相关论文: From Hopf-Lax formula to optimal weak transfer pla…
We give a sufficient and necessary condition for a probability measure $\mu$ on the real line to satisfy the logarithmic Sobolev inequality for convex functions. The condition is expressed in terms of the unique left-continuous and…
In this paper, we present a novel and principled approach to learn the optimal transport between two distributions, from samples. Guided by the optimal transport theory, we learn the optimal Kantorovich potential which induces the optimal…
The goal of this paper is to settle the study of non-commutative optimal transport problems with convex regularization, in their static and finite-dimensional formulations. We consider both the balanced and unbalanced problem and show in…
The concave utility in the Network Utility Maximization (NUM) problem is only suitable for elastic flows. However, the networks with the multiclass traffic, the utility of inelastic traffic is usually represented by the sigmoidal function…
We consider the problem of transforming samples from one continuous source distribution into samples from another target distribution. We demonstrate with optimal transport theory that when the source distribution can be easily sampled from…
We examine a class of optimization problems involving the optimal operation of a single lossy energy storage system, where energy losses occur during charging and discharging. These inefficiencies typically lead to a nonconvex set of…
We study some differential properties of viscosity solution for Hamilton - Jacobi equations defined by Hopf-Lax formula $u(t,x)=\min_{y\in \R^n} \big\{\sigma (y)+tH^*\big (\frac {x-y}{t}\big)\big \}.$ A generalized form of characteristics…
We consider an abstract functional-differential equation derived from the pressure-less Euler system with variable coefficients that includes several systems of partial differential equations arising in the fluid mechanics. Using the method…
We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…
This paper presents a rigorous optimization technique for wireless power transfer (WPT) systems enhanced by passive elements, ranging from simple reflectors and intermedi- ate relays all the way to general electromagnetic guiding and…
We propose decentralized primal-dual methods for cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the…
This paper presents Lax formulae for solving the following optimal control problems: minimize the maximum (or the minimum) cost over a time horizon, while satisfying a state constraint. We present a viscosity theory, and by applying the…
We prove nonuniqueness of weak solutions to multi-dimensional generalisation of the Aw-Rascle model of vehicular traffic. Our generalisation includes the velocity offset in a form of gradient of density function, which results in a…
The minimization of a multiobjective Lagrangian with non-constant discount is studied. The problem is embedded into a set-valued framework and a corresponding definition of the value function is given. Bellman's optimality principle and…
This work deals with the asymptotic distribution of both potentials and couplings of entropic regularized optimal transport for compactly supported probabilities in $\R^d$. We first provide the central limit theorem of the Sinkhorn…
In this paper we address the speed planning problem for a vehicle along a predefined path. A weighted sum of two conflicting objectives, energy consumption and travel time, is minimized. After deriving a non-convex mathematical model of the…
We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic…
We investigate inexact proximity operators for weakly convex functions. To this aim, we derive sum rules for proximal {\epsilon}-subdifferentials, by incorporating the moduli of weak convexity of the functions into the respective formulas.…
We study distributionally robust Expected Shortfall when the distribution of the underlying is perturbed by a size quantified with optimal transport distance based on the quadratic cost function. In the dual version of the robust…
Optimal power flow (OPF) over power transmission networks poses challenging large-scale nonlinear optimization problems, which involve a large number of quadratic equality and indefinite quadratic inequality constraints. These…