59 citations · 89 across the 14 of their papers we have counts for
7 papers · 1 filter
Adjoint-based optimal control of jump-diffusion processes
Jan Bartsch, Alfio Borzi, Gabriele Ciaramella +1
Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and…
Solving Semi-Linear Elliptic Optimal Control Problems with -Cost via Regularization and RAS-Preconditioned Newton Methods
Gabriele Ciaramella, Michael Kartmann, Georg Müller
We present a new parallel computational framework for the efficient solution of a class of /-regularized optimal control problems governed by semi-linear elliptic partial…
Robust optimization of control parameters for WEC arrays using stochastic methods
Marco Gambarini, Gabriele Ciaramella, Edie Miglio +1
This work presents a new computational optimization framework for the robust control of parks of Wave Energy Converters (WEC) in irregular waves. The power of WEC parks is maximize…
A multigrid solver for PDE-constrained optimization with uncertain inputs
Gabriele Ciaramella, Fabio Nobile, Tommaso Vanzan
In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimizatio…
Nonlinear optimized Schwarz preconditioner for elliptic optimal control problems
Gabriele Ciaramella, Felix Kwok, Georg Müller
We introduce a domain decomposition-based nonlinear preconditioned iteration for solving nonlinear, nonsmooth elliptic optimal control problems, with a nonlinear reaction term, $L^…
An overlapping waveform-relaxation preconditioner for economic optimal control problems with state constraints
Gabriele Ciaramella, Luca Mechelli
In this work, a class of parabolic economic optimal control problems is considered. These problems are characterized by pointwise state constraints regularized by a parameter, whic…
Analysis of a greedy reconstruction algorithm
S Buchwald, G Ciaramella, Julien Salomon
A novel and detailed convergence analysis is presented for a greedy algorithm that was previously introduced for operator reconstruction problems in the field of quantum mechanics.…