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This work addresses optimal control problems governed by a linear time-dependent partial differential equation (PDE) as well as integer constraints on the control. Moreover, partial observations are assumed in the objective function. The…

Optimization and Control · Mathematics 2021-10-08 Dominik Garmatter , Margherita Porcelli , Francesco Rinaldi , Martin Stoll

This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…

Optimization and Control · Mathematics 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

The first order optimality conditions of optimal control problems (OCPs) can be regarded as boundary value problems for Hamiltonian systems. Variational or symplectic discretisation methods are classically known for their excellent long…

Optimization and Control · Mathematics 2021-11-24 Christian Offen , Sina Ober-Blöbaum

This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…

Optimization and Control · Mathematics 2024-11-19 Andreas Prohl , Yanqing Wang

This paper is a review of results on Optimisation which are perhaps not so standard in the PDE realm. To this end, we consider the problem of deriving the PDEs associated to the optimal control of a system of either ODEs or SDEs with…

Analysis of PDEs · Mathematics 2018-01-16 Nikos Katzourakis , Tristan Pryer

Optimization of DR-submodular functions has experienced a notable surge in significance in recent times, marking a pivotal development within the domain of non-convex optimization. Motivated by real-world scenarios, some recent works have…

Machine Learning · Computer Science 2024-01-18 Loay Mualem , Murad Tukan , Moran Fledman

We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…

Optimization and Control · Mathematics 2010-08-24 Morten Vierling

In this paper, we study the optimal control of a mixed-autonomy platoon driving on a single lane to smooth traffic flow. The platoon consists of autonomous vehicles, whose acceleration is controlled, and human-driven vehicles, whose…

Optimization and Control · Mathematics 2025-08-28 Arwa Alanqary , Alexandre M. Bayen , Xiaoqian Gong , Anish Gollakota , Alexander Keimer , Ashish Pandian

A genetic algorithm procedure is demonstrated that refines the selection of interpolation points of the discrete empirical interpolation method (DEIM) when used for constructing reduced order models for time dependent and/or parametrized…

Numerical Analysis · Mathematics 2016-07-27 Syuzanna Sargsyan , Steven L. Brunton , J. Nathan Kutz

We propose an ODE approach to solving multiple choice polynomial programming (MCPP) after assuming that the optimum point can be approximated by the expected value of so-called thermal equilibrium as usually did in simulated annealing. The…

Optimization and Control · Mathematics 2025-02-12 Sihong Shao , Yishan Wu

We propose, analyze, and test new iterative solvers for large-scale systems of linear algebraic equations arising from the finite element discretization of reduced optimality systems defining the finite element approximations to the…

Numerical Analysis · Mathematics 2023-12-20 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

We present an optimization problem emerging from optimal control theory and situated at the intersection of fractional programming and linear max-min programming on polytopes. A na\"ive solution would require solving four nested, possibly…

Optimization and Control · Mathematics 2021-11-19 Jean-Baptiste Bouvier , Melkior Ornik

In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of an optimal control problem governed by a simplified linear gradient enhanced damage model. The model equations are of a…

Numerical Analysis · Mathematics 2020-04-10 Marita Holtmannspötter , Arnd Rösch , Boris Vexler

Unlike conventional grid and mesh based methods for solving partial differential equations (PDEs), neural networks have the potential to break the curse of dimensionality, providing approximate solutions to problems where using classical…

Machine Learning · Computer Science 2023-09-01 Marc Finzi , Andres Potapczynski , Matthew Choptuik , Andrew Gordon Wilson

In this paper, we analyze the convergence and optimality of a standard adaptive nonconforming linear element method for the Stokes problem. After establishing a special quasi--orthogonality property for both the velocity and the pressure in…

Numerical Analysis · Mathematics 2013-09-17 Jun Hu , Jinchao Xu

This paper presents a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage…

Optimization and Control · Mathematics 2024-04-10 Siming Liang , Ruoyu Hu , Feng Bao , Richard Archibald , Guannan Zhang

A new method for the optimal solutions is proposed. Originating from the continuous-time dynamics stability theory in the control field, the optimal solution is anticipated to be obtained in an asymptotically evolving way. By introducing a…

Systems and Control · Computer Science 2017-04-11 Sheng Zhang , En-Mi Yong , Wei-Qi Qian , Kai-Feng He

Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…

Numerical Analysis · Mathematics 2023-05-16 Gerhard Kirsten , Luca Saluzzi

In this survey we present the near-optimal stochastic control problem according to some recent tools in the literature. In particular, we focus on the approach of a discretization of the noise values instead of the canonical…

Probability · Mathematics 2021-06-30 Lourival Lima , Paulo Ruffino , Francys Souza

This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…

Optimization and Control · Mathematics 2024-07-29 Zhanhao Zhang , Steen Hørsholt , John Bagterp Jørgensen
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