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These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…

最优化与控制 · 数学 2016-09-04 Michael Muehlebach , Raffaello D'Andrea

Upper bound limit analysis allows one to evaluate directly the ultimate load of structures without performing a cumbersome incremental analysis. In order to numerically apply this method to thin plates in bending, several authors have…

This paper is concerned with finite element error estimates for Neumann boundary control problems posed on convex and polyhedral domains. Different discretization concepts are considered and for each optimal discretization error estimates…

数值分析 · 数学 2024-09-18 Johannes Pfefferer , Boris Vexler

We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…

最优化与控制 · 数学 2010-08-24 Morten Vierling

Time-dependent Maxwell's equations govern electromagnetics. Under certain conditions, we can rewrite these equations into a partial differential equation of second order, which in this case is the vectorial wave equation. For the vectorial…

数值分析 · 数学 2023-02-27 Julia I. M. Hauser , Marco Zank

In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…

最优化与控制 · 数学 2023-02-21 Haiming Song , Jiachuan Zhang , Yongle Hao

A conforming discontinuous Galerkin finite element method is introduced for solving the biharmonic equation. This method, by its name, uses discontinuous approximations and keeps simple formulation of the conforming finite element method at…

数值分析 · 数学 2019-07-26 Xiu Ye , Shangyou Zhang

This work develops a convergence theory for H(div)-conforming finite element methods applied to the steady Oseen problem, focusing on cases where the exact finite element complex holds while the commuting diagram property may fail. The…

数值分析 · 数学 2025-12-01 Jin Zhang , Xiaowei Liu

A $p$-adaptive discontinuous Galerkin time-domain method is developed to obtain high-order solutions to electromagnetic scattering problems. A novel feature of the proposed method is the use of divergence error to drive the $p$-adaptive…

计算物理 · 物理学 2022-11-15 Apurva Tiwari , Avijit Chatterjee

We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…

最优化与控制 · 数学 2021-11-09 Christian Clason , Carla Tameling , Benedikt Wirth

The aim of this work is to derive a priori error estimates for finite element discretizations of control--constrained optimal control problems that involve the Stokes system and Dirac measures. The first problem entails the minimization of…

数值分析 · 数学 2020-04-29 Francisco Fuica , Enrique Otarola , Daniel Quero

A geometric method is described to characterize the different kinds of extremals in optimal control theory. This comes from the use of a presymplectic constraint algorithm starting from the necessary conditions given by Pontryagin's Maximum…

最优化与控制 · 数学 2008-02-06 Maria Barbero-Liñan , Miguel C. Muñoz-Lecanda

We generalise the Gartner-Ellis theorem of large deviations theory. Our results allow us to derive large deviation type results in stochastic optimal control from the convergence of generalised logarithmic moment generating functions. They…

概率论 · 数学 2016-11-18 Marianne Akian , Stephane Gaubert , Vassili Kolokoltsov

This paper develops a smoothing-based postprocessing method for superconvergence in finite element methods. The method applies a few smoothing iterations, such as damped Jacobi, Gauss-Seidel, or conjugate gradient, with initial guess being…

数值分析 · 数学 2026-05-07 Yuwen Li , Han Shui , Ludmil Zikatanov

For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…

最优化与控制 · 数学 2022-02-16 Meng Li , Paul Grigas , Alper Atamturk

This paper explores numerical methods for solving a convex differentiable semi-infinite program. We introduce a primal-dual gradient method which performs three updates iteratively: a momentum gradient ascend step to update the constraint…

最优化与控制 · 数学 2024-07-23 Yao Yao , Qihang Lin , Tianbao Yang

We devise new variants of the following nonconforming finite element methods: DG methods of fixed arbitrary order for the Poisson problem, the Crouzeix-Raviart interior penalty method for linear elasticity, and the quadratic $C^0$ interior…

数值分析 · 数学 2017-10-11 Andreas Veeser , Pietro Zanotti

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

数值分析 · 数学 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

In this paper we present a first-order method that admits near-optimal convergence rates for convex/concave min-max problems while requiring a simple and intuitive analysis. Similarly to the seminal work of Nemirovski and the recent…

计算机科学与博弈论 · 计算机科学 2023-01-18 Volkan Cevher , Georgios Piliouras , Ryann Sim , Stratis Skoulakis

We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…

最优化与控制 · 数学 2019-12-12 Jelena Diakonikolas , Lorenzo Orecchia
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