Related papers: Theoretical Optimization of Finite Difference Sche…
In this paper, we revisit the old problem of compact finite difference approximations of the homogeneous Dirichlet problem in dimension 1. We design a large and natural set of schemes of arbitrary high order, and we equip this set with an…
Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on…
Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…
Global infrastructure robustness and local transport efficiency are critical requirements for transportation networks. However, since passengers often travel greedily to maximize their own benefit and trigger traffic jams, overall…
The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…
In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…
In this paper we focus on the linear functionals defining an approximate version of the gradient of a function. These functionals are often used when dealing with optimization problems where the computation of the gradient of the objective…
In this paper, approximation schemes are proposed for handling load uncertainty in compliance-based topology optimization problems, where the uncertainty is described in the form of a set of finitely many loading scenarios. Efficient…
We review recent results obtained to solve fractional order optimal control problems with free terminal time and a dynamic constraint involving integer and fractional order derivatives. Some particular cases are studied in detail. A…
Partial differential equations have a wide range of applications in modeling multiple physical, biological, or social phenomena. Therefore, we need to approximate the solutions of these equations in computationally feasible terms. Nowadays,…
This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…
Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…
Optimal transport has been one of the most exciting subjects in mathematics, starting from the 18th century. As a powerful tool to transport between two probability measures, optimal transport methods have been reinvigorated nowadays in a…
This work is a geometrical approach to the optimization problem motivated by transportation system management. First, an attempt has been made to furnish a comprehensive account of geometric programming based on the elementary Finsler…
Motion planning is a key aspect of robotics. A common approach to address motion planning problems is trajectory optimization. Trajectory optimization can represent the high-level behaviors of robots through mathematical formulations.…
Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…
This thesis introduces stochastic generalized routing problem model and proposes exact and heuristic algorithms to solve it efficiently, in a wide range of problem sizes. At first, the classic routing problem with its common variations in…
We explore the use of deep learning and deep reinforcement learning for optimization problems in transportation. Many transportation system analysis tasks are formulated as an optimization problem - such as optimal control problems in…
In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many…
In this paper, we introduce a technique to enhance the computational efficiency of solution algorithms for high-dimensional discrete simulation-based optimization problems. The technique is based on innovative adaptive partitioning…