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Multidisciplinary engineering system design typically employs a sequential process, progressing from system dynamics to design variables and control. However, this process is inefficient and may lead to a suboptimal design. We propose…

最优化与控制 · 数学 2026-02-18 Sicheng He , Shugo Kaneko , Max Howell , Nan Li , Joaquim R. R. A. Martins

This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by partial differential equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic…

最优化与控制 · 数学 2017-11-06 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

We consider an abstract framework for the numerical solution of optimal control problems (OCPs) subject to partial differential equations (PDEs). Examples include not only the distributed control of elliptic PDEs such as the Poisson…

数值分析 · 数学 2025-05-27 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

This paper is devoted to continuous and discrete adjoint-based optimization approaches for optimal control problems governed by an important class of Nonlinear Coupled Anisotropic Convection-Diffusion Chemotaxis-type System (NCACDCS). This…

最优化与控制 · 数学 2019-08-13 Aziz Belmiloudi

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

最优化与控制 · 数学 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot…

最优化与控制 · 数学 2018-04-09 Joachim Giesen , Sören Laue

Achieving optimality in controlling physical systems is a profound challenge across diverse scientific and engineering fields, spanning neuromechanics, biochemistry, autonomous systems, economics, and beyond. Traditional solutions, relying…

最优化与控制 · 数学 2025-02-14 Tingli Hu , Sami Haddadin

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

最优化与控制 · 数学 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

We propose a high-order version of the augmented Lagrangian method for solving convex optimization problems with linear constraints, which achieves arbitrarily fast -- and even superlinear -- convergence rates. First, we analyze the…

最优化与控制 · 数学 2026-01-21 Young-Ju Lee , Jongho Park

The present paper aims at providing a numerical strategy to deal with PDE-constrained optimization problems solved with the adjoint method. It is done through out a unified formulation of the constraint PDE and the adjoint model. The…

最优化与控制 · 数学 2017-12-01 Gino I. Montecinos , Juan Lopez-Rios , Jaime H. Ortega , Rodrigo Lecaros

We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…

最优化与控制 · 数学 2016-01-06 Ajeet Kumar , Alexander Vladimirsky

This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…

最优化与控制 · 数学 2015-06-04 Fernando Jimenez , Marin Kobilarov , David Martin de Diego

This paper presents a distributed optimization algorithm tailored for solving optimal control problems arising in multi-building coordination. The buildings coordinated by a grid operator, join a demand response program to balance the…

最优化与控制 · 数学 2021-01-14 Junyan Su , Yuning Jiang , Altug Bitlislioglu , Colin N. Jones , Boris Houska

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

最优化与控制 · 数学 2021-07-09 Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou

We investigate optimal control problems with $L^0$ constraints, which restrict the measure of the support of the controls. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation…

最优化与控制 · 数学 2022-08-04 Daniel Wachsmuth

We propose a neural network approach to model general interaction dynamics and an adjoint based stochastic gradient descent algorithm to calibrate its parameters. The parameter calibration problem is considered as optimal control problem…

最优化与控制 · 数学 2021-02-01 Simone Göttlich , Claudia Totzeck

This paper considers the class of deterministic continuous-time optimal control problems (OCPs) with piecewise-affine (PWA) vector field, polynomial Lagrangian and semialgebraic input and state constraints. The OCP is first relaxed as an…

最优化与控制 · 数学 2012-11-15 M. Rasheed Abdalmoaty , Didier Henrion , Luis Rodrigues

We study the collection and delivery problem of biomedical specimens (CDSP) with multiple trips, time windows, a homogeneous fleet, and the objective of minimizing total completion time of delivery requests. This is a prominent problem in…

最优化与控制 · 数学 2024-08-20 Luis Aurelio Rocha , Alena Otto , Marc Goerigk

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

最优化与控制 · 数学 2021-03-25 Adam J. Thorpe , Meeko M. K. Oishi

Appropriate time discretization is crucial for real-time applications of numerical optimal control, such as nonlinear model predictive control. However, if the discretization error strongly depends on the applied control input, meeting…