Related papers: Iterative Switching Time Optimization for Mixed-in…
Control strategies for dissipative preparation of target quantum states, both pure and mixed, and subspaces are obtained by switching between a set of available semigroup generators. We show that the class of problems of interest can be…
Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of…
This paper considers the problem of steady-state real-time optimization (RTO) of interconnected systems with a common constraint that couples several units, for example, a shared resource. Such problems are often studied under the context…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…
We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…
This paper studies the optimal transmission switching (OTS) problem for power systems, where certain lines are fixed (uncontrollable) and the remaining ones are controllable via on/off switches. The goal is to identify a topology of the…
We consider a mixed stochastic control problem that arises in Mathematical Finance literature with the study of interactions between dividend policy and investment. This problem combines features of both optimal switching and singular…
We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…
Transmission System Operators routinely use transmission switching as a tool to manage congestion and ensure system security. Motivated by sub-transmission operations at RTE, this paper considers the Optimal Transmission Switching with…
Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…
Mixed-integer convex programming (MICP) has seen significant algorithmic and hardware improvements with several orders of magnitude solve time speedups compared to 25 years ago. Despite these advances, MICP has been rarely applied to…
A new time relaxation model with iterative modified Lavrentiev regularization method is studied. The aim of the relaxation term is to drive the unresolved fluctuations in a computational simulation to zero exponentially faster by an…
We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…
This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…
This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with…
We propose the use of mixing strategies to accelerate the convergence of the common iterative algorithms utilized in Quantum Optimal Control Theory (QOCT). We show how the non-linear equations of QOCT can be viewed as a "fixed-point"…
In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay $\Delta$ between the decision and execution times. The dynamics of the controlled system between two impulses is an arbitrary adapted…
Power system operators are increasingly deploying Variable Impedance Devices (VIDs), e.g., Smart Wires, and Network Topology Optimization (NTO) schemes for mitigating operational challenges such as line and transformer congestion, and…
Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…