相关论文: NOSNOC: A Software Package for Numerical Optimal C…

While many techniques have been developed for chance constrained stochastic optimal control with Gaussian disturbance processes, far less is known about computationally efficient methods to handle non-Gaussian processes. In this paper, we…

In this article, we present a simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution and…

This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…

Finite-sum Coupled Compositional Optimization (FCCO), characterized by its coupled compositional objective structure, emerges as an important optimization paradigm for addressing a wide range of machine learning problems. In this paper, we…

An optimization algorithm for a group of nonsmooth nonconvex problems inspired by two-stage stochastic programming problems is proposed. The main challenges for these problems include (1) the problems lack the popular lower-type properties…

In this work, we study the stochastic optimal control problem (SOC) mainly from the probabilistic view point, i.e. via the Stochastic Maximum principle (SMP) \cite{Peng4}. We adopt the sample-wise backpropagation scheme proposed in…

It is well known that chaotic dynamic systems (such as three-body system, turbulent flow and so on) have the sensitive dependence on initial conditions (SDIC). Unfortunately, numerical noises (such as truncation error and round-off error)…

Deep neural networks are increasingly used as an effective parameterization of control policies in various learning-based control paradigms. For continuous-time optimal control problems (OCPs), which are central to many decision-making…

A single-step high-order implicit time integration scheme with controllable numerical dissipation at high frequencies is presented for the transient analysis of structural dynamic problems. The amount of numerical dissipation is controlled…

This paper presents a novel Sliding Mode Control (SMC) algorithm to handle mismatched uncertainties in systems via a novel Self-Learning Disturbance Observer (SLDO). A computationally efficient SLDO is developed within a framework of…

In this paper, the study of nonsmooth optimal control problems (P) involving a controlled sweeping process with three main characteristics is launched. First, the sweeping sets are nonsmooth, time-dependent, and uniformly prox-regular.…

This paper investigates the asymptotic analysis of an optimal control problem (OCP) posed on a high-contrast elastic medium with soft periodic inclusions, governed by a semilinear elasticity system with a nonlocal term. The domain consists…

We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…

We develop an efficient parallel distributed algorithm for matrix completion, named NOMAD (Non-locking, stOchastic Multi-machine algorithm for Asynchronous and Decentralized matrix completion). NOMAD is a decentralized algorithm with…

This paper addresses the challenges of embedding common droop control characteristics in ac-dc power system steady-state simulation and optimization problems. We propose a smooth approximation methodology to construct differentiable…

The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable data-driven reformulation of a stochastic Optimal Control…

This paper presents a novel, Fourier series based numerical method of open-loop control optimization. Due to its flexible assumptions, it can be applied in a large variety of systems, including discontinuous ones or even so-called black…

In solving hard computational problems, semidefinite program (SDP) relaxations often play an important role because they come with a guarantee of optimality. Here, we focus on a popular semidefinite relaxation of K-means clustering which…

In this paper we We propose GoPRONTO, a first-order, feedback-based approach to solve nonlinear discrete-time optimal control problems. This method is a generalized first-order framework based on incorporating the original dynamics into a…

In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into account. This is also the case for control problems, where…