Related papers: S-BORM: Reliability-based optimization of general …

For most of the history of information retrieval (IR), search results were designed for human consumers who could scan, filter, and discard irrelevant information on their own. This shaped retrieval systems to optimize for finding and…

Production cost minimization (PCM) simulation is commonly employed for assessing the operational efficiency, economic viability, and reliability, providing valuable insights for power system planning and operations. However, solving a PCM…

We introduce a new portfolio credit risk model based on Restricted Boltzmann Machines (RBMs), which are stochastic neural networks capable of universal approximation of loss distributions. We test the model on an empirical dataset of…

In numerical simulations of many charged systems at the micro/nano scale, a common theme is the repeated solution of the Poisson-Boltzmann equation. This task proves challenging, if not entirely infeasible, largely due to the nonlinearity…

The data loss caused by unreliable network seriously impacts the results of remote visual SLAM systems. From our experiment, a loss of less than 1 second of data can cause a visual SLAM algorithm to lose tracking. We present a novel…

Many machine learning tasks can be formulated as Regularized Empirical Risk Minimization (R-ERM), and solved by optimization algorithms such as gradient descent (GD), stochastic gradient descent (SGD), and stochastic variance reduction…

Emerging applications of control, estimation, and machine learning, ranging from target tracking to decentralized model fitting, pose resource constraints that limit which of the available sensors, actuators, or data can be simultaneously…

In today's uncertain and competitive market, where enterprises are subjected to increasingly shortened product life-cycles and frequent volume changes, reconfigurable manufacturing systems (RMS) applications play a significant role in the…

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

This paper presents a novel transformation-proximal bundle algorithm for multistage adaptive robust optimization problems. By partitioning recourse decisions into state and control decisions, the proposed algorithm applies affine control…

Reliability-based design optimization (RBDO) is an active field of research with an ever increasing number of contributions. Numerous methods have been proposed for the solution of RBDO, a complex problem that combines optimization and…

Reliability-based design optimization (RBDO) provides a rational and sound framework for finding the optimal design while taking uncertainties into ac-count. The main issue in implementing RBDO methods, particularly stochastic simu-lation…

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Reliability based design optimization (RBDO) problems are important in engineering applications, but it is challenging to solve such problems. In this study, a new resolution method based on the directional Bat Algorithm (dBA) is presented.…

Optimal design under uncertainty remains a fundamental challenge in advancing reliable, next-generation process systems. Robust optimization (RO) offers a principled approach by safeguarding against worst-case scenarios across a range of…

Zero-order optimization has recently received significant attention for designing optimal trajectories and policies for robotic systems. However, most existing methods (e.g., MPPI, CEM, and CMA-ES) are local in nature, as they rely on…

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

In this note, we present a derivative-free trust-region (TR) algorithm for reliability based optimization (RBO) problems. The proposed algorithm consists of solving a set of subproblems, in which simple surrogate models of the reliability…

We propose a new approach to combine Restricted Boltzmann Machines (RBMs) that can be used to solve combinatorial optimization problems. This allows synthesis of larger models from smaller RBMs that have been pretrained, thus effectively…

In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in [11] to tackle a constrained optimization problem for the…