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In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…

Optimization and Control · Mathematics 2015-09-22 Roberto Rossi , Brahim Hnich , S. Armagan Tarim , Steven Prestwich

Robust topology optimization (RTO), as a class of topology optimization problems, identifies a design with the best average performance while reducing the response sensitivity to input uncertainties, e.g. load uncertainty. Solving RTO is…

Machine Learning · Computer Science 2024-08-22 Rini Jasmine Gladstone , Mohammad Amin Nabian , Vahid Keshavarzzadeh , Hadi Meidani

Well-designed queuing systems form the backbone of modern communications, distributed computing, and content delivery architectures. Designs balancing infrastructure costs and user experience indices require tools from teletraffic theory…

Information Theory · Computer Science 2019-07-23 Srujan Teja Thomdapu , Ketan Rajawat

Lattice-like structures can provide a combination of high stiffness with light weight that is useful in many applications, but a resolved finite element mesh of such structures results in a computationally expensive discretization. This…

Numerical Analysis · Mathematics 2022-09-07 Sean McBane , Youngsoo Choi , Karen Willcox

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

In this paper, the problem of load uncertainty in compliance problems is addressed where the uncertainty is described in the form of a set of finitely many loading scenarios. Computationally more efficient methods are proposed to exactly…

Computational Engineering, Finance, and Science · Computer Science 2021-09-29 Mohamed Tarek , Tapabrata Ray

Hierarchical learning algorithms that gradually approximate a solution to a data-driven optimization problem are essential to decision-making systems, especially under limitations on time and computational resources. In this study, we…

Machine Learning · Computer Science 2023-03-22 Christos Mavridis , John Baras

This paper considers the design of structures made of engineered materials, accounting for uncertainty in material properties. We present a topology optimization approach that optimizes the structural shape and topology at the macroscale…

Optimization and Control · Mathematics 2021-10-27 Subhayan De , Kurt Maute , Alireza Doostan

Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error…

Numerical Analysis · Mathematics 2014-04-09 Hans-Werner van Wyk

We propose an algorithm for optimizations in which the gradients contain stochastic noise. This arises, for example, in structural optimizations when computations of forces and stresses rely on methods involving Monte Carlo sampling, such…

Materials Science · Physics 2022-11-30 Siyuan Chen , Shiwei Zhang

In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…

Optimization and Control · Mathematics 2017-11-01 Raghu Bollapragada , Richard Byrd , Jorge Nocedal

In this paper, we propose a stochastic search algorithm for solving general optimization problems with little structure. The algorithm iteratively finds high quality solutions by randomly sampling candidate solutions from a parameterized…

Optimization and Control · Mathematics 2013-01-08 Enlu Zhou , Jiaqiao Hu

The increasing availability of full-field displacement data from imaging techniques in experimental mechanics is determining a gradual shift in the paradigm of material model calibration and discovery, from using several simple-geometry…

Computational Engineering, Finance, and Science · Computer Science 2025-07-01 Saeid Ghouli , Moritz Flaschel , Siddhant Kumar , Laura De Lorenzis

We introduce adaptive sampling methods for stochastic programs with deterministic constraints. First, we propose and analyze a variant of the stochastic projected gradient method where the sample size used to approximate the reduced…

Optimization and Control · Mathematics 2023-02-07 Florian Beiser , Brendan Keith , Simon Urbainczyk , Barbara Wohlmuth

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

This paper presents a density-based topology optimization approach to design structures under self-weight load. Such loads change their magnitude and/or location as the topology optimization advances and pose several unique challenges,…

Computational Engineering, Finance, and Science · Computer Science 2022-04-26 Prabhat Kumar

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont