A descent algorithm for the optimal control of constrained nonlinear switched dynamical systems
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The problem of designing network-wide traffic signal control strategies for large-scale congested urban road networks is considered. One known and two novel methodologies, all based on the store-and-forward modeling paradigm, are presented and compared. Th ...
Switched dynamical systems have shown great utility in modeling a variety of systems. Unfortunately, the determination of a numerical solution for the optimal control of such systems has proven difficult, since it demands optimal mode scheduling. Recently, ...
A discretization scheme for a portfolio selection problem is discussed. The model is a benchmark relative, mean-variance optimization problem in continuous time. In order to make the model computationally tractable, it is discretized in time and space. Thi ...
The objective of this thesis is to develop reduced models for the numerical solution of optimal control, shape optimization and inverse problems. In all these cases suitable functionals of state variables have to be minimized. State variables are solutions ...
There is an increasing interest in the use of computer algorithms to identify combinations of parameters which optimise the energy performance of buildings. For such problems, the objective function can be multi-modal and needs to be approximated numerical ...
In a previous work we developed a convex infinite dimensional linear programming (LP) approach to approximating the region of attraction (ROA) of polynomial dynamical systems subject to compact basic semialgebraic state constraints. Finite dimensional rela ...
Solving optimal control problems for many different scenarios obtained by varying a set of parameters in the state system is a computationally extensive task. In this paper we present a new reduced framework for the formulation, the analysis and the numeri ...
The modeling of a system composed by a gas phase and organic aerosol particles, and its numerical resolution are studied. The gas-aerosol system is modeled by ordinary differential equations coupled with a mixed-constrained optimization problem. This coupl ...
The numerical analysis of a dynamic constrained optimization problem is presented. It consists of a global minimization problem that is coupled with a system of ordinary differential equations. The activation and the deactivation of inequality constraints ...
In this paper we give an analysis of a bubble stabilized discontinuous Galerkin method (BSDG) for elliptic and parabolic problems. The method consists of stabilizing the numerical scheme by enriching the discontinuous finite element space elementwise by qua ...