最优化与控制

Algorithms for minimal enclosing ball problems are often geometric in nature. To highlight the metric ingredients underlying their efficiency, we focus here on a particularly simple geodesic-based method. A recent subgradient-based study…

The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…

Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…

Nonlinear state estimation under noisy observations is rapidly intractable as system dimension increases. We introduce an improved Yau-Yau filtering framework that breaks the curse of dimensionality and extends real-time nonlinear filtering…

This paper focuses on a specific form of abstract convexity known as Capra-convexity, where a constant along primal rays (Capra) coupling replaces the scalar product used in standard convex analysis to define generalized Fenchel…

The feedback particle filter (FPF) is an innovative, control-oriented and resampling-free adaptation of the traditional particle filter (PF). In the FPF, individual particles are regulated via a feedback gain, and the corresponding gain…

Motivated by large-scale applications, there is a recent trend of research on using first-order methods for solving LP. Among them, PDLP, which is based on a primal-dual hybrid gradient (PDHG) algorithm, may be the most promising one. In…

In this manuscript, we address continuous unconstrained multi-objective optimization problems and we discuss descent type methods for the reconstruction of the Pareto set. Specifically, we analyze the class of Front Descent methods, which…

This paper presents a pseudo-spectral method for Dynamic Optimization Problems (DOPs) that allows for tight polynomial bounds to be achieved via flexible sub-intervals. The proposed method not only rigorously enforces inequality…

A distance mean function measures the average distance of points from the elements of a given set of points (focal set) in the space. The level sets of a distance mean function are called generalized conics. In case of infinite focal points…

We study physics-informed neural networks (PINNs) as numerical tools for the optimal control of semilinear partial differential equations. We first recall the classical direct and indirect viewpoints for optimal control of PDEs, and then…

Integer Quadratic Programming (IQP), $\min\{x^T Q x + c^T x : Ax \le b,\, x\in\Z^n\}$, is a fundamental problem in combinatorial optimization. While the convex and concave special cases admit polynomial-time algorithms for fixed~$n$, the…

Mixed-integer optimization problems arise in a wide range of control applications. Benders decomposition is a widely used algorithm for solving such problems by decomposing them into a mixed-integer master problem and a continuous…

We present an elementary state augmentation method for a class of static risk measure applied to the total cost for both Markov decision processes and stochastic optimal control, such that dynamic programming equations can be derived on the…

This paper presents a novel framework for ensuring safety in dynamically coupled multi-agent systems through collaborative control. Drawing inspiration from ecological models of altruism, we develop collaborative control barrier functions…

In this paper, we present the discrete-time unbiased extremum seeking (ES) algorithm for n-dimensional (nD) static quadratic maps in the presence of unknown time-varying measurement delays bounded by known constants which can be large. The…

We study the Generalized Multiple Strip Packing Problem (GMSPP) with heterogeneous per-unit-area costs, in which rectangular items of fixed dimensions must be packed without overlap into multiple open-ended strips of different widths, each…

This paper develops a unified analytical framework for determinant identities under finite-rank perturbations of square matrices that remains valid without invertibility assumptions. In contrast to classical inverse-based formulations, the…

We consider an optimal dividend payout problem for an insurance company whose surplus follows the classical Cram\'er-Lundberg model. The dividend rate is subject to a ratcheting constraint (i.e., it must be nondecreasing over time), and the…

We consider the optimization problem $\min_{x\in \mathbb R^n}{F(x):=f(x)+\omega(Ax)}$, where $f$ is an $L$-Lipschitz smooth function, and $\omega$ is a proper, lower semicontinuous, and convex function. We prove in this paper that when…