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Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…

最优化与控制 · 数学 2020-01-23 Jorn Baayen , Jakub Marecek

We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of Optimal Control Problems (OCPs) constrained by random partial…

数值分析 · 数学 2024-03-29 Fabio Nobile , Tommaso Vanzan

Consistency Models (CMs) have shown promise for efficient one-step generation. However, most existing CMs rely on manually designed discretization schemes, which can cause repeated adjustments for different noise schedules and datasets. To…

机器学习 · 计算机科学 2025-10-21 Jiayu Bai , Zhanbo Feng , Zhijie Deng , Tianqi Hou , Robert C. Qiu , Zenan Ling

We consider the freeway network control problem where the aim is to optimize the operation of traffic networks modeled by the Cell Transmission Model via ramp metering and partial mainline demand control. Optimal control problems using the…

最优化与控制 · 数学 2018-05-28 Marius Schmitt , John Lygeros

In this paper, we establish the convergence of the proximal alternating direction method of multipliers (ADMM) and block coordinate descent (BCD) for nonseparable minimization models with quadratic coupling terms. The novel convergence…

最优化与控制 · 数学 2017-03-16 Caihua Chen , Min Li , Xin Liu , Yinyu Ye

We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot…

最优化与控制 · 数学 2018-04-09 Joachim Giesen , Sören Laue

This paper discusses a consensus-based alternating direction method of multipliers (ADMM) approach to solve the multi-area coordinated network-constrained unit commitment (NCUC) problem in a distributed manner. Due to political and…

最优化与控制 · 数学 2018-01-23 Yamin Wang , Lei Wu , Jie Li

This work addresses the ecological-adaptive cruise control problem for connected electric vehicles by a computationally efficient robust control strategy. The problem is formulated in the space-domain with a realistic description of the…

系统与控制 · 电气工程与系统科学 2024-10-28 Sheng Yu , Xiao Pan , Anastasis Georgiou , Boli Chen , Imad M. Jaimoukha , Simos A. Evangelou

Partial differential equations (p.d.e) equipped of spatial derivatives of fractional order capture anomalous transport behaviors observed in diverse fields of Science. A number of numerical methods approximate their solutions in dimension…

计算物理 · 物理学 2018-08-21 Alain Cartalade , Amina Younsi , Marie-Christine Néel

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…

最优化与控制 · 数学 2025-05-28 Saif R. Kazi , Kexin Wang , Lorenz T. Biegler

Control contraction metrics (CCMs) provide a framework to co-synthesize a controller and a corresponding contraction metric -- a positive-definite Riemannian metric under which a closed-loop system is guaranteed to be incrementally…

机器学习 · 计算机科学 2025-06-23 Minjae Cho , Hiroyasu Tsukamoto , Huy Trong Tran

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

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

In this work, we propose a novel safe and scalable decentralized solution for multi-agent control in the presence of stochastic disturbances. Safety is mathematically encoded using stochastic control barrier functions and safe controls are…

多智能体系统 · 计算机科学 2022-06-09 Marcus A. Pereira , Augustinos D. Saravanos , Oswin So , Evangelos A. Theodorou

We propose a new family of adaptive first-order methods for a class of convex minimization problems that may fail to be Lipschitz continuous or smooth in the standard sense. Specifically, motivated by a recent flurry of activity on…

最优化与控制 · 数学 2021-07-19 Kimon Antonakopoulos , Panayotis Mertikopoulos

In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…

最优化与控制 · 数学 2014-02-17 Ather Gattami

An efficient perturbational treatment of spin-orbit coupling within the framework of high-level multi-reference techniques has been implemented in the most recent version of the COLUMBUS quantum chemistry package, extending the existing…

This paper treats an optimal scheduling problem of control nodes in networked systems. We newly introduce both the L0 and l0 constraints on control inputs to extract a time-varying small number of effective control nodes. As the cost…

最优化与控制 · 数学 2021-08-31 Takuya Ikeda , Kazunori Sakurama , Kenji Kashima

We propose Mirror Descent Optimal Transport (MDOT), a novel method for solving discrete optimal transport (OT) problems with high precision, by unifying temperature annealing in entropic-regularized OT (EOT) with mirror descent techniques.…

机器学习 · 计算机科学 2025-06-04 Mete Kemertas , Allan D. Jepson , Amir-massoud Farahmand

This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…

最优化与控制 · 数学 2024-11-19 Dawei Liu , Juanjuan Xu , huanshui Zhang