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In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…
Convergence (virtual) bidding is an important part of two-settlement electric power markets as it can effectively reduce discrepancies between the day-ahead and real-time markets. Consequently, there is extensive research into the bidding…
Model predictive control (MPC) strategies can be applied to the coordination of energy hubs to reduce their energy consumption. Despite the effectiveness of these techniques, their potential for energy savings are potentially underutilized…
Electrochemical energy storage (ES) units (e.g. batteries) have been field-validated as an efficient back-up resource that enhance resilience of the distribution system in case of natural disasters. However, using these units for resilience…
The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in…
We study the management of product transitions in a semiconductor manufacturing firm that requires the coordination of resource allocation decisions by multiple, autonomous Product Divisions using a multi-follower bilevel model to capture…
Network design problems involve constructing edges in a transportation or supply chain network to minimize construction and daily operational costs. We study a stochastic version where operational costs are uncertain due to fluctuating…
This paper examines the objective of optimally harvesting a single species in a stochastic environment. This problem has previously been analyzed in Alvarez (2000) using dynamic programming techniques and, due to the natural payoff…
We propose a two-scale finite element method designed for heterogeneous microstructures. Our approach exploits domain diffeomorphisms between the microscopic structures to gain computational efficiency. By using a conveniently constructed…
Production logistics has an important role as a chain that connects the components of the production system. The most important goal of production logistics plans is to keep the flow of the production system well. However, compared to the…
Chance constrained program is computationally intractable due to the existence of chance constraints, which are randomly disturbed and should be satisfied with a probability. This paper proposes a two-layer randomized algorithm to address…
The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. However, uncertainties in supply and demand make such…
To train modern large DNN models, pipeline parallelism has recently emerged, which distributes the model across GPUs and enables different devices to process different microbatches in pipeline. Earlier pipeline designs allow multiple…
Formulating real-world optimization problems often begins with making predictions from historical data (e.g., an optimizer that aims to recommend fast routes relies upon travel-time predictions). Typically, learning the prediction model…
The effective planning and allocation of resources in modern breeding programs is a complex task. Breeding program design and operational management have a major impact on the success of a breeding program and changing parameters such as…
With the rapid growth of large language models (LLMs), a wide range of methods have been developed to distribute computation and memory across hardware devices for efficient training and inference. While existing surveys provide descriptive…
We consider a three-level parallelisation scheme. The second and third levels define a classical two-level parallelisation scheme and some load balancing algorithm is used to distribute tasks among processes. It is well-known that for many…
Linear algebra algorithms are used widely in a variety of domains, e.g machine learning, numerical physics and video games graphics. For all these applications, loop-level parallelism is required to achieve high performance. However,…
Particle advection is one of the foundational algorithms for visualization and analysis and is central to understanding vector fields common to scientific simulations. Achieving efficient performance with large data in a distributed memory…
The Stockpile blending problem is an important component of mine production scheduling, where stockpiles are used to store and blend raw material. The goal of blending material from stockpiles is to create parcels of concentrate which…