最优化与控制
We study the dynamic pricing of discrete goods over a finite selling horizon. One way to capture both the elastic and stochastic reaction of purchases to price is through a model where sellers control the intensity of a counting process,…
We establish new theoretical convergence guarantees for the difference-of-convex algorithm (DCA), where the second function is allowed to be weakly-convex, measuring progress via composite gradient mapping. Based on a tight analysis of two…
Stochastic alternating direction method of multipliers (SADMM) is a popular method for solving nonconvex nonsmooth optimization in various applications. However, it typically requires an empirical selection of the static batch size for…
In this paper, an initial error tolerant distributed mean field control method under partial and discrete information is introduced, where each agent only has discrete observations on its own state. First, we study agents' behavior in…
We investigate a difference-of-convex (DC) formulation where the second term is allowed to be weakly convex. We examine the precise behavior of a single iteration of the difference-of-convex algorithm (DCA), providing a tight…
We consider gradient descent with constant stepsizes and derive exact worst-case convergence rates on the minimum gradient norm of the iterates. Our analysis covers all possible stepsizes and arbitrary upper/lower bounds on the curvature of…
The derivative-free projection method (DFPM) is an efficient algorithm for solving monotone nonlinear equations. As problems grow larger, there is a strong demand for speeding up the convergence of DFPM. This paper considers the application…
This paper presents a unified analysis for the proximal subgradient method (Prox-SubGrad) type approach to minimize an overall objective of $f(x)+r(x)$, subject to convex constraints, where both $f$ and $r$ are weakly convex, nonsmooth, and…
This manuscript presents an algorithm for obtaining an approximation of a nonlinear high order control affine dynamical system. Controlled trajectories of the system are leveraged as the central unit of information via embedding them in…
An integer program is called ideal if its continuous relaxation coincides with its convex hull allowing the problem to be solved as a continuous program and offering substantial computational advantages. Proving idealness analytically can…
In this article, we are concerned about the velocity tracking optimal control problem for 3D critical convective Brinkman-Forchheimer equations defined on a simply connected bounded domain $\mathbb{D}\subset\mathbb{R}^3$ with…
Controlling the $\mathcal W_\infty$ Wasserstein distance by the $\mathcal W_p$ Wasserstein distance is interesting both for theorical and numerical applications. A first paper on this problem was written several years ago [3]. Some year…
We propose a penalty-based smoothing framework for convex nonsmooth functions with a supremum structure. The regularization yields a differentiable surrogate with controlled approximation error, a single-valued dual maximizer, and explicit…
Leveraging a recently proposed notion of relative entropy in general probabilistic theories (GPT), we prove a finite de Finetti representation theorem for general convex bodies. We apply this result to address a fundamental question in…
We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…
In this letter, we consider a bilevel optimization problem in which the outer-level objective function is strongly convex, whereas the inner-level problem consists of a finite sum of convex functions. Bilevel optimization problems arise in…
This paper addresses biquadratic polynomial programming (BPP), an NP-hard optimization problem closely related to biquadratic tensors. We first establish several necessary and sufficient conditions for the positive semi-definiteness and…
In this paper, we present a method capable of ensuring practical prescribed-time control with guaranteed performance for a class of nonlinear systems in the presence of time-varying parametric and dynamic uncertainties, and uncertain…
A cross-dimensional Euclidian space ($\Omega$) is proposed for the state space of dimension varying (control) systems. It is shown that the topological structure of $\Omega$ is consistent with all $\mathbb{R}^n$, which are the state spaces…
The Multi-Layer Thin Films Problem is a materials science problem that aims to enhance the reflectance of a metallic substrate by designing multi-layer coatings composed of different dielectric materials and thicknesses. While previous…