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We introduce a novel strategy for constructing symmetric positive definite (SPD) preconditioners for linear systems with symmetric indefinite matrices. The strategy, called absolute value preconditioning, is motivated by the observation…

Numerical Analysis · Mathematics 2016-10-20 Eugene Vecharynski , Andrew V. Knyazev

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

This paper proposes a novel tariff scheme and a new optimization framework in order to address the recovery of fixed investment costs in transmission network planning, particularly against rising demand elasticity. At the moment, ex-post…

Systems and Control · Electrical Eng. & Systems 2019-11-12 Iacopo Savelli , Antonio De Paola , Furong Li

In spite of the growing computational power offered by the commodity hardware, fast pump scheduling of complex water distribution systems is still a challenge. In this paper, the Artificial Neural Network (ANN) meta-modeling technique has…

Neural and Evolutionary Computing · Computer Science 2017-11-15 Morad Behandish , Zheng Yi Wu

This paper investigates inland port infrastructure investment planning under uncertain commodity demand conditions. A two-stage stochastic optimization is developed to model the impact of demand uncertainty on infrastructure planning and…

Optimization and Control · Mathematics 2022-08-12 Sanjeev Bhurtyal , Sarah Hernandez , Sandra Eksioglu , Manzi Yves

Distribution networks are increasingly exposed to threats such as extreme weather, aging infrastructure, and cyber risks--resulting in more frequent contingencies and outages, a trend likely to persist. Microgrids, particularly dynamic…

Optimization and Control · Mathematics 2025-10-10 Hannah Moring , Bala Kameshwar Poolla , Harsha Nagarajan , Johanna L. Mathieu , Andrey Bernstein , David M. Fobes

Low precision arithmetic, in particular half precision floating point arithmetic, is now available in commercial hardware. Using lower precision can offer significant savings in computation and communication costs with proportional savings…

Numerical Analysis · Mathematics 2021-11-16 Eda Oktay , Erin Carson

Recent breakthroughs in generative artificial intelligence have triggered a surge in demand for machine learning training, which poses significant cost burdens and environmental challenges due to its substantial energy consumption.…

Artificial Intelligence · Computer Science 2023-04-18 Siyue Zhang , Minrui Xu , Wei Yang Bryan Lim , Dusit Niyato

We consider the problem of state estimation in general state-space models using variational inference. For a generic variational family defined using the same backward decomposition as the actual joint smoothing distribution, we establish…

Methodology · Statistics 2022-06-02 Mathis Chagneux , Élisabeth Gassiat , Pierre Gloaguen , Sylvain Le Corff

We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multistage stochastic integer program to adjust the capacity…

Optimization and Control · Mathematics 2024-11-05 Xian Yu , Siqian Shen

Multi-agent systems powered by large language models have emerged as a promising paradigm for solving complex reasoning tasks through collaborative intelligence. However, efficiently deploying these systems on serverless GPU platforms…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-05 Guilin Zhang , Wulan Guo , Ziqi Tan

Current reconfiguration techniques are based on starting the system in a consistent configuration, in which all participating entities are in their initial state. Starting from that state, the system must preserve consistency as long as a…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-07 Shlomi Dolev , Chryssis Georgiou , Ioannis Marcoullis , Elad M. Schiller

Parallel trajectory optimization via the Alternating Direction Method of Multipliers (ADMM) has emerged as a scalable approach to long-horizon motion planning. However, existing frameworks typically decompose the problem into parallel…

Robotics · Computer Science 2026-04-27 Jiajun Yu , Guodong Liu , Li Wang , Pengxiang Zhou , Wentao Liu , Yin He , Chao Xu , Fei Gao , Yanjun Cao

In this paper, we present two multiple scalar auxiliary variable (MSAV)-based, finite element numerical schemes for the Abels-Garcke-Gr{\"u}n (AGG) model, which is a thermodynamically consistent phase field model of two-phase incompressible…

Numerical Analysis · Mathematics 2024-08-09 Jiancheng Wang , Maojun Li , Cheng Wang

Autonomous microgrid planning is a Mixed-Integer Non Convex decision problem that requires to consider investments in both distribution and generation capacity and represents significant computation challenges. We proposed in a previous…

Optimization and Control · Mathematics 2017-03-21 Benoît Martin , François Glineur , Emmanuel De Jaeger

In this paper we propose a distributed implementation of the relaxed Alternating Direction Method of Multipliers algorithm (R-ADMM) for optimization of a separable convex cost function, whose terms are stored by a set of interacting agents,…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Marco Todescato , Ruggero Carli , Luca Schenato

We propose an experimental study of adaptive time-stepping methods for efficient modeling of the aggregation-fragmentation kinetics. Precise modeling of this phenomena usually requires utilization of the large systems of nonlinear ordinary…

Numerical Analysis · Mathematics 2025-01-20 Sergey A. Matveev , Viktor Zhilin , Alexander P. Smirnov

Large linear systems with sparse, non-symmetric matrices arise in the modeling of Markov chains or in the discretization of convection-diffusion problems. Due to their potential to solve sparse linear systems with an effort that is linear…

Numerical Analysis · Mathematics 2023-08-17 Benjamin Seibold

In the electric system, extreme weather events can cause trips or physical damage to transmission lines, leading to large-scale load shedding. To mitigate power shedding, we propose a framework that pre-positions the commitment of…

Optimization and Control · Mathematics 2026-04-07 Yongzheng Dai , Antonio J. Conejo , Feng Qiu

Algebraic multigrid (AMG) is one of the most efficient iterative methods for solving large sparse system of equations. However, how to build/check restriction and prolongation operators in practical of AMG methods for nonsymmetric {\em…

Numerical Analysis · Mathematics 2022-02-24 Minghua Chen , Rongjun Cao , Stefano Serra-Capizzano
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