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In this work, we address parametric non-stationary fluid dynamics problems within a model order reduction setting based on domain decomposition. Starting from the optimisation-based domain decomposition approach, we derive an optimal…

Numerical Analysis · Mathematics 2024-02-21 Ivan Prusak , Davide Torlo , Monica Nonino , Gianluigi Rozza

We present a dynamic model for the optimal control problem (OCP) of hydrogen blending into natural gas pipeline networks subject to inequality constraints. The dynamic model is derived using the first principles partial differential…

Optimization and Control · Mathematics 2024-02-27 Saif R. Kazi , Kaarthik Sundar , Anatoly Zlotnik

We consider the problem of approximating a function by an element of a nonlinear manifold which admits a differentiable parametrization, typical examples being neural networks with differentiable activation functions or tensor networks.…

Machine Learning · Computer Science 2026-04-20 Anthony Nouy , Agustín Somacal

This paper investigates probabilistic robustness of nonconvex-nonconcave minimax problems via the scenario approach. Specifically, under convex strategy sets for all players, inspired by recent advances in scenario optimization, we first…

Computer Science and Game Theory · Computer Science 2026-05-14 Huan Peng , Guanpu Chen , Karl Henrik Johansson

Non-convex, nonlinear gas network optimization models are used to determine the feasibility of flows on existing networks given constraints on network flows, gas mixing, and pressure loss along pipes. This work improves two existing gas…

Optimization and Control · Mathematics 2025-01-22 Geonhee Kim , Christopher Lourenco , Daphne Skipper , Luze Xu

The stochastic gradient descent method with momentum (SGDM) is a common approach for solving large-scale and stochastic optimization problems. Despite its popularity, the convergence behavior of SGDM remains less understood in nonconvex…

Optimization and Control · Mathematics 2024-12-30 Junwen Qiu , Bohao Ma , Andre Milzarek

The TREX is a recently introduced method for performing sparse high-dimensional regression. Despite its statistical promise as an alternative to the lasso, square-root lasso, and scaled lasso, the TREX is computationally challenging in that…

Machine Learning · Statistics 2021-04-01 Jacob Bien , Irina Gaynanova , Johannes Lederer , Christian Müller

Identifying robust designs for multi-energy systems is computationally challenging. As rigorous approaches are often computationally intractable, heuristics are employed to generate candidate designs. One example is the feasibility…

Optimization and Control · Mathematics 2026-05-14 Moritz Wedemeyer , Alexander Mitsos , Manuel Dahmen

In this article, we focus on a periodic resource allocation problem applied to a dynamical system which comes from a biological system. More precisely, we consider a system with $N$ resources and $N$ activities, each activity use the…

Numerical Analysis · Mathematics 2022-06-01 Olivier Bernard , Liu-Di Lu , Julien Salomon

In this manuscript, we propose a general proximal quasi-Newton method tailored for nonconvex and nonsmooth optimization problems, where we do not require the sequence of the variable metric (or Hessian approximation) to be uniformly bounded…

Optimization and Control · Mathematics 2025-07-28 Xiaoxi Jia

The reconstruction, management, and optimization of gas pipelines is of significant importance for solving modern engineering problems. This paper presents innovative methodologies aimed at the effective reconstruction of gas pipelines…

Optimization and Control · Mathematics 2025-04-10 Ilgar Aliyev

The interactions of the natural gas (NG) network and the electricity system are increased by using gas-fired generation units, which use NG to produce electricity. There are various uncertainty sources such as the forced outage of…

Systems and Control · Electrical Eng. & Systems 2019-12-03 Farnaz Sohrabi , Farkhondeh Jabari , Behnam Mohammadi-Ivatloo , Alireza Soroudi

A major limitation of online algorithms that track the optimizers of time-varying nonconvex optimization problems is that they focus on a specific local minimum trajectory, which may lead to poor spurious local solutions. In this paper, we…

Optimization and Control · Mathematics 2021-01-27 Yuhao Ding , Javad Lavaei , Murat Arcak

We propose a hidden convexity-based method to address distributed optimal energy flow (OEF) problems for transmission-level integrated electricity-gas systems. First, we develop a node-wise decoupling method to de-compose an OEF problem…

Optimization and Control · Mathematics 2024-07-09 Rong-Peng Liu , Yue Song , Junhong Liu , Xiaozhe Wang , Jinpeng Guo , Yunhe Hou

We formulate two estimation problems for pipeline systems in which measurements of compressible gas flow through a network of pipes is affected by time-varying injections, withdrawals, and compression. We consider a state estimation problem…

Systems and Control · Computer Science 2018-07-30 Kaarthik Sundar , Anatoly Zlotnik

The gas-kinetic scheme (GKS) provides high computational efficiency and accuracy for continuum flow simulations but is unable to reliably capture rarefaction effects. In contrast, although the discrete velocity method (DVM) is better suited…

Fluid Dynamics · Physics 2026-05-08 Hangkong Wu , Yuze Zhu , Yajun Zhu , Kun Xu

We show via counterexamples that relative entropy between the solution of a Markovian master equation and the steady state is not a convex function of time. We thus let down a curtain on a possible formulation of a principle of…

Statistical Mechanics · Physics 2013-09-06 Matteo Polettini , Massimiliano Esposito

In this paper we study feasibility and infeasibility of nonlinear two-stage fully adjustable robust feasibility problems with an empty first stage. This is equivalent to deciding whether the uncertainty set is contained within the…

Optimization and Control · Mathematics 2018-08-31 Denis Aßmann , Frauke Liers , Michael Stingl , Juan C. Vera

In this paper, we consider the problem of optimal demand response and energy storage management for a power consuming entity. The entity's objective is to find an optimal control policy for deciding how much load to consume, how much power…

Optimization and Control · Mathematics 2012-05-22 Longbo Huang , Jean Walrand , Kannan Ramchandran

Several deterministic and stochastic multi-variable global optimization algorithms (Conjugate Gradient, Nelder-Mead, Quasi-Newton, and Global) are investigated in conjunction with energy minimization principle to resolve the pressure and…

Fluid Dynamics · Physics 2015-09-08 Taha Sochi