Related papers: Design optimization of stochastic complex systems …
We develop a computational approach that significantly improves the efficiency of Bayesian optimal experimental design (BOED) using local radial basis functions (RBFs). The presented RBF--BOED method uses the intrinsic ability of RBFs to…
Meshless methods approximate operators in a specific node as a weighted sum of values in its neighbours. Higher order approximations of derivatives provide more accurate solutions with better convergence characteristics, but they come at…
Federated Learning (FL) is a distributed machine learning setting that requires multiple clients to collaborate on training a model while maintaining data privacy. The unaddressed inherent sparsity in data and models often results in overly…
This paper presents a Consensus ADMM-based modeling and solving approach for the stochastic ACOPF. The proposed optimization model considers the load forecasting uncertainty and its induced load-shedding cost via Monte Carlo sampling. The…
The assembly of virus capsids from free coat proteins proceeds by a complicated cascade of association and dissociation steps, the great majority of which cannot be directly experimentally observed. This has made capsid assembly a rich…
This research considers the ranking and selection (R&S) problem of selecting the optimal subset from a finite set of alternative designs. Given the total simulation budget constraint, we aim to maximize the probability of correctly…
Future energy projections and their inherent uncertainty play a key role in the design of photovoltaic-battery energy storage systems (PV-BESS) for household use. In this study, both stochastic and robust optimization techniques are…
Online planning in Markov Decision Processes (MDPs) enables agents to make sequential decisions by simulating future trajectories from the current state, making it well-suited for large-scale or dynamic environments. Sample-based methods…
In problems that involve input parameter information gathered from multiple data sources with varying reliability, incorporating decision makers' trust on different sources in optimization models can potentially improve solution…
We adopt a policy optimization viewpoint towards policy evaluation for robust Markov decision process with $\mathrm{s}$-rectangular ambiguity sets. The developed method, named first-order policy evaluation (FRPE), provides the first unified…
Multiresolution topology optimization (MTO) methods involve decoupling of the design and analysis discretizations, such that a high-resolution design can be obtained at relatively low analysis costs. Recent studies have shown that the MTO…
Radial basis function generated finite-difference (RBF-FD) methods have recently gained popularity due to their flexibility with irregular node distributions. However, the convergence theories in the literature, when applied to nonuniform…
Robust optimization is concerned with constructing solutions that remain feasible also when a limited number of resources is removed from the solution. Most studies of robust combinatorial optimization to date made the assumption that every…
To limit the probability of unacceptable worst-case linearization errors that might yield risks for power system operations, this letter proposes a robust data-driven linear power flow (RD-LPF) model. It is applicable to both transmission…
This paper addresses the challenge of improving finite sample performance in Ranking and Selection by developing a Bahadur-Rao type expansion for the Probability of Correct Selection (PCS). While traditional large deviations approximations…
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…
This paper studies distributionally robust regret-optimal (DRRO) control with purified output feedback for linear systems subject to additive disturbances and measurement noise. These uncertainties (including the initial system state) are…
Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…
In this paper, we focus on a data-driven risk-averse multistage stochastic programming (RMSP) model considering distributional robustness. We optimize the RMSP over the worst-case distribution within an ambiguity set of probability…
Bayesian optimization is a powerful tool for solving real-world optimization tasks under tight evaluation budgets, making it well-suited for applications involving costly simulations or experiments. However, many of these tasks are also…