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We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

In pursuit of enhancing the comprehensive efficiency of production systems, our study focused on the joint optimization problem of scheduling and machine maintenance in scenarios where product rework occurs. The primary challenge lies in…

Optimization and Control · Mathematics 2024-11-05 Yilan Shen , Boyang Li , Xi Zhang

Successful modeling of degradation performance data is essential for accurate reliability assessment and failure predictions of highly reliable product units. The degradation performance measurements over time are highly heterogeneous. Such…

Applications · Statistics 2021-08-17 Xuxue Sun , Wenjun Cai , Qiong Zhang , Mingyang Li

Adhesive joints are increasingly used in industry for a wide variety of applications because of their favorable characteristics such as high strength-to-weight ratio, design flexibility, limited stress concentrations, planar force transfer,…

A novel data-driven stochastic robust optimization (DDSRO) framework is proposed for optimization under uncertainty leveraging labeled multi-class uncertainty data. Uncertainty data in large datasets are often collected from various…

Machine Learning · Computer Science 2019-04-04 Chao Ning , Fengqi You

Attention to data-driven optimization approaches, including the well-known stochastic gradient descent method, has grown significantly over recent decades, but data-driven constraints have rarely been studied, because of the computational…

Machine Learning · Computer Science 2023-10-11 Shuoguang Yang , Xudong Li , Guanghui Lan

We study optimal data pooling for shared learning in two common maintenance operations: condition-based maintenance and spare parts management. We consider a set of systems subject to Poisson input -- the degradation or demand process --…

Machine Learning · Computer Science 2023-11-07 Collin Drent , Melvin Drent , Geert-Jan van Houtum

Motivated by a wide variety of applications, this paper introduces a general class of networks of stochastic loss systems in which congestion renders lost revenue due to customers or jobs being permanently removed from the system. We seek…

Networking and Internet Architecture · Computer Science 2022-05-12 Brendan Patch , Mark S. Squillante , Peter M. Van de Ven

In this contribution we present an accelerated optimization-based approach for combined state and parameter reduction of a parametrized linear control system which is then used as a surrogate model in a Bayesian inverse setting. Following…

Optimization and Control · Mathematics 2016-08-22 Christian Himpe , Mario Ohlberger

Complex robot navigation and control problems can be framed as policy search problems. However, interactive learning in uncertain environments can be expensive, requiring the use of data-efficient methods. Bayesian optimization is an…

Machine Learning · Computer Science 2025-01-29 Javier Garcia-Barcos , Ruben Martinez-Cantin

We develop a tractable and flexible approach for incorporating side information into dynamic optimization under uncertainty. The proposed framework uses predictive machine learning methods (such as $k$-nearest neighbors, kernel regression,…

Optimization and Control · Mathematics 2020-07-23 Dimitris Bertsimas , Christopher McCord , Bradley Sturt

We introduce a novel data-driven method to mitigate the risk of cascading failures in delayed discrete-time Linear Time-Invariant (LTI) systems. Our approach involves formulating a distributionally robust finite-horizon optimal control…

Optimization and Control · Mathematics 2023-10-19 Guangyi Liu , Arash Amini , Vivek Pandey , Nader Motee

In this paper, we show how to transform any optimization problem that arises from fitting a machine learning model into one that (1) detects and removes contaminated data from the training set while (2) simultaneously fitting the trimmed…

Machine Learning · Statistics 2017-02-07 Aleksandr Aravkin , Damek Davis

Degradation data are considered for assessing reliability in highly reliable systems. The usual assumption is that degradation units come from a homogeneous population. But in presence of high variability in the manufacturing process, this…

Methodology · Statistics 2026-01-15 Barin Karmakar , Biswabrata Pradhan

Many real-world problems are usually computationally costly and the objective functions evolve over time. Data-driven, a.k.a. surrogate-assisted, evolutionary optimization has been recognized as an effective approach for tackling expensive…

Neural and Evolutionary Computing · Computer Science 2022-11-08 Ke Li , Renzhi Chen , Xin Yao

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

It is important to accurately model materials' properties at lower length scales (micro-level) while translating the effects to the components and/or system level (macro-level) can significantly reduce the amount of experimentation required…

Computers and Society · Computer Science 2022-11-08 Kazuma Kobayashi , Shoaib Usman , Carlos Castano , Dinesh Kumar , Syed Alam

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

We present a novel approach for the control of uncertain, linear time-invariant systems, which are perturbed by potentially unbounded, additive disturbances. We propose a \emph{doubly robust} data-driven state-feedback controller to ensure…

Optimization and Control · Mathematics 2024-05-29 Francesco Micheli , Anastasios Tsiamis , John Lygeros

This paper investigates the joint optimization of condition-based maintenance and spare provisioning, incorporating insights obtained from sensor data. Prognostic models estimate components' remaining lifetime distributions (RLDs), which…

Optimization and Control · Mathematics 2025-07-14 Heraldo Rozas , Weijun Xie , Nagi Gebraeel , Stephen Robinson