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Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

An interior-point algorithm framework is proposed, analyzed, and tested for solving nonlinearly constrained continuous optimization problems. The main setting of interest is when the objective and constraint functions may be nonlinear…

Optimization and Control · Mathematics 2024-08-30 Frank E. Curtis , Xin Jiang , Qi Wang

Topology optimization has matured to become a powerful engineering design tool that is capable of designing extraordinary structures and materials taking into account various physical phenomena. Despite the method's great advancements in…

Computational Engineering, Finance, and Science · Computer Science 2024-10-29 Anna Dalklint , Rasmus E. Christiansen , Ole Sigmund

This paper presents a novel numerical optimisation method for infinite dimensional optimisation. The functional optimisation makes minimal assumptions about the functional and without any specific knowledge on the derivative of the…

Optimization and Control · Mathematics 2016-11-18 Muhammad F. Kasim , Peter A. Norreys

Bayesian optimization is an advanced tool to perform ecient global optimization It consists on enriching iteratively surrogate Kriging models of the objective and the constraints both supposed to be computationally expensive of the targeted…

Machine Learning · Computer Science 2025-04-14 Robin Grapin , Youssef Diouane , Joseph Morlier , Nathalie Bartoli , Thierry Lefebvre , Paul Saves , Jasper Bussemaker

In practice, optimization models are often prone to unavoidable inaccuracies due to dubious assumptions and corrupted data. Traditionally, this placed special emphasis on risk-based and robust formulations, and their focus on…

Optimization and Control · Mathematics 2023-11-22 Johannes O. Royset , Louis L. Chen , Eric Eckstrand

Nonlinear optimization-based control policies, such as those those arising in nonlinear Model Predictive Control, have seen remarkable success in recent years. These policies require solving computationally demanding nonlinear optimization…

Optimization and Control · Mathematics 2025-12-02 Riccardo Zuliani , Efe C. Balta , John Lygeros

Traditional mathematical programming solvers require long computational times to solve constrained minimization problems of complex and large-scale physical systems. Therefore, these problems are often transformed into unconstrained ones,…

Optimization and Control · Mathematics 2024-05-06 Ksenija Stepanovic , Wendelin Böhmer , Mathijs de Weerdt

The design space of networked embedded systems is very large, posing challenges to the optimisation of such platforms when it comes to support applications with real-time guarantees. Recent research has shown that a number of inter-related…

Performance · Computer Science 2020-07-21 Leandro Soares Indrusiak , Robert I. Davis , Piotr Dziurzanski

Many assembly lines related optimization problems have been tackled by researchers in the last decades due to its relevance for the decision makers within manufacturing industry. Many of theses problems, more specifically Assembly Lines…

Neural and Evolutionary Computing · Computer Science 2017-07-20 Joao Batista Monteiro Filho , Isabela Maria Carneiro de Albuquerque , Fernando Buarque de Lima Neto

One of the most common control decisions faced by power system operators is the question of how to dispatch generation to meet demand for power. This is a complex optimization problem that includes many nonlinear, non convex constraints as…

Optimization and Control · Mathematics 2013-06-14 Russell Bent , Daniel Bienstock , Michael Chertkov

This paper is concerned with optimal power flow (OPF), which is the problem of optimizing the transmission of electricity in power systems. Our main contributions are as follows: (i) we propose a novel parabolic relaxation, which transforms…

Optimization and Control · Mathematics 2018-09-27 Fariba Zohrizadeh , Mohsen Kheirandishfard , Edward Quarm , Ramtin Madani

Portfolio optimization is a critical area in finance, aiming to maximize returns while minimizing risk. Metaheuristic algorithms were shown to solve complex optimization problems efficiently, with Genetic Algorithms and Particle Swarm…

Portfolio Management · Quantitative Finance 2025-03-21 Hang Kin Poon

Modern data science relies on data analytic pipelines to organize interdependent computational steps. Such analytic pipelines often involve different algorithms across multiple steps, each with its own hyperparameters. To achieve the best…

Machine Learning · Computer Science 2016-06-27 Yuyu Zhang , Mohammad Taha Bahadori , Hang Su , Jimeng Sun

We present a novel stochastic approach to binary optimization for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Sven Leyffer , Todd Munson

We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical…

Statistical Mechanics · Physics 2017-09-13 Lester O. Hedges , H. Alicia Kim , Robert L. Jack

Hybrid metaheuristics are powerful techniques for solving difficult optimization problems that exploit the strengths of different approaches in a single implementation. For algorithm designers, however, creating hybrid metaheuristic…

Neural and Evolutionary Computing · Computer Science 2025-02-18 Christian Camacho-Villalón , Marco Dorigo , Thomas Stützle

When looking for a solution, deterministic methods have the enormous advantage that they do find global optima. Unfortunately, they are very CPU-intensive, and are useless on untractable NP-hard problems that would require thousands of…

Neural and Evolutionary Computing · Computer Science 2011-12-20 Pierre Collet , Jean-Philippe Rennard

We propose a novel direct transcription and solution method for solving nonlinear, continuous-time dynamic optimization problems. Instead of forcing the dynamic constraints to be satisfied only at a selected number of points as in direct…

Optimization and Control · Mathematics 2022-01-25 Yuanbo Nie , Eric C. Kerrigan

An improved bilinear fuzzy genetic algorithm (BFGA) is introduced in this chapter for the design optimization of steel structures with semi-rigid connections. Semi-rigid connections provide a compromise between the stiffness of fully rigid…

Neural and Evolutionary Computing · Computer Science 2024-11-12 Salar Farahmand-Tabar , Payam Ashtari