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One of the reasons that higher order moment portfolio optimization methods are not fully used by practitioners in investment decisions is the complexity that these higher moments create by making the optimization problem nonconvex. Many few…

Computational Engineering, Finance, and Science · Computer Science 2022-01-07 Farshad Noravesh

We describe a convex programming approach to the calculation of lower bounds on the minimum cost of constrained decentralized control problems with nonclassical information structures. The class of problems we consider entail the…

Optimization and Control · Mathematics 2019-06-05 Weixuan Lin , Eilyan Bitar

There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of…

Optimization and Control · Mathematics 2011-03-09 Didier Henrion , Jérôme Malick

Lagrangian relaxation and approximate optimization algorithms have received much attention in the last two decades. Typically, the running time of these methods to obtain a $\epsilon$ approximate solution is proportional to…

Data Structures and Algorithms · Computer Science 2007-05-23 Elad Hazan

Recent developments in the field of Networking have provided opportunities for networks to efficiently cater application specific needs of a user. In this context, a routing path is not only dependent upon the network states but also is…

Networking and Internet Architecture · Computer Science 2018-09-24 Sumit Maheshwari

Optimal Power Flow (OPF) can be modeled as a non-convex Quadratically Constrained Quadratic Program (QCQP). Our purpose is to solve OPF to global optimality. To this end, we specialize the Mixed-Integer Quadratic Convex Reformulation method…

Optimization and Control · Mathematics 2019-03-14 Hadrien Godard , Sourour Elloumi , Amélie Lambert , Jean Maeght , Manuel Ruiz

The second-order cone (SOC) is a class of simple convex cones and optimizing over them can be done more efficiently than with semidefinite programming. It is interesting both in theory and in practice to investigate which convex cones admit…

Optimization and Control · Mathematics 2025-04-29 Victor Magron , Jie Wang

The increasing penetration of renewables in distribution networks calls for faster and more advanced voltage regulation strategies. A promising approach is to formulate the problem as an optimization problem, where the optimal reactive…

Optimization and Control · Mathematics 2020-02-24 Yize Chen , Yuanyuan Shi , Baosen Zhang

This study considers the control problem with signal temporal logic (STL) specifications. Prior works have adopted smoothing techniques to address this problem within a feasible time frame and solve the problem by applying sequential…

Systems and Control · Electrical Eng. & Systems 2024-01-30 Yoshinari Takayama , Kazumune Hashimoto , Toshiyuki Ohtsuka

With high-performance computing systems now running at exascale, optimizing power-scaling management and resource utilization has become more critical than ever. This paper explores runtime power-capping optimizations that leverage…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-06-26 Maria Patrou , Thomas Wang , Wael Elwasif , Markus Eisenbach , Ross Miller , William Godoy , Oscar Hernandez

Recent advances in multi and many-core processors have led to significant improvements in the performance of scientific computing applications. However, the addition of a large number of complex cores have also increased the overall power…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-02-23 Akash Dutta , Jee Choi , Ali Jannesari

We propose a nonlinear model predictive control (NMPC) framework based on a direct optimal control method that ensures continuous-time constraint satisfaction and accurate evaluation of the running cost, without compromising computational…

Optimization and Control · Mathematics 2024-05-02 Samet Uzun , Purnanand Elango , Abhinav G. Kamath , Taewan Kim , Behcet Acikmese

The main theme of this thesis is the development of computational methods for classes of infinite-dimensional optimization problems arising in optimal control and information theory. The first part of the thesis is concerned with the…

Optimization and Control · Mathematics 2017-12-14 Tobias Sutter

Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…

Optimization and Control · Mathematics 2018-02-28 Cong Fang , Yameng Huang , Zhouchen Lin

In imaging modalities recording diffraction data, the original image can be reconstructed assuming known phases. When phases are unknown, oversampling and a constraint on the support region in the original object can be used to solve a…

Signal Processing · Electrical Eng. & Systems 2018-10-17 Alberto Pietrini , Carl Nettelblad

The optimal power flow (OPF) is an optimization model dedicated to the development of computational tools used for the planning and operation of electric power systems (EPS). In this work, based on the polar formulation, an extended convex…

Optimization and Control · Mathematics 2018-10-30 Mauro Viegas da Silva , Mahdi Pourakbari-Kasmaei , J. Roberto Sanches Mantovani

Effective sensor scheduling requires the consideration of long-term effects and thus optimization over long time horizons. Determining the optimal sensor schedule, however, is equivalent to solving a binary integer program, which is…

Applications · Statistics 2012-04-02 Marco F. Huber

This paper addresses the design and analysis of feedback-based online algorithms to control systems or networked systems based on performance objectives and engineering constraints that may evolve over time. The emerging time-varying convex…

Optimization and Control · Mathematics 2019-03-27 Andrey Bernstein , Emiliano Dall'Anese , Andrea Simonetto

ROC is usually used to analyze the performance of classifiers in data mining. ROC convex hull (ROCCH) is the least convex major-ant (LCM) of the empirical ROC curve, and covers potential optima for the given set of classifiers. Generally,…

Neural and Evolutionary Computing · Computer Science 2013-03-18 Pu Wang , Michael Emmerich , Rui Li , Ke Tang , Thomas Baeck , Xin Yao

In contrast to Part I of this treatise [1] that focuses on the optimization problems associated with single matrix variables, in this paper, we investigate the application of the matrix-monotonic optimization framework in the optimization…

Information Theory · Computer Science 2021-02-24 Chengwen Xing , Shuai Wang , Sheng Chen , Shaodan Ma , H. Vincent Poor , Lajos Hanzo
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