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Large linear systems of saddle-point type have arisen in a wide variety of applications throughout computational science and engineering. The discretizations of distributed control problems have a saddle-point structure. The numerical…

Numerical Analysis · Mathematics 2021-12-01 Yunhui He

In cluster analysis interest lies in probabilistically capturing partitions of individuals, items or observations into groups, such that those belonging to the same group share similar attributes or relational profiles. Bayesian posterior…

Methodology · Statistics 2017-03-23 Riccardo Rastelli , Nial Friel

This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…

Systems and Control · Computer Science 2017-08-03 Atiye Alaeddini , Kristi A. Morgansen , Mehran Mesbahi

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li

Finding optimal parameter configurations for tunable GPU kernels is a non-trivial exercise for large search spaces, even when automated. This poses an optimization task on a non-convex search space, using an expensive to evaluate function…

Machine Learning · Computer Science 2021-12-01 Floris-Jan Willemsen , Rob van Nieuwpoort , Ben van Werkhoven

In this paper we deal with distributed optimal control for nonlinear dynamical systems over graph, that is large-scale systems in which the dynamics of each subsystem depends on neighboring states only. Starting from a previous work in…

Optimization and Control · Mathematics 2020-01-29 Sara Spedicato , Sarnavi Mahesh , Giuseppe Notarstefano

This paper addresses the problem of data-driven computation of controllers that are correct by design for safety-critical systems and can provably satisfy (complex) functional requirements. With a focus on continuous-space stochastic…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

The Linear Parameter-Varying (LPV) framework has been introduced with the intention to provide stability and performance guarantees for analysis and controller synthesis for Nonlinear (NL) systems via convex methods. By extending results of…

Systems and Control · Electrical Eng. & Systems 2023-03-08 Patrick J. W. Koelewijn , Roland Tóth , Henk Nijmeijer , Siep Weiland

The ability to deal with systems parametric uncertainties is an essential issue for heavy self-driving vehicles in unconfined environments. In this sense, robust controllers prove to be efficient for autonomous navigation. However,…

The connections between optimal control and Bayesian inference have long been recognised, with the field of stochastic (optimal) control combining these frameworks for the solution of partially observable control problems. In particular,…

Optimization and Control · Mathematics 2022-03-10 Manuel Baltieri

The rapid electrification of residential heating and mobility sectors is expected to drive the existing distribution grid assets beyond their planned operating conditions. This change will also reveal new potentials through sector coupling,…

Systems and Control · Electrical Eng. & Systems 2023-04-20 Soner Candas , Beneharo Reveron Baecker , Anurag Mohapatra , Thomas Hamacher

In the automation of many kinds of processes, the observable outcome can often be described as the combined effect of an entire sequence of actions, or controls, applied throughout its execution. In these cases, strategies to optimise…

Robotics · Computer Science 2019-04-05 Rafael Oliveira , Fernando H. M. Rocha , Lionel Ott , Vitor Guizilini , Fabio Ramos , Valdir Grassi

Design and implementation of an optimal and robust single-loop voltage controller is proposed for single-phase grid forming voltage source inverter (VSI). The objective of the proposed controller is to have good reference tracking and…

Systems and Control · Electrical Eng. & Systems 2020-03-16 Soham Chakraborty , Sourav Patel , Murti V. Salapaka

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

Artificial Intelligence · Computer Science 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit

Learning robot controllers by minimizing a black-box objective cost using Bayesian optimization (BO) can be time-consuming and challenging. It is very often the case that some roll-outs result in failure behaviors, causing premature…

Machine Learning · Computer Science 2020-11-11 Alonso Marco , Dominik Baumann , Philipp Hennig , Sebastian Trimpe

An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…

Numerical Analysis · Mathematics 2015-09-15 Adam M. Oberman , Yuanlong Ruan

Control auto-tuning for industrial and robotic systems, when framed as an optimization problem, provides an excellent means to tune these systems. However, most optimization methods are computationally costly, and this is problematic for…

Computational Engineering, Finance, and Science · Computer Science 2024-11-11 Marlon J. Ares-Milian , Gregory Provan , Marcos Quinones-Grueiro

This paper presents a stabilizing tube-based MPC synthesis for LPV systems. We employ terminal constraint sets which are required to be controlled periodically contractive. Periodically (or finite-step) contractive sets are easier to…

Systems and Control · Computer Science 2017-06-27 Jurre Hanema , Mircea Lazar , Roland Tóth

We propose in this paper a multilevel correction method to solve optimal control problems constrained by elliptic equations with the finite element method. In this scheme, solving optimization problem on the finest finite element space is…

Numerical Analysis · Mathematics 2016-08-31 Wei Gong , Hehu Xie , Ningning Yan

Driverless vehicles are complex systems operating in constantly changing environments. Automated driving is achieved by controlling the coupled longitudinal and lateral vehicle dynamics. Model predictive control is one of the most promising…

Optimization and Control · Mathematics 2025-09-25 Yassine Kebbati , Naima Ait-Oufroukh , Vicenç Puig , Vincent Vigneron , Dalil Ichalal