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This article introduces a modified simulated annealing optimization approach for automatically determining optimal energy management strategies in grid-connected, storage-augmented, photovoltaics-supplied prosumer buildings and…
Annealing algorithms such as simulated annealing and population annealing are widely used both for sampling the Gibbs distribution and solving optimization problems (i.e. finding ground states). For both statistical mechanics and…
Distributed abstract programs are a novel class of distributed optimization problems where (i) the number of variables is much smaller than the number of constraints and (ii) each constraint is associated to a network node. Abstract…
In this paper we present a novel strategy to solve optimization problems within a hybrid quantum-classical scheme based on quantum annealing, with a particular focus on QUBO problems. The proposed algorithm is based on an iterative…
Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…
This paper addresses the problem of collaboratively satisfying long-term spatial constraints in multi-agent systems. Each agent is subject to spatial constraints, expressed as inequalities, which may depend on the positions of other agents…
Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…
This paper revisits the classical notion of sampling in the setting of real-time temporal logics for the modeling and analysis of systems. The relationship between the satisfiability of Metric Temporal Logic (MTL) formulas over…
Modelling problems containing a mixture of Boolean and numerical variables is a long-standing interest of Artificial Intelligence. However, performing inference and learning in hybrid domains is a particularly daunting task. The ability to…
A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…
Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…
This study addresses a distributed optimization with a novel class of coupling of variables, called clique-wise coupling. A clique is a node set of a complete subgraph of an undirected graph. This setup is an extension of pairwise coupled…
Hierarchical learning algorithms that gradually approximate a solution to a data-driven optimization problem are essential to decision-making systems, especially under limitations on time and computational resources. In this study, we…
Combinatorial optimization problems can be solved by heuristic algorithms such as simulated annealing (SA) which aims to find the optimal solution within a large search space through thermal fluctuations. The algorithm generates new…
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…
Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…
We propose and implement modern computational methods to enhance catastrophe excess-of-loss reinsurance contracts in practice. The underlying optimization problem involves attachment points, limits, and reinstatement clauses, and the…
This paper considers the problem of designing a dynamical system to solve constrained optimization problems in a distributed way and in an anytime fashion (i.e., such that the feasible set is forward invariant). For problems with separable…
Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a…
Data driven models of dynamical systems help planners and controllers to provide more precise and accurate motions. Most model learning algorithms will try to minimize a loss function between the observed data and the model's predictions.…