Search results for "Mathematics - Optimization and Control"

showing 10 items of 52 documents

Model Identification of a Network as Compressing Sensing

2013

In many applications, it is important to derive information about the topology and the internal connections of dynamical systems interacting together. Examples can be found in fields as diverse as Economics, Neuroscience and Biochemistry. The paper deals with the problem of deriving a descriptive model of a network, collecting the node outputs as time series with no use of a priori insight on the topology, and unveiling an unknown structure as the estimate of a "sparse Wiener filter". A geometric interpretation of the problem in a pre-Hilbert space for wide-sense stochastic processes is provided. We cast the problem as the optimization of a cost function where a set of parameters are used t…

IdentificationReduced modelTheoretical computer scienceGeneral Computer ScienceDynamical systems theoryComputer scienceNetworkTopology (electrical circuits)Dynamical Systems (math.DS)Systems and Control (eess.SY)Set (abstract data type)symbols.namesakeFOS: MathematicsFOS: Electrical engineering electronic engineering information engineeringElectrical and Electronic EngineeringMathematics - Dynamical SystemsMathematics - Optimization and ControlMathematics - General TopologySparsificationMechanical EngineeringWiener filterSystem identificationGeneral Topology (math.GN)Function (mathematics)Compressive sensingIdentification (information)Compressed sensingControl and Systems EngineeringOptimization and Control (math.OC)symbolsIdentification; Sparsification; Reduced models; Networks; Compressive sensingComputer Science - Systems and Control
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Dynamic Coalitional TU Games: Distributed Bargaining among Players' Neighbors

2013

We consider a sequence of transferable utility (TU) games where, at each time, the characteristic function is a random vector with realizations restricted to some set of values. The game differs from other ones in the literature on dynamic, stochastic or interval valued TU games as it combines dynamics of the game with an allocation protocol for the players that dynamically interact with each other. The protocol is an iterative and decentralized algorithm that offers a paradigmatic mathematical description of negotiation and bargaining processes. The first part of the paper contributes to the definition of a robust (coalitional) TU game and the development of a distributed bargaining protoc…

Mathematical optimizationComputer Science::Computer Science and Game TheorySequential gameComputer scienceCombinatorial game theoryExample of a game without a valueFOS: MathematicsSimultaneous gameElectrical and Electronic EngineeringTransferable utilityMathematics - Optimization and ControlGame theoryBondareva–Shapley theoremBargaining problemNon-cooperative gameUtility theoryStochastic gameComputingMilieux_PERSONALCOMPUTINGScreening gameComputer Science ApplicationsBargaining processCore (game theory)Control and Systems EngineeringOptimization and Control (math.OC)Repeated gameSettore MAT/09 - Ricerca OperativaoptimizationMathematical economicsGame theory
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Functional A Posteriori Error Estimates for Time-Periodic Parabolic Optimal Control Problems

2015

This article is devoted to the a posteriori error analysis of multiharmonic finite element approximations to distributed optimal control problems with time-periodic state equations of parabolic type. We derive a posteriori estimates of the functional type, which are easily computable and provide guaranteed upper bounds for the state and co-state errors as well as for the cost functional. These theoretical results are confirmed by several numerical tests that show high efficiency of the a posteriori error bounds. peerReviewed

Mathematical optimizationControl and OptimizationMathematicsofComputing_NUMERICALANALYSISFinite element approximations010103 numerical & computational mathematicsType (model theory)01 natural sciencesparabolic time-periodic optimal control problemsError analysisFOS: MathematicsApplied mathematicsMathematics - Numerical AnalysisNumerical testsfunctional a posteriori error estimates0101 mathematicsMathematics - Optimization and Control49N20 35Q61 65M60 65F08Mathematicsta113Time periodicta111Numerical Analysis (math.NA)State (functional analysis)Optimal controlComputer Science Applications010101 applied mathematicsOptimization and Control (math.OC)multiharmonic finite element methodsSignal ProcessingA priori and a posterioriAnalysisNumerical Functional Analysis and Optimization
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Robust control of uncertain multi-inventory systems via linear matrix inequality

2008

We consider a continuous time linear multi inventory system with unknown demands bounded within ellipsoids and controls bounded within ellipsoids or polytopes. We address the problem of "-stabilizing the inventory since this implies some reduction of the inventory costs. The main results are certain conditions under which "-stabilizability is possible through a saturated linear state feedback control. All the results are based on a Linear Matrix Inequalities (LMIs) approach and on some recent techniques for the modeling and analysis of polytopic systems with saturations.

