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We present a novel second-order trajectory optimization algorithm based on Stein Variational Newton's Method and Maximum Entropy Differential Dynamic Programming. The proposed algorithm, called Stein Variational Differential Dynamic…

Optimization and Control · Mathematics 2024-10-10 Yuichiro Aoyama , Peter Lehmamnn , Evangelos A. Theodorou

To compute models for Water Distribution Networks (WDN), a large system of non-linear equations needs to be solved. The hallmark algorithm for computing these models is the Newton-Raphson Global Gradient Algorithm (NR-GGA), which solves…

Quantum Physics · Physics 2025-07-10 Carlos Romero Rocha , Nicolas Renaud , Koen Leijnse , Samuel van Beek , Mario Castro-Gama

In this effort we propose a data-driven learning framework for reduced order modeling of fluid dynamics. Designing accurate and efficient reduced order models for nonlinear fluid dynamic problems is challenging for many practical…

Computational Physics · Physics 2018-12-05 Xuping Xie , Guannan Zhang , Clayton G. Webster

This paper addresses the problem of voltage regulation in power distribution networks with deep-penetration of distributed energy resources, e.g., renewable-based generation, and storage-capable loads such as plug-in hybrid electric…

Optimization and Control · Mathematics 2015-02-10 Baosen Zhang , Albert Y. S. Lam , Alejandro Dominguez-Garcia , David Tse

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…

Optimization and Control · Mathematics 2022-05-03 Rui Gao , Anton J. Kleywegt

This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…

Optimization and Control · Mathematics 2022-12-01 Jin Zhang , Yahui Hao , Lu Liu , Haibo Ji

The provision of self-cleaning velocities has been shown to reduce the risk of discolouration in water distribution networks (WDNs). Despite these findings, control implementations continue to be focused primarily on pressure and leakage…

Optimization and Control · Mathematics 2023-02-06 Bradley Jenks , Filippo Pecci , Ivan Stoianov

Smart devices, storage and other distributed technologies have the potential to greatly improve the utilisation of network infrastructure and renewable generation. Decentralised control of these technologies overcomes many scalability and…

Optimization and Control · Mathematics 2024-10-30 Paul Scott , Sylvie Thiébaux

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…

Optimization and Control · Mathematics 2020-01-23 Jorn Baayen , Jakub Marecek

This paper proposes a distributed algorithm for a network of agents to solve an optimization problem with separable objective function and locally coupled constraints. Our strategy is based on reformulating the original constrained problem…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

This paper proposes distributed discrete-time algorithms to cooperatively solve an additive cost optimization problem in multi-agent networks. The striking feature lies in the use of only the sign of relative state information between…

Systems and Control · Computer Science 2018-12-11 Jiaqi Zhang , Keyou You , Tamer Başar

Water distribution networks are hydraulic infrastructures that aim to meet water demands at their various nodes. Water flows through pipes in the network create nonlinear dynamics on networks. A desirable feature of water distribution…

Physics and Society · Physics 2019-11-13 Naoki Masuda , Fanlin Meng

We propose a distributed cubic regularization of the Newton method for solving (constrained) empirical risk minimization problems over a network of agents, modeled as undirected graph. The algorithm employs an inexact, preconditioned Newton…

Optimization and Control · Mathematics 2021-06-21 Amir Daneshmand , Gesualdo Scutari , Pavel Dvurechensky , Alexander Gasnikov

We suggest a global perspective on dynamic network flow problems that takes advantage of the similarities to port-Hamiltonian dynamics. Dynamic minimum cost flow problems are formulated as open-loop optimal control problems for general…

Optimization and Control · Mathematics 2023-09-06 Onur Tanil Doganay , Kathrin Klamroth , Bruno Lang , Michael Stiglmayr , Claudia Totzeck

We present novel algorithms for simulation optimization using random directions stochastic approximation (RDSA). These include first-order (gradient) as well as second-order (Newton) schemes. We incorporate both continuous-valued as well as…

Optimization and Control · Mathematics 2015-08-11 Prashanth L. A. , Shalabh Bhatnagar , Michael Fu , Steve Marcus

As the share of Distributed energy resources (DER) in the low voltage distribution network (DN) is expected to rise, a higher and more variable electric load and generation could stress the DNs, leading to increased congestion and power…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Geert Mangelschots , Sari Kerckhove , Md Umar Hashmi , Dirk Van Hertem

This thesis is concerned with the design of distributed algorithms for solving optimization problems. We consider networks where each node has exclusive access to a cost function, and design algorithms that make all nodes cooperate to find…

Optimization and Control · Mathematics 2013-12-03 João F. C. Mota

In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a…

Optimization and Control · Mathematics 2015-06-18 Zaid J. Towfic , Ali H. Sayed