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The sweeping process was proposed by J. J. Moreau as a general mathematical formalism for quasistatic processes in elastoplastic bodies. This formalism deals with connected Prandtl's elastic-ideal plastic springs, which can form a system…

动力系统 · 数学 2017-03-30 D. Rachinskii

We revisit the geometrically decaying step size given a positive inverse condition number, under which a locally Lipschitz function shows linear convergence. The positivity does not require the function to satisfy convexity, weak convexity,…

最优化与控制 · 数学 2025-12-04 Jihun Kim

This research proposes to use the Moreau-Yosida envelope to stabilize the convergence behavior of bi-level Hyperparameter optimization solvers, and introduces the new algorithm called Moreau-Yosida regularized Hyperparameter Optimization…

机器学习 · 计算机科学 2020-07-28 Sauptik Dhar , Unmesh Kurup , Mohak Shah

We show that sweeping processes with possibly non-convex prox-regular constraints generate a strongly continuous input-output mapping in the space of absolutely continuous functions. Under additional smoothness assumptions on the constraint…

动力系统 · 数学 2021-06-29 Pavel Krejci , Giselle Antunes Monteiro , Vincenzo Recupero

We consider the free endpoint Mayer problem for a controlled Moreau process, the control acting as a perturbation of the dynamics driven by the normal cone, and derive necessary optimality conditions of Pontryagin's Maximum Principle type.…

最优化与控制 · 数学 2016-10-31 Chems Eddine Arroud , Giovanni Colombo

We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…

In this work, some regularity properties of mild solutions for a class of stochastic linear functional differential equations driven by infinite dimensional Wiener processes are considered. In terms of retarded fundamental solutions, we…

概率论 · 数学 2011-06-09 Kai Liu

This paper addresses, for the first time in the literature, optimal control problems for dynamic systems governed by a novel class of sweeping processes with time delay. We establish well-posedness of such processes, in the sense of the…

最优化与控制 · 数学 2024-10-01 Boris Mordukhovich , Dao Nguyen , Trang Nguyen , Norma Ortiz-Robinson , Vinicio Ríos

This paper generalizes the Lasalle-Yoshizawa Theorem to switched nonsmooth systems. Filippov and Krasovskii regularizations of a switched system are shown to be contained within the convex hull of the Filippov and Krasovskii regularizations…

系统与控制 · 计算机科学 2021-07-22 Rushikesh Kamalapurkar , Joel A. Rosenfeld , Anup Parikh , Andrew R. Teel , Warren E. Dixon

We study the asymptotic stability of periodic solutions for sweeping processes defined by a polyhedron with translationally moving faces. Previous results are improved by obtaining a stronger $W^{1,2}$ convergence. Then we present an…

动力系统 · 数学 2022-10-13 Giovanni Colombo , Paolo Gidoni , Emilio Vilches

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

We show that the subgradient method converges only to local minimizers when applied to generic Lipschitz continuous and subdifferentially regular functions that are definable in an o-minimal structure. At a high level, the argument we…

最优化与控制 · 数学 2023-01-10 Damek Davis , Dmitriy Drusvyatskiy , Liwei Jiang

Control Lyapunov function is a central tool in stabilization. It generalizes an abstract energy function -- a Lyapunov function -- to the case of controlled systems. It is a known fact that most control Lyapunov functions are non-smooth --…

最优化与控制 · 数学 2022-11-08 Pavel Osinenko , Grigory Yaremenko , Georgiy Malaniya

Exact-sparsity inducing prior distributions in Bayesian analysis typically lead to posterior distributions that are very challenging to handle by standard Markov Chain Monte Carlo (MCMC) methods, particular in high-dimensional models with…

统计理论 · 数学 2016-06-28 Yves F. Atchadé

We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…

经典分析与常微分方程 · 数学 2015-05-07 Adrian Falkowski , Leszek Slominski

Randomized smoothing is a widely adopted technique for optimizing nonsmooth objective functions. However, its efficiency analysis typically relies on global Lipschitz continuity, a condition rarely met in practical applications. To address…

最优化与控制 · 数学 2025-09-10 Jingfan Xia , Zhenwei Lin , Qi Deng

The present article studies the minimization of convex, L-smooth functions defined on a separable real Hilbert space. We analyze regularized stochastic gradient descent (reg-SGD), a variant of stochastic gradient descent that uses a…

最优化与控制 · 数学 2025-10-24 Sebastian Kassing , Simon Weissmann , Leif Döring

This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…

最优化与控制 · 数学 2025-02-11 Livia Betz

We obtain an asymptotic H\"older estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the next step in the…

偏微分方程分析 · 数学 2020-08-05 Ángel Arroyo , Mikko Parviainen

In this manuscript we would like to address the classical optimization problem of minimizing a proper, convex and lower semicontinuous function via the second order in time dynamics, combining viscous and Hessian-driven damping with a…

最优化与控制 · 数学 2023-03-20 Mikhail Karapetyants