Related papers: Direct solution of the inverse optimization proble…
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
The multiplicative Newton-like method developed by the author et al. is extended to the situation where the dynamics is restricted to the orthogonal group. A general framework is constructed without specifying the cost function. Though the…
We develop a new approach to solving classification problems, which is bases on the theory of coherent measures of risk and risk sharing ideas. The proposed approach aims at designing a risk-averse classifier. The new approach allows for…
Fuel cost contributes to a significant portion of operating cost in cargo transportation. Though classic routing models usually treat fuel cost as input data, fuel consumption heavily depends on the travel speed, which has led to the study…
Distributing spatially located heterogeneous workloads is an important problem in parallel scientific computing. We investigate the problem of partitioning such workloads (represented as a matrix of non-negative integers) into rectangles,…
Mechanical responses of soft particle packings to quasi-static deformations are determined by the microscopic restructuring of force-chain networks, where complex non-affine displacements of constituent particles cause the irreversible…
We consider robust Markov Decision Processes with Borel state and action spaces, unbounded cost and finite time horizon. Our formulation leads to a Stackelberg game against nature. Under integrability, continuity and compactness assumptions…
Humans and other animals coactivate agonist and antagonist muscles in many motor actions. Increases in muscle coactivation are thought to leverage viscoelastic properties of skeletal muscles to provide resistance against limb motion.…
This paper studies the continuous-time distributed optimization of a sum of convex functions over directed graphs. Contrary to what is known in the consensus literature, where the same dynamics works for both undirected and directed…
The transmission of kinetic energy through chains of inelastically colliding spheres is investigated for the case of constant coefficient of restitution \epsilon=const and impact-velocity dependent coefficient \epsilon(v) for viscoelastic…
We study ergodic quadratic optimal stochastic control problems for an affine state equation with state and control dependent noise and with stochastic coefficients. We assume stationarity of the coefficients and a finite cost condition. We…
We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…
In this paper, the problem of load uncertainty in compliance problems is addressed where the uncertainty is described in the form of a set of finitely many loading scenarios. Computationally more efficient methods are proposed to exactly…
In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…
A remarkable connection between optimal design and Monge transport was initiated in the years 1997 in the context of the minimal elastic compliance problem and where the euclidean metric cost was naturally involved. In this paper we present…
Model-based computational elasticity imaging of tissues can be posed as solving an inverse problem over finite elements spanning the displacement image. As most existing quasi-static elastography methods count on deterministic formulations…
Topology optimization is an important basis for the design of components. Here, the optimal structure is found within a design space subject to boundary conditions. Thereby, the specific material law has a strong impact on the final design.…
This paper is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To…
In this paper, we propose an algorithm to construct coherent states for an exactly solvable position dependent mass Schr\"odinger equation. We use point canonical transformation method and obtain ground state eigenfunction of the position…
We study a stochastic variant of monotone submodular maximization problem as follows. We are given a monotone submodular function as an objective function and a feasible domain defined on a finite set, and our goal is to find a feasible…