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We introduce a model of infinite horizon linear dynamic optimization and obtain results concerning existence of solution and satisfaction of the competitive condition and transversality condition being unconditionally sufficient for…

最优化与控制 · 数学 2025-06-23 Somdeb Lahiri

For the classical N-body problem, an approach is proposed based on the introduction of some natural in the physical sense optimization problems of mathematical programming for finding a conditional minimum for the characteristics of the…

动力系统 · 数学 2023-07-26 Igor Pavlov

The contributions of this technical note are twofold. Firstly, we formulate an optimization problem to obtain a linear representation of a nonlinear vector field based on a system's trajectory. We also prove that its cost function is…

最优化与控制 · 数学 2024-07-12 Karthik Shenoy , Arvind Ragghav , Vijaysekhar Chellaboina

A method based on deep artificial neural networks and empirical risk minimization is developed to calculate the boundary separating the stopping and continuation regions in optimal stopping. The algorithm parameterizes the stopping boundary…

证券定价 · 定量金融 2023-05-26 A. Max Reppen , H. Mete Soner , Valentin Tissot-Daguette

We prove averaging theorems for ordinary differential equations and retarded functional differential equations. Our assumptions are weaker than those required in the results of the existing literature. Usually, we require that the…

动力系统 · 数学 2007-05-23 Mustapha Lakrib , Tewfik Sari

We consider the problem of maximizing a monotone nondecreasing set function under multiple constraints, where the constraints are also characterized by monotone nondecreasing set functions. We propose two greedy algorithms to solve the…

最优化与控制 · 数学 2023-05-09 Lintao Ye , Zhi-Wei Liu , Ming Chi , Vijay Gupta

We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…

动力系统 · 数学 2013-08-20 Darya Kastsian , Martin Mönnigmann

In dynamical systems governed by differential equations, a guarantee that trajectories emanating from a given set of initial conditions do not enter another given set can be obtained by constructing a barrier function that satisfies certain…

混沌动力学 · 物理学 2022-05-26 Jeremy P Parker , David Goluskin , Geoffrey M Vasil

Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…

信息论 · 计算机科学 2011-07-22 Arun Padakandla , Rajesh Sundaresan

We investigate the performance of a deterministic GREEDY algorithm for the problem of maximizing functions under a partition matroid constraint. We consider non-monotone submodular functions and monotone subadditive functions. Even though…

离散数学 · 计算机科学 2019-02-22 Tobias Friedrich , Andreas Göbel , Frank Neumann , Francesco Quinzan , Ralf Rothenberger

This paper considers time-average optimization, where a decision vector is chosen every time step within a (possibly non-convex) set, and the goal is to minimize a convex function of the time averages subject to convex constraints on these…

最优化与控制 · 数学 2016-10-11 Sucha Supittayapornpong , Longbo Huang , Michael J. Neely

In this paper, we introduce a novel technique for constrained submodular maximization, inspired by barrier functions in continuous optimization. This connection not only improves the running time for constrained submodular maximization but…

机器学习 · 计算机科学 2020-02-11 Ashwinkumar Badanidiyuru , Amin Karbasi , Ehsan Kazemi , Jan Vondrak

We prove the existence of an effective universal upper bound for the order of any integral periodic orbit of any integral algebraic dynamical system in a fixed ambient space. Using this, we demonstrate the decidability of periodicity in…

动力系统 · 数学 2023-09-11 Junho Peter Whang

We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…

最优化与控制 · 数学 2024-02-14 Alberto De Marchi

Submodular continuous functions are a category of (generally) non-convex/non-concave functions with a wide spectrum of applications. We characterize these functions and demonstrate that they can be maximized efficiently with approximation…

机器学习 · 计算机科学 2019-05-07 Andrew An Bian , Baharan Mirzasoleiman , Joachim M. Buhmann , Andreas Krause

Submodular function minimization is well studied, and existing algorithms solve it exactly or up to arbitrary accuracy. However, in many applications, such as structured sparse learning or batch Bayesian optimization, the objective function…

机器学习 · 计算机科学 2022-03-10 Marwa El Halabi , Stefanie Jegelka

Estimation of individual treatment effects is commonly used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, it is often sufficient for the decision maker to have estimates of…

机器学习 · 计算机科学 2020-08-13 Maggie Makar , Fredrik D. Johansson , John Guttag , David Sontag

In many mobile robotics scenarios, such as drone racing, the goal is to generate a trajectory that passes through multiple waypoints in minimal time. This problem is referred to as time-optimal planning. State-of-the-art approaches either…

机器人学 · 计算机科学 2020-08-04 Philipp Foehn , Davide Scaramuzza

Efficient trajectory generation is crucial for autonomous systems; however, current numerical methods often struggle to handle periodic behaviors effectively, particularly when the onboard sensors require equidistant temporal sampling. This…

系统与控制 · 电气工程与系统科学 2026-01-16 Liraz Mudrik , Sean Kragelund , Isaac Kaminer

The discretization of optimal transport problems often leads to large linear programs with sparse solutions. We derive error estimates for the approximation of the problem using convex combinations of Dirac measures and devise an active-set…

数值分析 · 数学 2017-10-16 Sören Bartels , Stephan Hertzog