Mathematical optimizationLinear Matrix InequalitiesPolytopeDynamical Systems (math.DS)stock control93xxcontinuous systems linear matrix inequalities linear systems manufacturing systems robust control state feedback stock control uncertain systemsimpulse control inventory control hybrid systemsSettore ING-INF/04 - AutomaticaControl theoryFOS: Mathematicsmanufacturing systemsMathematics - Dynamical Systemslinear matrix inequalitiesstate feedbackTime complexityMathematics - Optimization and ControlInventory systemsMathematicsInventory controlLinear Matrix Inequalities; Inventory systemsLinear systemlinear systemsLinear matrix inequality93Cxx;93xxLinearity93Cxxhybrid systemsEllipsoidComputer Science Applicationsimpulse control; inventory control; hybrid systemsuncertain systemsControl and Systems EngineeringOptimization and Control (math.OC)Control systemBounded functioncontinuous systemsPerpetual inventorycontinuous systems; linear matrix inequalities; linear systems; manufacturing systems; robust control; state feedback; stock control; uncertain systemsinventory controlRobust controlSettore MAT/09 - Ricerca Operativarobust controlimpulse control
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Sard property for the endpoint map on some Carnot groups

2016

In Carnot-Caratheodory or sub-Riemannian geometry, one of the major open problems is whether the conclusions of Sard's theorem holds for the endpoint map, a canonical map from an infinite-dimensional path space to the underlying finite-dimensional manifold. The set of critical values for the endpoint map is also known as abnormal set, being the set of endpoints of abnormal extremals leaving the base point. We prove that a strong version of Sard's property holds for all step-2 Carnot groups and several other classes of Lie groups endowed with left-invariant distributions. Namely, we prove that the abnormal set lies in a proper analytic subvariety. In doing so we examine several characterizat…

Mathematics - Differential Geometry0209 industrial biotechnologyPure mathematics53C17 22F50 22E25 14M17SubvarietyGroup Theory (math.GR)02 engineering and technologySard's property01 natural sciencesSet (abstract data type)020901 industrial engineering & automationAbnormal curves; Carnot groups; Endpoint map; Polarized groups; Sard's property; Sub-Riemannian geometry; Analysis; Mathematical PhysicsMathematics - Metric GeometryFOS: MathematicsPoint (geometry)Canonical mapAbnormal curves; Carnot groups Endpoint map Polarized groups Sard's property Sub-Riemannian geometry Analysis0101 mathematicsMathematics - Optimization and ControlMathematical PhysicsMathematicsApplied Mathematics010102 general mathematicsta111Polarized groupsCarnot groupLie groupEndpoint mapMetric Geometry (math.MG)Base (topology)ManifoldSub-Riemannian geometryDifferential Geometry (math.DG)Optimization and Control (math.OC)Carnot groupsAbnormal curvesMathematics - Group TheoryAnalysis
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Sub-Finsler Geodesics on the Cartan Group

2018

This paper is a continuation of the work by the same authors on the Cartan group equipped with the sub-Finsler $\ell_\infty$ norm. We start by giving a detailed presentation of the structure of bang-bang extremal trajectories. Then we prove upper bounds on the number of switchings on bang-bang minimizers. We prove that any normal extremal is either bang-bang, or singular, or mixed. Consequently, we study mixed extremals. In particular, we prove that every two points can be connected by a piecewise smooth minimizer, and we give a uniform bound on the number of such pieces.

Mathematics - Differential Geometry0209 industrial biotechnologyPure mathematicsPhysics::General PhysicsGeodesic49K1549J1502 engineering and technology01 natural sciencesContinuationGeneral Relativity and Quantum CosmologyPhysics::Popular Physics020901 industrial engineering & automationMathematics (miscellaneous)Geometric controlFOS: Mathematics0101 mathematicsMathematics - Optimization and ControlMathematics010102 general mathematicsta111matemaattinen optimointiPhysics::History of Physics49J15; 49K15; Cartan group; geometric control; Sub-Finsler geometry; time-optimal control; Mathematics (miscellaneous)säätöteoriaDifferential Geometry (math.DG)Optimization and Control (math.OC)geometric controlNorm (mathematics)Piecewisetime-optimal controldifferentiaaliyhtälötSub-Finsler geometryCartan groupRegular and Chaotic Dynamics
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Periodic controls in step 2 sub-Finsler problems

2019

We consider control-linear left-invariant time-optimal problems on step 2 Carnot groups with strictly convex set of control parameters (in particular, sub-Finsler problems). We describe all linear-in-momenta Casimirs on the dual of the Lie algebra. In the case of rank 3 Lie groups we describe the symplectic foliation on the dual of the Lie algebra. On this basis we show that extremal controls are either constant or periodic. Some related results for other Carnot groups are presented.

