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We consider a general class of two-stage distributionally robust optimization (DRO) problems where the ambiguity set is constrained by fixed marginal probability laws that are not necessarily discrete. We derive primal and dual formulations…

最优化与控制 · 数学 2025-10-17 Ariel Neufeld , Qikun Xiang

In [1] we consider an optimal control problem subject to a semilinear elliptic PDE together with its variational discretization, where we provide a condition which allows to decide whether a solution of the necessary first order conditions…

最优化与控制 · 数学 2017-05-04 Ahmad Ahmad Ali , Klaus Deckelnick , Michael Hinze

This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…

最优化与控制 · 数学 2020-07-14 Xiuxian Li , Gang Feng , Lihua Xie

We propose a boundary-corrected weak Galerkin mixed finite element method for solving elliptic interface problems in 2D domains with curved interfaces. The method is formulated on body-fitted polygonal meshes, where interface edges are…

数值分析 · 数学 2025-02-06 Yongli Hou , Yi Liu , Yanqiu Wang

In this paper, we propose and analyze an efficient preconditioning method for the elliptic problem based on the reconstructed discontinuous approximation method. We reconstruct a high-order piecewise polynomial space that arbitrary order…

数值分析 · 数学 2024-07-16 Ruo Li , Qicheng Liu , Fanyi Yang

In this paper, we present a new numerical method for determining the numerical solution of interface problems to optimal accuracy with respect to the polynomial order of the Lagrangian finite element space on polytopial meshes. We introduce…

数值分析 · 数学 2018-03-13 Pavel Bochev , James Cheung , Max Gunzburger , Mauro Perego

In this work, we propose and develop an arbitrary-order adaptive discontinuous Petrov-Galerkin (DPG) method for the nonlinear Grad-Shafranov equation. An ultraweak formulation of the DPG scheme for the equation is given based on a minimal…

数值分析 · 数学 2020-07-14 Zhichao Peng , Qi Tang , Xian-Zhu Tang

A general setup for deterministic system identification problems on graphs with Dirichlet and Neumann boundary conditions is introduced. When control nodes are available along the boundary, we apply a discretize-then-optimize method to…

机器学习 · 计算机科学 2024-02-21 Mehdi Garrousian , Amirhossein Nouranizadeh

This paper shows how to evolve numerically the maximum entropy probability distributions for a given set of constraints, which is a variational calculus problem. An evolutionary algorithm can obtain approximations to some well-known…

统计方法学 · 统计学 2020-02-07 Raul Rojas

The embedded discontinuous Galerkin (EDG) method by Cockburn et al. [SIAM J. Numer. Anal., 2009, 47(4), 2686-2707] is obtained from the hybridizable discontinuous Galerkin method by changing the space of the Lagrangian multiplier from…

数值分析 · 数学 2017-11-16 Xiao Zhang , Xiaoping Xie , Shiquan Zhang

We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general probability measures that are not necessarily discrete. By developing a relaxation scheme in which marginal…

最优化与控制 · 数学 2025-12-29 Ariel Neufeld , Qikun Xiang

A finite element method for elliptic problems with discontinuous coefficients is presented. The discontinuity is assumed to take place along a closed smooth curve. The proposed method allows to deal with meshes that are not adapted to the…

数值分析 · 数学 2007-07-12 Gunther H. Peichl , Rachid Touzani

The paper deals with a stochastic Galerkin approximation of elliptic Dirichlet boundary control problems with random input data. The expectation of a tracking cost functional with the deterministic constrained control is minimized. Error…

最优化与控制 · 数学 2025-06-16 Max Winkler , Hamdullah Yücel

In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…

最优化与控制 · 数学 2025-07-17 Vishwak Srinivasan , Qijia Jiang

This article is aimed at extending the framework of optimal control techniques to the situation where the control field values are restricted to a finite set. We propose a generalization of the standard GRAPE algorithm suited to this…

最优化与控制 · 数学 2015-10-28 G. Dridi , M. Lapert , Julien Salomon , D Sugny , S. J. Glaser

In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…

数值分析 · 数学 2018-08-20 Dmitriy Leykekhman , Boris Vexler

This paper investigates a space-time interface-fitted approximation of a moving-interface optimal control problem with energy regularization. We reformulate the optimality conditions into a variational problem involving both the state and…

最优化与控制 · 数学 2025-06-13 Quang Huy Nguyen , Phuong Cuc Hoang , Van Chien Le , Thi Thanh Mai Ta

We begin an investigation of hybridizable discontinuous Galerkin (HDG) methods for approximating the solution of Dirichlet boundary control problems governed by elliptic PDEs. These problems can involve atypical variational formulations,…

数值分析 · 数学 2017-12-11 Weiwei Hu , Jiguang Shen , John R. Singler , Yangwen Zhang , Xiaobo Zheng

Point sets matching problems can be handled by optimal transport. The mechanism behind it is that optimal transport recovers the point-to-point correspondence associated with the least curl deformation. Optimal transport is a special form…

最优化与控制 · 数学 2023-02-17 Janith Wijesinghe , Pengwen Chen

The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…

数值分析 · 数学 2013-02-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado