Related papers: Uncertain Loading and Quantifying Maximum Energy C…
The project of physics discovery is often equivalent to finding the most concise description of a physical system. The description with optimum predictive capability for a dataset generated by a physical system is one that minimizes both…
We examine optimization problems in which an investor has the opportunity to trade in $d$ stocks with the goal of maximizing her worst-case cost of cumulative gains and losses. Here, worst-case refers to taking into account all possible…
We consider chance-constrained binary knapsack problems, where the weights of items are independent random variables with the means and standard deviations known. The chance constraint can be reformulated as a second-order cone constraint…
Optimizing a building's energy supply design is a task with multiple competing criteria, where not only monetary but also, for example, an environmental objective shall be taken into account. Moreover, when deciding which storages and…
A general method is presented for determining the maximum electric energy in a bounded region of optical fields with given time-averaged flux of electromagnetic energy. Time-harmonic fields are considered whose plane wave expansion consists…
In this work, we consider the problem of bounding the values of a covariance function corresponding to a continuous-time stationary stochastic process or signal. Specifically, for two signals whose covariance functions agree on a finite…
We give a unified statement and proof of a class of wellknown mean value inequalities for nonnegative functions with a nonlinear bound on the Laplacian. We generalize these to domains with boundary, requiring a (possibly nonlinear) bound on…
We introduce a lightweight structure optimization approach for problems in which there is uncertainty in the force locations. Such uncertainty may arise due to force contact locations that change during use or are simply unknown a priori.…
In robust optimization one seeks to make a decision under uncertainty, where the goal is to find the solution with the best worst-case performance. The set of possible realizations of the uncertain data is described by a so-called…
Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…
This paper describes a novel approach to planning which takes advantage of decision theory to greatly improve robustness in an uncertain environment. We present an algorithm which computes conditional plans of maximum expected utility. This…
An iterative optimization approach that simultaneously minimizes the energy and optimizes the Lagrange multipliers enforcing desired constraints is presented. The method is tested on previously established benchmark systems and it is proved…
We present a new energy-stable open boundary condition, and an associated numerical algorithm, for simulating incompressible flows with outflow/open boundaries. This open boundary condition ensures the energy stability of the system, even…
Topology optimization (TO) is a well-established methodology for structural design under user-defined constraints, e.g. minimum volume and maximum stiffness. However, such methods have traditionally been applied to static, deterministic…
Energy-based models (EBMs) provide an elegant framework for density estimation, but they are notoriously difficult to train. Recent work has established links to generative adversarial networks, where the EBM is trained through a minimax…
We present a method to find the maximum magnitude of any supply-shortfall service that an aggregator of energy storage devices is able to sell to a grid operator. This is first demonstrated in deterministic settings, then applied to…
Extreme classification problems are multiclass and multilabel classification problems where the number of outputs is so large that straightforward strategies are neither statistically nor computationally viable. One strategy for dealing…
A large amount of research activity in power systems areas has focused on developing computational methods to solve load flow equations where a key question is the maximum number of isolated solutions.Though several concrete upper bounds…
We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…
This paper analyzes the structure of the set of nodal solutions of a class of one-dimensional superlinear indefinite boundary values problems with an indefinite weight functions in front of the spectral parameter. Quite astonishingly, the…