Search results for "optimization"

showing 10 items of 2824 documents

Convergence rate of a relaxed inertial proximal algorithm for convex minimization

2018

International audience; In a Hilbert space setting, the authors recently introduced a general class of relaxed inertial proximal algorithms that aim to solve monotone inclusions. In this paper, we specialize this study in the case of non-smooth convex minimization problems. We obtain convergence rates for values which have similarities with the results based on the Nesterov accelerated gradient method. The joint adjustment of inertia, relaxation and proximal terms plays a central role. In doing so, we highlight inertial proximal algorithms that converge for general monotone inclusions, and which, in the case of convex minimization, give fast convergence rates of values in the worst case.

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]Class (set theory)Control and OptimizationInertial frame of referenceLyapunov analysis0211 other engineering and technologies02 engineering and technologyManagement Science and Operations Research01 natural sciencessymbols.namesakenonsmooth convex minimizationrelaxationweak-convergence0101 mathematics[MATH]Mathematics [math]point algorithmMathematics021103 operations researchWeak convergence[QFIN]Quantitative Finance [q-fin]Applied MathematicsHilbert space[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]dynamicsmaximally monotone operatorsInertial proximal method010101 applied mathematicsMonotone polygonRate of convergenceConvex optimizationmaximal monotone-operatorssymbolsRelaxation (approximation)[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]subdifferential of convex functionsAlgorithm
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Geometric and numerical techniques to compute conjugate and cut loci on Riemannian surfaces

2014

International audience; We combine geometric and numerical techniques - the Hampath code - to compute conjugate and cut loci on Riemannian surfaces using three test bed examples: ellipsoids of revolution, general ellipsoids, and metrics with singularities on S2 associated to spin dynamics.

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]Code (set theory)Spin dynamicsGeometryspin dynamics01 natural sciencesoptimal controlsymbols.namesakeGaussian curvature0101 mathematicsGeneral ellipsoidMathematics010102 general mathematics[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]Optimal controlUmbilical pointEllipsoidOptimal controlCalcul parallèle distribué et partagé010101 applied mathematicsSpindynaicssymbolsgeneral ellipsoidGravitational singularity[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]Conjugate and cut lociConjugate
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Time Versus Energy in the Averaged Optimal Coplanar Kepler Transfer towards Circular Orbits

2015

International audience; The aim of this note is to compare the averaged optimal coplanar transfer towards circular orbits when the costs are the transfer time transfer and the energy consumption. While the energy case leads to analyze a 2D Riemannian metric using the standard tools of Riemannian geometry (curvature computations, geodesic convexity), the time minimal case is associated to a Finsler metric which is not smooth. Nevertheless a qualitative analysis of the geodesic flow is given in this article to describe the optimal transfers. In particular we prove geodesic convexity of the elliptic domain.

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]ComputationGeodesic convexity02 engineering and technologyRiemannian geometryCurvature01 natural sciencesDomain (mathematical analysis)Low thrust orbit transfersymbols.namesakeAveraging0203 mechanical engineeringFOS: MathematicsTime transferGeodesic convexityCircular orbit0101 mathematicsMathematics - Optimization and ControlMathematics020301 aerospace & aeronauticsApplied Mathematics010102 general mathematicsMathematical analysisOptimal controlOptimization and Control (math.OC)Metric (mathematics)symbolsRiemann-Finsler Geometry[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]Mathematics::Differential Geometry
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Computation of conjugate times in smooth optimal control: the COTCOT algorithm

2006

Conjugate point type second order optimality conditions for extremals associated to smooth Hamiltonians are evaluated by means of a new algorithm. Two kinds of standard control problems fit in this setting: the so-called regular ones, and the minimum time singular single-input affine systems. Conjugate point theory is recalled in these two cases, and two applications are presented: the minimum time control of the Kepler and Euler equations.

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]Differential equationComputation010102 general mathematics05 social sciences050301 education[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]Optimal control01 natural sciencesEuler equationssymbols.namesakesymbolsOrder (group theory)Point (geometry)Affine transformation[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]0101 mathematics0503 educationAlgorithmMathematicsConjugate
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Monotone Concave Operators: An application to the existence and uniqueness of solutions to the Bellman equation

2008

We propose a new approach to the issue of existence and uniqueness of solutions to the Bellman equation, exploiting an emerging class of methods, called monotone map methods, pioneered in the work of Krasnosel’skii (1964) and Krasnosel’skii-Zabreiko (1984). The approach is technically simple and intuitive. It is derived from geometric ideas related to the study of fixed points for monotone concave operators defined on partially order spaces.

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]Dynamic programmingBellman equationUnbounded returnsjel:C61JEL: C61 O41[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC][SHS.ECO]Humanities and Social Sciences/Economics and FinanceDynamic programmingjel:O41Bellman equationUnbounded returnsDynamic Programming; Bellman Equation; Unbounded Returns[ SHS.ECO ] Humanities and Social Sciences/Economies and finances[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC][SHS.ECO] Humanities and Social Sciences/Economics and Finance
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On the optimal control of the circular restricted three body problem

2011

The context of this work is space mechanics. More precisely, we aim at computing low thrust transfers in the Earth-Moon system modeled by the circular restricted three-body problem. The goal is to calculate the optimal steering of the spacecraft engine with respect to two optimization criteria: Final time and fuel consumption. The contributions of this thesis are of two kinds. Geometric, first, as we study the controllability of the system together with the geometry of the transfers (structure of the command) by means of geometric control tools. Numerical, then, different homotopic methods being developed. A two-three body continuation is used to compute minimum time trajectories, and then …

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]Earth-Moon transfercontinuations discrète et différentielletrajectoires temps ou consommation minimalesminimum time or fuel consumption trajectories[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]transfert Terre-Lunecircular restricted three-body problemshootingoptimal controlcontrôle optimalpoussée faibleméthode de tirproblème des trois corps circulaire restreintlow thrust[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]discrete and differential continuation
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Variational methods in imaging and geometric control

2016

International audience

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]Geometric controlApplied mathematics[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC][MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]ComputingMilieux_MISCELLANEOUSMathematics
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Note on singular Clairaut-Liouville metrics

2008

Computations on Clairaut-Liouville metrics on S^2 with a finite order singularity.

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]High Energy Physics::Theory[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC][MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]Mathematics::Spectral Theory
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Discrete and differential homotopy in circular restricted three-body control

2010

The planar circular restricted three-body problem is considered. The control enters linearly in the equation of motion to model the thrust of the third body. The minimum time optimal control problem has two scalar parameters: The ratio of the primaries masses which embeds the two-body problem into the three-body one, and the upper bound on the control norm. Regular extremals of the maximum principle are computed by shooting thanks to continuations with respect to both parameters. Discrete and di erential homotopy are compared in connection with second order sucient conditions in optimal control. Homotopy with respect to control bound gives evidence of various topological structures of extr…

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]Homotopy lifting propertyHomotopy010102 general mathematicsMathematical analysis[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]Optimal control01 natural sciencesUpper and lower boundsRegular homotopyn-connectedMaximum principle0103 physical sciences[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]0101 mathematics010303 astronomy & astrophysicsHomotopy analysis methodComputingMilieux_MISCELLANEOUSMathematics
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Injectivity domain of ellipsoid of revolution. The oblate case.

2010

Study of the convexity of the injectivity domains on an oblate ellipsoid.

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]Injectivity domainOblate ellipsoidElliptic functions[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC][MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]53C20
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