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We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…

Optimization and Control · Mathematics 2021-06-25 Joshua L. Pulsipher , Victor M. Zavala

Today, microgrids in distribution networks are in dire need of improvement to cope with economic challenges, human losses, and equipment placement issues. Today, there is the issue of scattered resources in distribution systems, which has…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Zeyad Khashroum , Ali Dehghan Chaharabi , Lorena Palmero , Keiichiro Yasukawa

This paper studies a robust utility maximization problem for intractable claims under distributional ambiguity, where the distribution of the claim cannot be inferred from market information and its dependence with tradable assets is…

Optimization and Control · Mathematics 2026-04-17 Guohui Guan , Zongxia Liang , Xingjian Ma

This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…

Computational Engineering, Finance, and Science · Computer Science 2019-04-04 Cristina Roldán , Roberto Mínguez , Raquel García-Bertrand , José Manuel Arroyo

Particle Swarm Optimization (PSO) is susceptible to premature convergence when the swarm collapses around the global best, particularly on multimodal landscapes in higher dimensions. We propose Divergence-guided PSO (DPSO), which augments…

Computational Engineering, Finance, and Science · Computer Science 2026-04-15 Kleyton da Costa , Bernardo Modenesi , Ivan F. M. Menezes , Hélio Lopes

We consider distributionally robust optimization (DRO) problems, reformulated as distributionally robust feasibility (DRF) problems, with multiple expectation constraints. We propose a generic stochastic first-order meta-algorithm, where…

Optimization and Control · Mathematics 2023-05-29 Hyungki Im , Paul Grigas

The purpose of this paper is to point to the usefulness of applying a linear mathematical formulation of fuzzy multiple criteria objective decision methods in organising business activities. In this respect fuzzy parameters of linear…

Artificial Intelligence · Computer Science 2007-05-23 Sonja Petrovic-Lazarevic , Ajith Abraham

Generality is one of the main advantages of heuristic algorithms, as such, multiple parameters are exposed to the user with the objective of allowing them to shape the algorithms to their specific needs. Parameter selection, therefore,…

Neural and Evolutionary Computing · Computer Science 2017-05-22 Carlos Garcia Cordero

Several methods have been proposed in the literature to solve reliability-based optimization problems, where failure probabilities are design constraints. However, few methods address the problem of life-cycle cost or risk optimization,…

Computation · Statistics 2020-07-09 H. M. Kroetz , M. Moustapha , A. T. Beck , B. Sudret

System identification refers to estimation of process parameters and is a necessity in control theory. Physical systems usually have varying parameters. For such processes, accurate identification is particularly important. Online…

Other Computer Science · Computer Science 2008-11-04 Deepyaman Maiti , Ayan Acharya , Amit Konar

In group decision making (GDM) problems fuzzy preference relations (FPR) are widely used for representing decision makers' opinions on the set of alternatives. In order to avoid misleading solutions, the study of consistency and consensus…

Artificial Intelligence · Computer Science 2014-08-27 Sujit Das , Samarjit Kar

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…

Machine Learning · Statistics 2025-12-30 Krishna Harsha Kovelakuntla Huthasana , Alireza Olama , Andreas Lundell

A new approach to the solution of Economic Dispatch using Particle Swarm Optimization is presented. It is the progression of allocating production amongst the dedicated units such that the restriction forced are fulfilled and the power…

Computational Engineering, Finance, and Science · Computer Science 2013-07-12 V. Karthikeyan , S. Senthilkumar , V. J. Vijayalakshmi

Iterative methods for fitting a Gaussian Random Field (GRF) model via maximum likelihood (ML) estimation requires solving a nonconvex optimization problem. The problem is aggravated for anisotropic GRFs where the number of covariance…

Machine Learning · Statistics 2021-01-12 Sam Davanloo Tajbakhsh , Necdet Serhat Aybat , Enrique Del Castillo

Data grid replication is an effective method to achieve efficient and fault tolerant data access while reducing access latency and bandwidth consumption in grids. Since we have storage limitation, a replica should be created in the best…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-11 Mahnaz Khojand , Mehdi Fatan Serj , Sevin Ashrafi , Vahideh Namaki

We study a utility maximization problem in a financial market with a stochastic drift process, combining a worst-case approach with filtering techniques. Drift processes are difficult to estimate from asset prices, and at the same time…

Portfolio Management · Quantitative Finance 2021-11-04 Jörn Sass , Dorothee Westphal

Reactive power plays an important role in supporting the real power transfer by maintaining voltage stability and system reliability. It is a critical element for a transmission operator to ensure the reliability of an electric system while…

Neural and Evolutionary Computing · Computer Science 2010-03-25 P. R. Sujin , T. Ruban Deva Prakash , M. Mary Linda

We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend…

Optimization and Control · Mathematics 2023-01-27 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the…

Optimization and Control · Mathematics 2023-01-05 Olga Kuryatnikova , Bissan Ghaddar , Daniel K. Molzahn

The particle swarm approach provides a low complexity solution to the optimization problem among various existing heuristic algorithms. Recent advances in the algorithm resulted in improved performance at the cost of increased computational…

Neural and Evolutionary Computing · Computer Science 2013-04-16 Muhammad Omer Bin Saeed , Muhammad Saqib Sohail , Syed Zeeshan Rizvi , Mobien Shoaib , Asrar Ul Haq Sheikh
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