相关论文: Solving Singular Control Problems in Mathematical …

This paper presents an automated, model-free, data-driven method for the safe tuning of PID cascade controller gains based on Bayesian optimization. The optimization objective is composed of data-driven performance metrics and modeled using…

The problem of synthesizing an optimal sensor selection policy is pertinent to a variety of engineering applications ranging from event detection to autonomous navigation. We consider such a synthesis problem over an infinite time horizon…

An earlier work [18] proposes a method for solving the Lagrangian dual of a constrained binary quadratic programming problem via quantum adiabatic evolution using an outer approximation method. This should be an efficient prescription for…

A piecewise constant Mayer cost function is used to model optimal control problems in which the state space is partitioned into several regions, each having its own Mayer cost value. In such a context, the standard numerical methods used in…

In this paper we present complexity certification results for a distributed Augmented Lagrangian (AL) algorithm used to solve convex optimization problems involving globally coupled linear constraints. Our method relies on the Accelerated…

We propose methods to solve time-varying, sensor and actuator (SaA) selection problems for uncertain cyber-physical systems. We show that many SaA selection problems for optimizing a variety of control and estimation metrics can be posed as…

We study the problem of state transition on a finite time interval with minimal energy supply for linear port-Hamiltonian systems. While the cost functional of minimal energy supply is intrinsic to the port-Hamiltonian structure, the…

In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

In this paper, we study an optimal control problem of linear backward stochastic differential equation (BSDE) with quadratic cost functional under partial information. This problem is solved completely and explicitly by using a stochastic…

The problem is considered of optimizing discrete parameters in the presence of constraints. We use the stochastic sigmoid with temperature and put forward the new adaptive gradient method CONGA. The search for an optimal solution is carried…

We present a new parallel computational framework for the efficient solution of a class of $L^2$/$L^1$-regularized optimal control problems governed by semi-linear elliptic partial differential equations (PDEs). The main difficulty in…

We propose a novel approach for the development, analysis, and verification of reductions between NP-complete problems. This method uses the URSA system, a SAT-based constraint solver and incorporates features that distinguish it from…

In this paper, we propose a novel primal-dual proximal splitting algorithm (PD-PSA), named BALPA, for the composite optimization problem with equality constraints, where the loss function consists of a smooth term and a nonsmooth term…

To investigate solutions of (near-)optimal control problems, we extend and exploit a notion of homogeneity recently proposed in the literature for discrete-time systems. Assuming the plant dynamics is homogeneous, we first derive a scaling…

The problem of principle component analysis (PCA) is traditionally solved by spectral or algebraic methods. We show how computing the leading principal component could be reduced to solving a \textit{small} number of well-conditioned {\it…

In optimization routines used for on-line Model Predictive Control (MPC), linear systems of equations are usually solved in each iteration. This is true both for Active Set (AS) methods as well as for Interior Point (IP) methods, and for…

Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…

We propose a mean-field optimal control problem for the parameter identification of a given pattern. The cost functional is based on the Wasserstein distance between the probability measures of the modeled and the desired patterns. The…

In this work, we consider an optimal control problem subject to a nonlinear PDE constraint and apply it to the regularized $p$-Laplace equation. To this end, a reduced unconstrained optimization problem in terms of the control variable is…