Mathematics - Differential GeometryDifferential Geometry (math.DG)Optimization and Control (math.OC)FOS: MathematicsMathematics - Optimization and Control
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Corners in non-equiregular sub-Riemannian manifolds

2014

We prove that in a class of non-equiregular sub-Riemannian manifolds corners are not length minimizing. This extends the results of (G.P. Leonardi and R. Monti, Geom. Funct. Anal. 18 (2008) 552-582). As an application of our main result we complete and simplify the analysis in (R. Monti, Ann. Mat. Pura Appl. (2013)), showing that in a 4-dimensional sub-Riemannian structure suggested by Agrachev and Gauthier all length-minimizing curves are smooth. Mathematics Subject Classification. 53C17, 49K21, 49J15.

Mathematics - Differential GeometryPure mathematicsClass (set theory)Control and Optimizationregularity of geodesicsStructure (category theory)Mathematics - Analysis of PDEsMathematics - Metric GeometryFOS: MathematicsGEOMSub-Riemannian geometry regularity of geodesics cornersMathematics - Optimization and ControlMathematicsta111Computational mathematicsMetric Geometry (math.MG)cornerssub-riemannian geometryComputational MathematicsCorners; Regularity of geodesics; Sub-Riemannian geometry; Control and Systems Engineering; Control and Optimization; Computational MathematicsDifferential Geometry (math.DG)Mathematics Subject ClassificationOptimization and Control (math.OC)Control and Systems EngineeringMathematics::Differential GeometryAnalysis of PDEs (math.AP)
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Geometric characterizations of the strict Hadamard differentiability of sets

2021

Let $S$ be a closed subset of a Banach space $X$. Assuming that $S$ is epi-Lipschitzian at $\bar{x}$ in the boundary $ \bd S$ of $S$, we show that $S$ is strictly Hadamard differentiable at $\bar{x}$ IFF the Clarke tangent cone $T(S, \bar{x})$ to $S$ at $\bar{x}$ contains a closed hyperplane IFF the Clarke tangent cone $T(\bd S, \bar{x})$ to $\bd S$ at $\bar{x}$ is a closed hyperplane. Moreover when $X$ is of finite dimension, $Y$ is a Banach space and $g: X \mapsto Y$ is a locally Lipschitz mapping around $\bar{x}$, we show that $g$ is strictly Hadamard differentiable at $\bar{x}$ IFF $T(\mathrm{graph}\,g, (\bar{x}, g(\bar{x})))$ is isomorphic to $X$ IFF the set-valued mapping $x\rightrigh…

Mathematics - Functional AnalysisOptimization and Control (math.OC)High Energy Physics::PhenomenologyFOS: Mathematics[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]High Energy Physics::Experiment[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]Mathematics - Optimization and ControlFunctional Analysis (math.FA)
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On deterministic solutions for multi-marginal optimal transport with Coulomb cost

2022

In this paper we study the three-marginal optimal mass transportation problem for the Coulomb cost on the plane $\R^2$. The key question is the optimality of the so-called Seidl map, first disproved by Colombo and Stra. We generalize the partial positive result obtained by Colombo and Stra and give a necessary and sufficient condition for the radial Coulomb cost to coincide with a much simpler cost that corresponds to the situation where all three particles are aligned. Moreover, we produce an infinite class of regular counterexamples to the optimality of this family of maps.

Multimarginal optimal transportation Monge-Kantorovich problem Duality theory Coulomb cost Density Functional Theory.Applied MathematicstiheysfunktionaaliteoriaFOS: Physical sciencesMonge-Kantorovich problemduality theoryvariaatiolaskentaMathematical Physics (math-ph)General MedicineDensity Functional Theory.matemaattinen optimointimultimarginal optimal transportation49J45 49N15 49K30Mathematics - Analysis of PDEsOptimization and Control (math.OC)Coulomb costFOS: MathematicsMathematics - Optimization and ControlMathematical PhysicsAnalysisAnalysis of PDEs (math.AP)
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