最优化与控制
We study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all…
We analyze a time-coarsening strategy for model predictive control (MPC) that we call diffusing-horizon MPC. This strategy seeks to overcome the computational challenges associated with optimal control problems that span multiple…
Bayesian Optimization (BO) is a popular framework for optimizing black-box functions. Despite its effectiveness, BO is often inefficient for high-dimensional problems due to the exponential growth of the search space, heterogeneity of the…
We study stochastic zeroth-order optimization with decision-dependent distributions, where the sampling law depends on the current decision and only noisy function values are available. For the non-smooth non-convex setting, we establish an…
Benders decomposition (BD) is a widely used solution approach for solving two-stage stochastic programs arising in real-world decision-making under uncertainty. However, it often suffers from slow convergence as the master problem grows…
This work considers to achieve near-optimal operation for a class of batch processes by employing self-optimizing control (SOC). Comparing with a continuous one, a batch process exhibits stronger nonlinearity with dynamics because of the…
Self-optimizing control is a strategy for selecting controlled variables, where the economic objective guides the selection and design of controlled variables, with the expectation that maintaining the controlled variables at constant…
Model predictive control (MPC) is widely used in industries but implementing it poses challenges due to hardware or time constraints. A promising solution is to approximate the MPC policy using function approximators like neural networks.…
This paper studies second-order methods for nonconvex-strongly-convex bilevel optimization. We propose a novel fully second-order bilevel approximation method (FSBA) that achieves an iteration complexity of…
This article studies unbalanced optimal transport (UOT) and its dynamical extension, unbalanced density control (UDC), for a class of constrained discrete-time linear systems. UOT compares measures with unequal total mass by balancing…
Distributed optimization over time-varying directed graphs has shown promising performance in addressing challenges posed by complex communication constraints in real-world scenarios. In many practical settings, however, the direct…
We study a stochastic optimal control problem for jump-diffusion systems whose drift coefficient is piecewise Lipschitz continuous and exhibits threshold-induced discontinuities. Such dynamics naturally arise in applications with…
We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…
This paper discusses the computational resolution and presents numerical results for solving affine combinations of Heaviside composite optimization problems (abbreviated as A-HSCOPs) by a progressive integer programming (abbreviated as…
We propose a unified derivative-free proximal Newton-type algorithm framework for solving composite optimization problems formulated as the sum of a black-box function and a known regularization term. We establish the iteration and oracle…
This paper presents a homogenized topology optimization (TO) method for spatially optimizing cell-size distribution of triply-periodic minimal surface (TPMS) structures, with high accuracy in the optimized structural response after…
This paper presents a reinforcement learning approach of a model-free safety filter, drawing inspiration from the framework of model-based Predictive Safety Filters (PSFs). Similar to conventional PSFs, our method adopts a Quadratic…
We propose an adaptive proximal gradient method for minimizing the sum of two functions, where one is a simple convex function, and the other belongs to one of the three classes: nonconvex smooth, convex nonsmooth, or convex smooth. The key…
A Russell graph measure (RGM) is one of the standard DEA models, but its efficiency measure is not well-defined--or has unacceptable properties--at the boundary of the nonnegative orthant. This is known as a boundary problem. Existing…
In this article, we present a novel formulation for the load-dependent traveling salesman problem (LD-TSP), in which travel cost (or energy expended) depends on the vehicle's current load. This problem is relevant for package delivery and…