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相关论文: On a variant of Tykhonov regularization in optimal…

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This work is concerned with linear inverse problems where a distributed parameter is known a priori to only take on values from a given discrete set. This property can be promoted in Tikhonov regularization with the aid of a suitable convex…

最优化与控制 · 数学 2018-04-19 Christian Clason , Thi Bich Tram Do

We introduce the optimality question to the relaxation in multiple control problems described by Sobolev type nonlinear fractional differential equations with nonlocal control conditions in Banach spaces. Moreover, we consider the…

最优化与控制 · 数学 2017-07-21 Amar Debbouche , Juan J. Nieto , Delfim F. M. Torres

In this paper, we discuss optimality conditions for optimization problems involving random state constraints, which are modeled in probabilistic or almost sure form. While the latter can be understood as the limiting case of the former, the…

最优化与控制 · 数学 2024-01-17 Caroline Geiersbach , René Henrion

We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…

最优化与控制 · 数学 2024-11-26 Gisèle Mophou , Cyrille Kenne , Mahamadi Warma

In this paper, we develop a framework for the discretization of a mixed formulation of quasi-reversibility solutions to ill-posed problems with respect to Poisson's equations. By carefully choosing test and trial spaces a formulation that…

数值分析 · 数学 2024-10-01 Erik Burman , Mingfei Lu

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…

数值分析 · 数学 2021-10-15 Fabio Nobile , Tommaso Vanzan

Regularization robust preconditioners for PDE-constrained optimization problems have been successfully developed. These methods, however, typically assume that observation data is available throughout the entire domain of the state…

最优化与控制 · 数学 2015-06-23 Kent-André Mardal , Bjørn Fredrik Nielsen , Magne Nordaas

We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…

最优化与控制 · 数学 2024-09-23 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar

Extended formulations are an important tool in polyhedral combinatorics. Many combinatorial optimization problems require an exponential number of inequalities when modeled as a linear program in the natural space of variables. However, by…

最优化与控制 · 数学 2024-06-07 Christoph Buchheim

This paper introduces a new strategy for setting the regularization parameter when solving large-scale discrete ill-posed linear problems by means of the Arnoldi-Tikhonov method. This new rule is essentially based on the discrepancy…

数值分析 · 数学 2013-07-02 Silvia Gazzola , Paolo Novati , Maria Rosaria Russo

A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…

最优化与控制 · 数学 2025-01-08 Tobias Breiten , Karl Kunisch

This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…

数值分析 · 数学 2022-04-06 Aikaterini Aretaki , Efthymios N. Karatzas

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

最优化与控制 · 数学 2008-12-20 Seid Bahlali

A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed…

最优化与控制 · 数学 2018-01-22 Raino A. E. Mäkinen

The paper is concerned with an optimal control problem governed by the rate-independent system of quasi-static perfect elasto-plasticity. The objective is optimize the displacement field in the domain occupied by the body by means of…

最优化与控制 · 数学 2020-03-24 Christian Meyer , Stephan Walther

This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…

最优化与控制 · 数学 2019-07-26 Sebastian Engel , Philip Trautmann , Boris Vexler

We study sparse solutions of optimal control problems governed by PDEs with uncertain coefficients. We propose two formulations, one where the solution is a deterministic control optimizing the mean objective, and a formulation aiming at…

数值分析 · 数学 2018-11-20 Chen Li , Georg Stadler

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

最优化与控制 · 数学 2024-04-04 Wei Gong , Dongdong Liang

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…

统计理论 · 数学 2011-05-05 Paul Rochet

We discretize a risk-neutral optimal control problem governed by a linear elliptic partial differential equation with random inputs using a Monte Carlo sample-based approximation and a finite element discretization, yielding finite…

最优化与控制 · 数学 2023-11-10 Johannes Milz