Related papers: Mixed-Integer Programming Formulation of a Data-Dr…
This paper presents a hybrid approach called frequent pattern based search that combines data mining and optimization. The proposed method uses a data mining procedure to mine frequent patterns from a set of high-quality solutions collected…
We propose geometric weighting as a novel method to combine multiple models in data compression. Our results reveal the rationale behind PAQ-weighting and generalize it to a non-binary alphabet. Based on a similar technique we present a…
Mixed-Integer Programming (MIP), particularly Mixed-Integer Linear Programming (MILP) and Mixed-Integer Quadratic Programming (MIQP), has found extensive applications in domains such as portfolio optimization and network flow control, which…
With the recent wave of digitalization, specifically in the context of safety-critical applications, there has been a growing need for computationally efficient, accurate, generalizable, and trustworthy models. Physics-based models have…
This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…
We propose a dual dynamic integer programming (DDIP) framework for solving multi-scale mixed-integer model predictive control (MPC) problems. Such problems arise in applications that involve long horizons and/or fine temporal…
Projection methods aim to reduce the dimensionality of the optimization instance, thereby improving the scalability of high-dimensional problems. Recently, Sakaue and Oki proposed a data-driven approach for linear programs (LPs), where the…
In this paper we address a unified mathematical optimization framework to compute a wide range of measures used in most operations research and data science contexts. The goal is to embed such metrics within general optimization models…
This paper presents a practical case study of a data-driven magnetostatic finite element solver applied to a real-world three-dimensional problem. Instead of using a hard-coded phenomenological material model within the solver, the…
This paper proposes several explicit and implicit multistep frequency response optimized integrators considering first or second order derivative. A prediction-based method aiming at accelerating a novel power system transient simulation…
In this work, we have developed a framework for synthesizing data driven controllers for a class of uncertain switched systems arising in an application to physical activity interventions. In particular, we present an application of…
This paper presents a robust, distributed algorithm to solve general linear programs. The algorithm design builds on the characterization of the solutions of the linear program as saddle points of a modified Lagrangian function. We show…
Using physical layer network coding, compute-and-forward is a promising relaying scheme that effectively exploits the interference between users and thus achieves high rates. In this paper, we consider the problem of finding the optimal…
This letter explores intelligent scheduling of sensor-to-controller communication in networked control systems, particularly when data transmission incurs a cost. While the optimal controller in a standard linear quadratic Gaussian (LQG)…
In hybrid Model Predictive Control (MPC), a Mixed-Integer Quadratic Program (MIQP) is solved at each sampling time to compute the optimal control action. Although these optimizations are generally very demanding, in MPC we expect…
This paper studies optimal consensus tracking problem of heterogeneous linear multi-agent systems. By introducing tracking error dynamics, the optimal tracking problem is reformulated as finding a Nash-equilibrium solution of a multi-player…
We study the problem of designing systems in order to minimize cost while meeting a given flexibility target. Flexibility is attained by enforcing a joint chance constraint, which ensures that the system will exhibit feasible operation with…
Mixed Integer Linear Programming (MILP) can be considered the backbone of the modern power system optimization process, with a large application spectrum, from Unit Commitment and Optimal Transmission Switching to verifying Neural Networks…
We propose a stronger formulation of the precedence constraints and the station limits for the simple assembly line balancing problem. The linear relaxation of the improved integer program theoretically dominates all previous formulations…
A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergence for $D$-optimal criterion on continuous design spaces are…