• KELLEY

  • Referenced in 600 articles [sw04829]
  • parameter identification problem and a discretized optimal control problem, both of which are used ... globalize convergence, i.e., remove the restriction that the starting point of the optimization iteration ... parameter identification problem and the discretized optimal control problem introduced in chapter 1, and with...
  • GloptiPoly

  • Referenced in 293 articles [sw04343]
  • optimization, probability, financial economics and optimal control, can be viewed as particular instances ... associated monotone sequence of optimal values converges to the global optimum...
  • simannf90

  • Referenced in 118 articles [sw05059]
  • algorithm From authors’ summary: A new global optimization algorithm for functions of continuous variables ... simulated annealing” algorithm recently introduced in combinatorial optimization. The algorithm is essentially an iterative random ... directions. It permits uphill moves under the control of a probabilistic criterion, thus tending...
  • ipfilter

  • Referenced in 68 articles [sw04778]
  • Leyffer to globalize the primal-dual interior-point method for nonlinear optimization, avoiding ... tangential step, whose sizes are controlled by a trust-region type parameter. Each entry...
  • lobpcg.m

  • Referenced in 120 articles [sw24008]
  • symmetric eigenvalue problems, based on a local optimization of a three-term recurrence, and suggest ... preconditioners and initial guesses. As the “ideal” control algorithm, we advocate the standard preconditioned conjugate ... those by the much more expensive global optimization method on the same generalized block Krylov...
  • ACRS

  • Referenced in 5 articles [sw05052]
  • Derivative-Free Adaptively Controlled Random Search algorithm for bound constrained global optimization problems...
  • PSOPT

  • Referenced in 8 articles [sw20700]
  • methods solve optimal control problems by approximating the time-dependent variables using global polynomials, such ... implicit Runge-Kutta integrators. With both global and local methods, differential equations, continuous constraints ... programming is then used to find local optimal solutions. PSOPT is able to deal with ... Integral constraints; Interior point constraints; Bounds on controls and state variables; General cost function with...
  • TRICE

  • Referenced in 46 articles [sw05197]
  • large scale problems arising from optimal control problems governed by partial differential equations.par The algorithms ... Coleman} and {it Y. Li} [SIAM J. Optim ... exploit trust-region techniques for equality-constrained optimization. Thus, they allow the computation ... results for the solution of an optimal control problem governed by a nonlinear heat equation...
  • QUCON

  • Referenced in 5 articles [sw09676]
  • solution of dipole quantum optimal control problems. This MATLAB package is based on a recently ... globalized reduced Hessian Krylov–Newton scheme and a discretize-before-optimize approach. To discretize ... Nicolson scheme is used. The discretize-before-optimize criteria allows the formulation of accurate gradients ... able to provide fast and accurate controls for high-energy state transitions...
  • LONE

  • Referenced in 4 articles [sw18211]
  • presented aimed to solving L1-penalized optimal control problems governed by unitary-operator quantum spin ... implements a new strategy that includes a globalized semi-smooth Krylov–Newton scheme ... LONE code in computing accurate sparse optimal control solutions...
  • PGSL

  • Referenced in 11 articles [sw04748]
  • probabilistic global search lausanne (PGSL). PGSL is founded on the assumption that optimal solutions ... tasks in areas of design, diagnosis and control...
  • FOMNE

  • Referenced in 2 articles [sw22544]
  • adaptive sliding mode synchronization and genetically optimized fractional order PID synchronization. This paper introduces ... globally synchronize the identical fractional order memristor systems and genetically optimized fractional order PID controllers...
  • interval toolbox

  • Referenced in 1 article [sw14907]
  • methods, such as: global and guaranteed optimization; verification of a control loop’s robustness...
  • StOpt

  • Referenced in 7 articles [sw32903]
  • objects provided permitting to easily solve an optimization problem by regression. Different methods are available ... methods based on Monte Carlo with regressions (global, local and sparse regressors), for underlying states ... general equations for underlying states following some controlled Stochastic Differential Equations (C++ only). Stochastic Dual ... provided. To use this module, the transitional optimization problem has to written...
  • COKOSNUT

  • Referenced in 2 articles [sw22274]
  • presented that aims at solving optimal quantum control problems governed by the Kohn-Sham equation ... This package includes a robust globalized nonlinear conjugate gradient scheme and an efficient splitting procedure ... COKOSNUT code in computing accurate optimal controls...
  • DyC

  • Referenced in 13 articles [sw09692]
  • control through declarative policy annotations. DyC has been implemented in the context of an optimizing ... lack of support for static global variables. This deficiency and DyC’s rudimentary support...
  • HSMUCE

  • Referenced in 9 articles [sw27013]
  • global nominal level α, even for finite samples. We show that H‐SMUCE controls ... SMUCE is fast to compute, achieves the optimal detection rate and estimates the number...
  • MUSCOP

  • Referenced in 6 articles [sw06143]
  • based on direct multiple shooting for optimal control problems (OCPs) constrained by time-periodic partial ... equations (PDEs). The proposed method features asymptotically optimal scale-up of the numerical effort with ... LISA) within a Newton-type iteration with globalization on the basis of natural level functions ... that the quality of the fine grid controls the accuracy of the solution while...
  • GOP

  • Referenced in 6 articles [sw17432]
  • Heavy-Ball, Genetic Algorithm, Differential Evolution and Controlled Random Search. We validate our methodology ... with the core optimization algorithms alone and with two additional global optimization methods (Direct Tabu...
  • GMO

  • Referenced in 3 articles [sw32991]
  • synthesizing (sub-) optimal controllers for the general multiobjective (GMO) control problem involving /sub 1/ norm ... infin// norm, time-domain constraint (TDC), and controller structure constraints. The GMO framework encompasses ... /spl infin//, /sub 1//TDC, etc.). While global convergence is guaranteed for the convex finite ... time-invariant controller delivering performance within any prescribed tolerance of the optimal cost. In this...