相关论文: Going forth and back in time: a fast and parsimoni…

This work presents an algorithmic scheme for solving the infinite-time constrained linear quadratic regulation problem. We employ an accelerated version of a popular proximal gradient scheme, commonly known as the Forward-Backward Splitting…

We study some numerical methods for solving second order elliptic problem with interface. We introduce an immersed interface finite element method based on the `broken' $P_1$-nonconforming piecewise linear polynomials on interface…

In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…

By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…

We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…

This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…

This paper addresses the challenges of decision-making for autonomous vehicles under faults during a transport mission. A real-time decision-making problem of vehicle routing planning considering maintenance management is formulated as an…

We propose and analyze the convergence of a novel stochastic algorithm for solving monotone inclusions that are the sum of a maximal monotone operator and a monotone, Lipschitzian operator. The propose algorithm requires only unbiased…

The automaton constrained tree knapsack problem is a variant of the knapsack problem in which the items are associated with the vertices of the tree, and we can select a subset of items that is accepted by a top-down tree automaton. If the…

This paper seeks an efficient algorithm for stochastic precoding to maximize the long-term average weighted sum rates throughout a multiple-input multiple-output (MIMO) network. Unlike many existing works that assume a particular…

Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…

All physical systems are affected by some noise that limits the resolution that can be attained in partitioning their state space. For chaotic, locally hyperbolic flows, this resolution depends on the interplay of the local…

We present a numerical iterative optimization algorithm for the minimization of a cost function consisting of a linear combination of three convex terms, one of which is differentiable, a second one is prox-simple and the third one is the…

This paper is concerned with the two--phase obstacle problem, a type of a variational free boundary problem. We recall the basic estimates of Repin and Valdman (2015) and verify them numerically on two examples in two space dimensions. A…

In this paper, we consider a class of time-optimal control problems governed by linear parabolic equations with mixed control-state constraints and end-point constraints, and without Tikhonov regularization term in the objective function.…

We present a new algorithm for solving a polynomial program P based on the recent "joint + marginal" approach of the first author for, parametric optimization. The idea is to first consider the variable x1 as a parameter and solve the…

We propose a hybrid algorithm for the time integration of large sets of rate equations coupled by a relatively small number of degrees of freedom. A subset containing fast degrees of freedom evolves deterministically, while the rest of the…

We formulate the problem of efficient transport of a quantum particle trapped in a harmonic potential which can move with a bounded velocity, as a minimum-time problem on a linear system with bounded input. We completely solve the…

We formulate and solve the fixed horizon linear quadratic covariance steering problem in continuous time with a terminal cost measured in Hilbert-Schmidt (i.e., Frobenius) norm error between the desired and the controlled terminal…

Given facilities with capacities and clients with penalties and demands, the transportation problem with market choice consists in finding the minimum-cost way to partition the clients into unserved clients, paying the penalties, and into…