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This paper studies optimal control under the average-reward/cost criterion for deterministic linear systems. We derive the value function and optimal policy, and propose an approximate solution using Model Predictive Control to enable…

最优化与控制 · 数学 2025-07-08 Duc Cuong Nguyen

We consider a class of parameter-dependent optimal control problems of elliptic PDEs with constraints of general type on the control variable. Applying the concept of variational discretization, [4], together with techniques from the…

最优化与控制 · 数学 2018-08-20 Ahmad Ahmad Ali , Michael Hinze

This paper focuses on the decentralized optimization (minimization and saddle point) problems with objective functions that satisfy Polyak-{\L}ojasiewicz condition (PL-condition). The first part of the paper is devoted to the minimization…

最优化与控制 · 数学 2024-05-14 Ilya Kuruzov , Mohammad Alkousa , Fedor Stonyakin , Alexander Gasnikov

We consider some boundary value tracking optimal control problem constrained by a Neumann boundary value problem for some elliptic partial differential equation where the control acts as right-hand side. This optimal control problem can be…

数值分析 · 数学 2026-03-12 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…

数据结构与算法 · 计算机科学 2024-12-25 Marin Bougeret , Jérémy Omer , Michael Poss

When designing a motion planner for autonomous robots there are usually multiple objectives to be considered. However, a cost function that yields the desired trade-off between objectives is not easily obtainable. A common technique across…

机器人学 · 计算机科学 2023-12-13 Nils Wilde , Stephen L. Smith , Javier Alonso-Mora

Many optimization problems arising in applications have to consider several objective functions at the same time. Evolutionary algorithms seem to be a very natural choice for dealing with multi-objective problems as the population of such…

神经与进化计算 · 计算机科学 2013-09-17 Tobias Friedrich , Frank Neumann , Christian Thyssen

We consider concave minimization problems over non-convex sets.Optimization problems with this structure arise in sparse principal component analysis. We analyze both a gradient projection algorithm and an approximate Newton algorithm where…

数值分析 · 计算机科学 2019-04-09 William W. Hager , Dzung T. Phan , Jia-Jie Zhu

Optimal control problems of tracking type for a class of linear systems with uncertain parameters in the dynamics are investigated. An affine tracking feedback control input is obtained by considering the minimization of an energy-like…

最优化与控制 · 数学 2024-02-02 Philipp A. Guth , Karl Kunisch , Sergio S. Rodrigues

In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different set of constraints, namely (i) integral state constraint…

最优化与控制 · 数学 2021-08-09 Kamana Porwal , Pratibha Shakya

We devise an a posteriori error estimator for an affine optimal control problem subject to a semilinear elliptic PDE and control constraints. To approximate the problem, we consider a semidiscrete scheme based on the variational…

最优化与控制 · 数学 2025-05-08 Francisco Fuica , Nicolai Jork

Optimal Experiment Design for parameter estimation in water networks has been traditionally formulated to maximize either hydraulic model accuracy or spatial coverage. Because a unique sensor configuration that optimizes both objectives may…

最优化与控制 · 数学 2023-02-08 Filippo Pecci , Ivan Stoianov

Optimal control problems are crucial in various domains, including path planning, robotics, and humanoid control, demonstrating their broad applicability. The connection between optimal control and Hamilton-Jacobi (HJ) partial differential…

最优化与控制 · 数学 2024-03-06 Tingwei Meng , Siting Liu , Wuchen Li , Stanley Osher

Hypergraph matching is a fundamental problem in computer vision. Mathematically speaking, it maximizes a polynomial objective function, subject to assignment constraints. In this paper, we reformulate the hypergraph matching problem as a…

最优化与控制 · 数学 2017-11-15 Chunfeng Cui , Qingna Li , Liqun Qi , Hong Yan

This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…

最优化与控制 · 数学 2019-07-26 Sebastian Engel , Philip Trautmann , Boris Vexler

In this article we propose a descent method for equality and inequality constrained multiobjective optimization problems (MOPs) which generalizes the steepest descent method for unconstrained MOPs by Fliege and Svaiter to constrained…

最优化与控制 · 数学 2020-12-18 Bennet Gebken , Sebastian Peitz , Michael Dellnitz

When dealing with a multi-objective optimization problem, obtaining a comprehensive representation of the set of Pareto optimal solutions can be computationally expensive. However, identifying the most representative solutions can be…

最优化与控制 · 数学 2026-03-23 Tommaso Giovannelli , Marcos Medeiros Raimundo , Luis Nunes Vicente

The goal of multi-objective optimization is to understand optimal trade-offs between competing objective functions by finding the Pareto front, i.e., the set of all Pareto optimal solutions, where no objective can be improved without…

This paper provides a block coordinate descent algorithm to solve unconstrained optimization problems. In our algorithm, computation of function values or gradients is not required. Instead, pairwise comparison of function values is used.…

机器学习 · 统计学 2014-09-16 Kota Matsui , Wataru Kumagai , Takafumi Kanamori

In this work, we deal with the problem of computing a comprehensive front of efficient solutions in multi-objective portfolio optimization problems in presence of sparsity constraints. We start the discussion pointing out some weaknesses of…

最优化与控制 · 数学 2025-09-23 Arturo Annunziata , Matteo Lapucci , Pieluigi Mansueto , Davide Pucci
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