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In this paper, we consider linear quadratic team problems with an arbitrary number of quadratic constraints in both stochastic and deterministic settings. The team consists of players with different measurements about the state of nature.…

Optimization and Control · Mathematics 2012-09-13 Ather Gattami

Quadratic Unconstrained Binary Optimization models are useful for solving a diverse range of optimization problems. Constraints can be added by incorporating quadratic penalty terms into the objective, often with the introduction of slack…

Optimization and Control · Mathematics 2021-05-18 Amit Verma , Mark Lewis

In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the…

Optimization and Control · Mathematics 2023-01-05 Olga Kuryatnikova , Bissan Ghaddar , Daniel K. Molzahn

We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…

Optimization and Control · Mathematics 2025-10-20 Simon Michalowsky , Carsten Scherer , Christian Ebenbauer

We investigate a fixed domain approach in shape optimization, using a regularization of the Heaviside function both in the cost functional and in the state system. We consider the compliance minimization problem in linear elasticity, a well…

Optimization and Control · Mathematics 2020-04-07 Cornel Marius Murea , Dan Tiba

Shape optimization methods have been proven useful for identifying interfaces in models governed by partial differential equations. Here we consider a class of shape optimization problems constrained by nonlocal equations which involve…

Optimization and Control · Mathematics 2022-07-26 Volker Schulz , Matthias Schuster , Christian Vollmann

This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…

Machine Learning · Statistics 2024-11-08 Jin Yi Yong , Rudy Geelen , Johann Guilleminot

Quadratic assignment problem is one of the great challenges in combinatorial optimization. It has many applications in Operations research and Computer Science. In this paper, the author extends the most-used rounding approach to a…

Computational Complexity · Computer Science 2011-05-11 Wajeb Gharibi , Yong Xia

This article proposes a new discrete framework for approximating solutions to shape optimization problems under convexity constraints. The numerical method, based on the support function or the gauge function, is guaranteed to generate…

Optimization and Control · Mathematics 2022-03-15 Beniamin Bogosel

In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic equality and inequality constraints. A stochastic line…

Optimization and Control · Mathematics 2024-10-07 Songqiang Qiu , Vyacheslav Kungurtsev

For a given statistical model, it often happens that it is necessary to intervene the model to reduce the variances of the output variables. In structural equation models, this can be done by changing the values of the path coefficients by…

Methodology · Statistics 2011-08-16 Kentaro Tanaka , Atsushi Yagishita , Masami Miyakawa

In this paper, we propose a novel shape optimization approach for the source identification of elliptic equations. This identification problem arises from two application backgrounds: actuator placement in PDE-constrained optimal controls…

Optimization and Control · Mathematics 2024-07-04 Wei Gong , Ziyi Zhang

The objective of this study is to address the difficulty of simplifying the geometric model in which a differential problem is formulated, also called defeaturing, while simultaneously ensuring that the accuracy of the solution is…

Numerical Analysis · Mathematics 2023-06-09 Jochen Hinz , Ondine Chanon , Alessandra Arrigoni , Annalisa Buffa

Optimization problems constrained by partial differential equations (PDEs) naturally arise in scientific computing, as those constraints often model physical systems or the simulation thereof. In an implicitly constrained approach, the…

Optimization and Control · Mathematics 2024-09-17 Akwum Onwunta , Clément W. Royer

Parametric shape optimization aims at minimizing an objective function f(x) where x are CAD parameters. This task is difficult when f is the output of an expensive-to-evaluate numerical simulator and the number of CAD parameters is large.…

Machine Learning · Statistics 2021-05-06 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

The paper covers a formulation of the inverse quadratic programming problem in terms of unconstrained optimization where it is required to find the unknown parameters (the matrix of the quadratic form and the vector of the quasi-linear part…

Numerical Analysis · Computer Science 2017-01-09 E. G. Abramov

A sequential quadratic optimization algorithm is proposed for solving smooth nonlinear equality constrained optimization problems in which the objective function is defined by an expectation of a stochastic function. The algorithmic…

Optimization and Control · Mathematics 2023-03-17 Albert S. Berahas , Frank E. Curtis , Michael J. O'Neill , Daniel P. Robinson

This paper deals with shape optimization for elastic materials under stochastic loads. It transfers the paradigm of stochastic dominance, which allows for flexible risk aversion via comparison with benchmark random variables, from…

Numerical Analysis · Mathematics 2016-07-01 Sergio Conti , Martin Rumpf , Rüdiger Schultz , Sascha Tölkes

In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…

Optimization and Control · Mathematics 2024-12-03 Ion Necoara , Nitesh Kumar Singh

We give an algorithm to compute a one-dimensional shape-constrained function that best fits given data in weighted-$L_{\infty}$ norm. We give a single algorithm that works for a variety of commonly studied shape constraints including…

Data Structures and Algorithms · Computer Science 2019-05-30 David Durfee , Yu Gao , Anup B. Rao , Sebastian Wild