相关论文: Subgradient evolution of value functions in discre…

We consider a singularly perturbed system of stochastic differential equations proposed by Chaudhari et al. (Res. Math. Sci. 2018) to approximate the Entropic Gradient Descent in the optimization of deep neural networks, via homogenisation.…

This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…

We present distributed subgradient methods for min-max problems with agreement constraints on a subset of the arguments of both the convex and concave parts. Applications include constrained minimization problems where each constraint is a…

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

We analyze the consequences that the so-called turnpike property has on the long-time behavior of the value function corresponding to a finite-dimensional linear-quadratic optimal control problem with general terminal cost and constrained…

This study develops a fixed-time convergent saddle point dynamical system for solving min-max problems under a relaxation of standard convexity-concavity assumption. In particular, it is shown that by leveraging the dynamical systems…

In this paper, we extend a recently established subgradient method for the computation of Riemannian metrics that optimizes certain singular value functions associated with dynamical systems. This extension is threefold. First, we introduce…

Modeling parts of an optimization problem as an optimal value function that depends on a top-level decision variable is a regular occurrence in optimization and an essential ingredient for methods such as Benders Decomposition. It often…

This paper presents a study of the two-predators-two-preys discrete-time Lotka-Volterra model with self- inhibition terms for preys with direct applications to ecological problems. Parameters in the model are modified so that each of them…

We study an abstract second order inclusion involving two nonlinear single-valued operators and a nonlinear multivalued term. Our goal is to establish the existence of solutions to the problem by applying numerical scheme based on time…

We consider the optimization problem of minimizing a nonsmooth function characterized by a nonsmooth formulation of the descent lemma over a manifold. In the unconstrained case over a Euclidean space, this class of functions is called…

We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…

We introduce a new class of quantum models with time-dependent Hamiltonians of a special scaling form. By using a couple of time-dependent unitary transformations, the time evolution of these models is expressed in terms of related systems…

This work discusses a variational approach to determining the time evolution operator. We directly see a glimpse of how a generalization of the quantum geometric tensor for unitary operators plays a central role in parameter evolution. We…

In this paper we study the convex problem of optimizing the sum of a smooth function and a compactly supported non-smooth term with a specific separable form. We analyze the block version of the generalized conditional gradient method when…

We describe an apparatus for subgradient-following of the optimum of convex problems with variational penalties. In this setting, we receive a sequence $y_i,\ldots,y_n$ and seek a smooth sequence $x_1,\ldots,x_n$. The smooth sequence needs…

In this paper we focus on regional deterministic optimal control problems, i.e., problems where the dynamics and the cost functional may be different in several regions of the state space and present discontinuities at their interface.…

This paper addresses a new class of optimal control problems for perturbed sweeping processes with measurable controls in additive perturbations of the dynamics and smooth controls in polyhedral moving sets. We develop a constructive…

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

This paper is on further development of discrete complex analysis introduced by R. Isaacs, J. Ferrand, R. Duffin, and C. Mercat. We consider a graph lying in the complex plane and having quadrilateral faces. A function on the vertices is…