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We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…

Optimization and Control · Mathematics 2021-12-22 Adrien Taylor , Francis Bach

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Prakash Mallick , Zhiyong Chen

Aerodynamic optimization is ubiquitous in the design of most engineering systems interacting with fluids. A common approach is to optimize a performance function defined by a choice of an aerodynamic model, e.g., turbulence RANS model, and…

Optimization and Control · Mathematics 2021-05-04 Lluís Jofre , Alireza Doostan

This paper proposes a model-based optimization method for the production of automotive seals in an extrusion process. The high production throughput, coupled with quality constraints and the inherent uncertainty of the process, encourages…

Systems and Control · Electrical Eng. & Systems 2024-10-31 Raul Cruz-Oliver , Luis Monzon , Edgar Ramirez-Laboreo , Jose-Manuel Rodriguez-Fortun

One of the challenges in computational acoustics is the identification of models that can simulate and predict the physical behavior of a system generating an acoustic signal. Whenever such models are used for commercial applications an…

In scheduling problems, deterministic task durations are often assumed. This usually does not capture reality and may lead to schedules that are not robust to (small) changes to these task lengths. The use of stochastic task durations…

Optimization and Control · Mathematics 2026-05-25 Philip de Bruin , Bram Elderhorst , Marjan van den Akker , Han Hoogeveen

This paper presents a stochastic logic time delay reservoir design. The reservoir is analyzed using a number of metrics, such as kernel quality, generalization rank, performance on simple benchmarks, and is also compared to a deterministic…

Machine Learning · Statistics 2017-02-15 Cory Merkel

The development of nonlinear optimization algorithms capable of performing reliably in the presence of noise has garnered considerable attention lately. This paper advocates for strategies to create noise-tolerant nonlinear optimization…

Optimization and Control · Mathematics 2024-10-04 Yuchen Lou , Shigeng Sun , Jorge Nocedal

This paper introduces a methodology designed to augment the inverse design optimization process in scenarios constrained by limited compute, through the strategic synergy of multi-fidelity evaluations, machine learning models, and…

Computational Engineering, Finance, and Science · Computer Science 2024-06-04 Luka Grbcic , Juliane Müller , Wibe Albert de Jong

In many contemporary optimization problems such as those arising in machine learning, it can be computationally challenging or even infeasible to evaluate an entire function or its derivatives. This motivates the use of stochastic…

Optimization and Control · Mathematics 2021-07-01 El-houcine Bergou , Youssef Diouane , Vladimir Kunc , Vyacheslav Kungurtsev , Clément W. Royer

We propose an efficient probabilistic method to solve a deterministic problem -- we present a randomized optimization approach that drastically reduces the enormous computational cost of optimizing designs under many load cases for both…

Optimization and Control · Mathematics 2017-10-11 Xiaojia Zhang , Eric de Sturler , Glaucio H. Paulino

Gas turbine combustion chambers contain numerous smallscale features that help to dampen acoustic waves and alter the acoustic mode shapes. This damping helps to alleviate problems such as thermoacoustic instabilities. During computational…

Fluid Dynamics · Physics 2020-12-04 Suhas A. Kowshik , Sumukha Sridhar , N. C. W. Treleaven

Learning unnormalized statistical models (e.g., energy-based models) is computationally challenging due to the complexity of handling the partition function. To eschew this complexity, noise-contrastive estimation~(NCE) has been proposed by…

Machine Learning · Computer Science 2023-06-14 Wei Jiang , Jiayu Qin , Lingyu Wu , Changyou Chen , Tianbao Yang , Lijun Zhang

In this paper, we propose control-theoretic methods as tools for the design of online optimization algorithms that are able to address dynamic, noisy, and partially uncertain time-varying quadratic objective functions. Our approach…

Optimization and Control · Mathematics 2025-02-03 Umberto Casti , Sandro Zampieri

We develop a versatile optimization method, which finds the design parameters that minimize time-averaged acoustic cost functionals. The method is gradient-free, model-informed, and data-driven with reservoir computing based on echo state…

Fluid Dynamics · Physics 2022-02-03 Francisco Huhn , Luca Magri

Stochastic programming can be applied to consider uncertainties in energy system optimization models for capacity expansion planning. However, these models become increasingly large and time-consuming to solve, even without considering…

Optimization and Control · Mathematics 2025-08-15 Shima Sasanpour , Manuel Wetzel , Karl-Kiên Cao , Hans Christian Gils , Andrés Ramos

This contribution describes the implementation of a data--driven shape optimization pipeline in a naval architecture application. We adopt reduced order models (ROMs) in order to improve the efficiency of the overall optimization, keeping a…

Numerical Analysis · Mathematics 2024-01-22 Nicola Demo , Giulio Ortali , Gianluca Gustin , Gianluigi Rozza , Gianpiero Lavini

Parallelization is a popular strategy for improving the performance of iterative algorithms. Optimization methods are no exception: design of efficient parallel optimization methods and tight analysis of their theoretical properties are…

Optimization and Control · Mathematics 2023-11-28 Alexander Tyurin , Peter Richtárik

In this paper, we propose a shape optimization pipeline for propeller blades, applied to naval applications. The geometrical features of a blade are exploited to parametrize it, allowing to obtain deformed blades by perturbating their…

Optimization and Control · Mathematics 2024-01-17 Anna Ivagnes , Nicola Demo , Gianluigi Rozza

For the purpose of high-fidelity aircraft cabin noise simulations during early design phases, we study three efficient solving approaches for the fully coupled finite element model of an aircraft fuselage segment. Obtaining an efficient…

Computational Engineering, Finance, and Science · Computer Science 2023-10-10 Christopher Blech , Harikrishnan K. Sreekumar , Yannik Hüpel , Sabine C. Langer
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