zhang , Yan-Qing Chenq , Wei-Qi Qian

This paper introduces and analyses a continuous optimization approach to solve optimal control problems involving ordinary differential equations (ODEs) and tracking type objectives. Our aim is to determine control or input functions, and…

Optimization and Control · Mathematics 2024-05-09 Vicky Holfeld , Michael Burger , Claudia Schillings

Optimal Control Problems consist on the optimisation of an objective functional subjected to a set of Ordinary Differential Equations. In this work, we consider the effects on the stability of the numerical solution when this optimisation…

Optimization and Control · Mathematics 2024-01-09 Ashutosh Bijalwan , Jose J Muñoz

The Performance Estimation Problem (PEP) approach consists in computing worst-case performance bounds on optimization algorithms by solving an optimization problem: one maximizes an error criterion over all initial conditions allowed and…

Optimization and Control · Mathematics 2024-02-13 Anne Rubbens , Nizar Bousselmi , Sebastien Colla , Julien M. Hendrickx

Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…

Optimization and Control · Mathematics 2022-11-21 Lucian Nita , Eric C. Kerrigan , Eduardo M. G. Vila , Yuanbo Nie

Appropriate time discretization is crucial for real-time applications of numerical optimal control, such as nonlinear model predictive control. However, if the discretization error strongly depends on the applied control input, meeting…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Filip Tronarp , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig , Melanie N. Zeilinger

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

We consider an abstract framework for the numerical solution of optimal control problems (OCPs) subject to partial differential equations (PDEs). Examples include not only the distributed control of elliptic PDEs such as the Poisson…

Numerical Analysis · Mathematics 2025-05-27 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

Neural ordinary differential equations (Neural ODEs) define continuous time dynamical systems with neural networks. The interest in their application for modelling has sparked recently, spanning hybrid system identification problems and…

Optimization and Control · Mathematics 2022-11-15 Ilya Orson Sandoval , Panagiotis Petsagkourakis , Ehecatl Antonio del Rio-Chanona

We study variational obstacle avoidance problems on complete Riemannian manifolds and apply the results to the construction of piecewise smooth curves interpolating a set of knot points in systems with impulse effects. We derive the…

Optimization and Control · Mathematics 2021-08-31 Jacob R. Goodman , Leonardo J. Colombo

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2024-12-30 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

We study the fundamental computational problem of approximating optimal transport (OT) equations using neural differential equations (Neural ODEs). More specifically, we develop a novel framework for approximating unbalanced optimal…

Numerical Analysis · Mathematics 2026-05-21 Minh-Nhat Phung , Minh-Binh Tran

This paper details an approach to linearise differentiable but non-convex collision avoidance constraints tailored to convex shapes. It revisits introducing differential collision avoidance constraints for convex objects into an optimal…

Optimization and Control · Mathematics 2025-05-19 Dries Dirckx , Wilm Decré , Jan Swevers

Inverse problem or parameter estimation of ordinary differential equations (ODEs), the iterative process of minimizing the mismatch between model-predicted and experimental states by tuning the parameter values within an optimization…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Siddharth Prabhu , Srinivas Rangarajan , Mayuresh Kothare

We consider the approximation of minimal geodesics between two closed sets in $\mathbb{R}^D$ endowed with a smooth Riemannian metric. The continuous problem is formulated as the minimization of the energy functional over piecewise smooth…

Numerical Analysis · Mathematics 2026-04-28 Akira Kitaoka

We derive a framework to compute optimal controls for problems with states in the space of probability measures. Since many optimal control problems constrained by a system of ordinary differential equations (ODE) modelling interacting…

Optimization and Control · Mathematics 2020-09-23 Martin Burger , René Pinnau , Claudia Totzeck , Oliver Tse

Enlightened from the inverse consideration of the stable continuous-time dynamics evolution, the Variation Evolving Method (VEM) analogizes the optimal solution to the equilibrium point of an infinite-dimensional dynamic system and solves…

Systems and Control · Computer Science 2018-01-08 Sheng Zhang , Bo Liao , Fei Liao

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2026-03-31 Tobias Breiten , Shubhaditya Burela , Philipp Schulze
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