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Real-world problems of operations research are typically high-dimensional and combinatorial. Linear programs are generally used to formulate and efficiently solve these large decision problems. However, in multi-period decision problems, we…
In computer-aided engineering design, the goal of a designer is to find an optimal design on a given requirement using the numerical simulator in loop with an optimization method. In this design optimization process, a good design…
This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…
In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…
In this paper, we study the use of state-of-the-art nonlinear system identification techniques for the optimal control of nonlinear systems. We show that the nonlinear systems identification problem is equivalent to estimating the…
We outline a modeling and optimization strategy for investigating dynamic metabolic engineering interventions. Our framework is particularly useful at the early stages of research and development, often constrained by limited knowledge and…
This paper presents a novel methodology that uses surrogate models in the form of neural networks to reduce the computation time of simulation-based optimization of a reference trajectory. Simulation-based optimization is necessary when…
Learning predictive models from observations using deep neural networks (DNNs) is a promising new approach to many real-world planning and control problems. However, common DNNs are too unstructured for effective planning, and current…
Nonlinear power flow constraints render a variety of power system optimization problems computationally intractable. Emerging research shows, however, that the nonlinear AC power flow equations can be successfully modeled using Neural…
This work focuses on developing methods for approximating the solution operators of a class of parametric partial differential equations via neural operators. Neural operators have several challenges, including the issue of generating…
Neural network surrogate models have emerged as a promising approach to model solution fields for a wide variety of boundary value problems encountered in physical modeling. Stochastic problems represent an area of particularly high…
The Vehicle Routing Problem is about optimizing the routes of vehicles to meet the needs of customers at specific locations. The route graph consists of depots on several levels and customer positions. Several optimization methods have been…
We investigate optimal order execution problems in discrete time with instantaneous price impact and stochastic resilience. First, in the setting of linear transient price impact we derive a closed-form recursion for the optimal strategy,…
We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…
Recent research shows that supervised learning can be an effective tool for designing near-optimal feedback controllers for high-dimensional nonlinear dynamic systems. But the behavior of neural network controllers is still not well…
We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…
Many engineering processes can be accurately modelled using partial differential equations (PDEs), but high dimensionality and non-convexity of the resulting systems pose limitations on their efficient optimisation. In this work, a model…
Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…
Recent advances in autoregressive neural surrogate models have enabled orders-of-magnitude speedups in simulating dynamical systems. However, autoregressive models are generally prone to distribution drift: compounding errors in…
Neural Combinatorial Optimization attempts to learn good heuristics for solving a set of problems using Neural Network models and Reinforcement Learning. Recently, its good performance has encouraged many practitioners to develop neural…