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This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…
In this paper, we consider a formulation of nonlinear constrained optimization problems. We reformulate it as a time-varying optimization using continuous-time parametric functions and derive a dynamical system for tracking the optimal…
In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via…
We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…
In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…
We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…
This paper proposes a novel inverse kinematics (IK) solver of articulated robotic systems for path planning. IK is a traditional but essential problem for robot manipulation. Recently, data-driven methods have been proposed to quickly solve…
The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using…
Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…
Starting from a characterization of holomorphic functions in terms of a suitable mean value property, we build some nonlinear asymptotic characterizations for complex-valued solutions of certain nonlinear systems, which have to do with the…
Optimal control problems naturally arise in many scientific applications where one wishes to steer a dynamical system from a certain initial state $\mathbf{x}_0$ to a desired target state $\mathbf{x}^*$ in finite time $T$. Recent advances…
The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified…
This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…
Research efforts of the past fifty years have led to a development of linear integer programming as a mature discipline of mathematical optimization. Such a level of maturity has not been reached when one considers nonlinear systems subject…
Two novel numerical estimators are proposed for solving forward-backward stochastic differential equations (FBSDEs) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. In contrast to the…
This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…
In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…
The discrete self-trapping equation (DST) represents an useful model for several properties of one-dimensional nonlinear molecular crystals. The modulational instability of DST equation is discussed from a statistical point of view,…
This paper analyses the numerical solution of a class of non-linear Schr\"odinger equations by Galerkin finite elements in space and a mass- and energy conserving variant of the Crank-Nicolson method due to Sanz-Serna in time. The novel…
Optimal Control Problems consist on the optimisation of an objective functional subjected to a set of Ordinary Differential Equations. In this work, we consider the effects on the stability of the numerical solution when this optimisation…