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Intensity control is a class of continuous-time dynamic optimization problems with many important applications in Operations Research including queueing and revenue management. In this study, we propose a practical continuous-time…
In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…
Generally, reduced order models of fluid flows are obtained by projecting the Navier-Stokes equations onto a reduced subspace spanned by vector functions that carry the meaningful information of the dynamics. A common method to generate…
In this paper, a projected primal-dual gradient flow of augmented Lagrangian is presented to solve convex optimization problems that are not necessarily strictly convex. The optimization variables are restricted by a convex set with…
This paper considers a collection of networked nonlinear dynamical systems, and addresses the synthesis of feedback controllers that seek optimal operating points corresponding to the solution of network-wide constrained optimization…
Online optimisation revolves around new data being introduced into a problem while it is still being solved; think of deep learning as more training samples become available. We adapt the idea to dynamic inverse problems such as video…
We consider a dynamic pricing problem in network revenue management where customer behavior is predicted by a choice model, i.e., the multinomial logit (MNL) model. The problem, even in the static setting (i.e., customer demand remains…
We propose a data-driven online convex optimization algorithm for controlling dynamical systems. In particular, the control scheme makes use of an initially measured input-output trajectory and behavioral systems theory which enable it to…
We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…
We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…
Software-Defined Networking enables the centralized orchestration of data traffic within a network. However, proposed solutions require a high degree of architectural penetration. The present study targets the orchestration of network…
Emerging networked systems become increasingly flexible and reconfigurable. This introduces an opportunity to adjust networked systems in a demand-aware manner, leveraging spatial and temporal locality in the workload for online…
We propose two new optimistic planning algorithms for nonlinear hybrid-input systems, in which the input has both a continuous and a discrete component, and the discrete component must respect a dwell-time constraint. Both algorithms select…
We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…
In many power system optimization problems, we observe that only a small fraction of the line flow constraints ever become active at the optimal solution, despite variations in the load profile and generation costs. This observation has…
Developing engineering systems that rely on flow-induced reconfiguration, the phenomenon where a structure deforms under flow to reduce its drag, requires design tools that can predict the behavior of these flexible structures. Current…
We consider the problem of approximating flow functions of continuous-time dynamical systems with inputs. It is well-known that continuous-time recurrent neural networks are universal approximators of this type of system. In this paper, we…
Optimization algorithms can be interpreted through the lens of dynamical systems as the interconnection of linear systems and a set of subgradient nonlinearities. This dynamical systems formulation allows for the analysis and synthesis of…
Network virtualization and programmability allow operators to deploy a wide range of services over a common physical infrastructure and elastically allocate cloud and network resources according to changing requirements. While the elastic…
We address the problem of scheduling water resources in a power system via approximate dynamic programming.To this goal, we model a finite horizon economic dispatch problemwith convex stage cost and affine dynamics, and consider aquadratic…