Related papers: Theoretical Optimization of Finite Difference Sche…
In this work, we present a novel algorithm design methodology that finds the optimal algorithm as a function of inequalities. Specifically, we restrict convergence analyses of algorithms to use a prespecified subset of inequalities, rather…
Inspired by applications in optimal control of semilinear elliptic partial differential equations and physics-integrated imaging, differential equation constrained optimization problems with constituents that are only accessible through…
Approximate dynamic programming has been investigated and used as a method to approximately solve optimal regulation problems. However, the extension of this technique to optimal tracking problems for continuous time nonlinear systems has…
This thesis is entitled Dynamic programming systems for modeling and control of the traffic in transportation networks. Two parts are distinguished in this dissertation: 1) methods and approaches based on min-plus or max-plus algebra, where…
A class of stochastic optimal control problems involving optimal stopping is considered. Methods of Krylov are adapted to investigate the numerical solutions of the corresponding normalized Bellman equations and to estimate the rate of…
The paper describes different approaches to generalize the trapezoidal method to fractional differential equations. We analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical…
In this article, we give a unified theory for constructing boundary layer expansions for dis-cretized transport equations with homogeneous Dirichlet boundary conditions. We exhibit a natural assumption on the discretization under which the…
Semi-Lagrangian (SL) schemes are highly efficient for simulating transport equations and are widely used across various applications. Despite their success, designing genuinely multi-dimensional and conservative SL schemes remains a…
Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…
Routing and scheduling problems are fundamental problems in combinatorial optimization, and also have many applications. Most variations of these problems are NP-Hard, so we need to use heuristics to solve these problems on large instances,…
The discretization of optimal transport problems often leads to large linear programs with sparse solutions. We derive error estimates for the approximation of the problem using convex combinations of Dirac measures and devise an active-set…
The minimization of operation costs for natural gas transport networks is studied. Based on a recently developed model hierarchy ranging from detailed models of instationary partial differential equations with temperature dependence to…
We present a novel neural-networks-based algorithm to compute optimal transport maps and plans for strong and weak transport costs. To justify the usage of neural networks, we prove that they are universal approximators of transport plans…
In practice, optimization tasks have some structure that allows developing new algorithms for every problem with faster convergence rates. Using the structure of optimization tasks, we can propose algorithms with more optimistic convergence…
Algorithms for continuous optimization problems have a rich history of design and innovation over the past several decades, in which mathematical analysis of their convergence and complexity properties plays a central role. Besides their…
In this paper we address several constrained transportation optimization problems (e.g. vehicle routing, shortest Hamiltonian path), for which we present novel algorithmic solutions and extensions, considering several optimization…
Minimizing finite sums of functions is a central problem in optimization, arising in numerous practical applications. Such problems are commonly addressed using first-order optimization methods. However, these procedures cannot be used in…
This paper is concerned with the designing, analyzing and implementing linear and nonlinear discretization scheme for the distributed optimal control problem (OCP) with the Cahn-Hilliard (CH) equation as constrained. We propose three…
In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…
We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…