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We develop a quadratic regularization approach for the solution of high-dimensional multistage stochastic optimization problems characterized by a potentially large number of time periods/stages (e.g. hundreds), a high-dimensional resource…

Optimization and Control · Mathematics 2017-02-28 Tsvetan Asamov , Warren B. Powell

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

We address the design and synthesis of optimal control strategies for high-dimensional stochastic dynamical systems. Such systems may be deterministic nonlinear systems evolving from random initial states, or systems driven by random…

Numerical Analysis · Mathematics 2020-08-26 Panos Lambrianides , Qi Gong , Daniele Venturi

Optimal management of thermal and energy grids with fluctuating demand and prices requires to orchestrate the generation units (GU) among all their operating modes. A hierarchical approach is proposed to control coupled energy nonlinear…

Optimization and Control · Mathematics 2023-06-29 Stefano Spinelli , Marcello Farina , Andrea Ballarino

In this contribution we apply an adaptive model hierarchy, consisting of a full-order model, a reduced basis reduced order model, and a machine learning surrogate, to parametrized linear-quadratic optimal control problems. The involved…

Optimization and Control · Mathematics 2024-02-19 Hendrik Kleikamp

Supply and manufacturing networks in the chemical industry involve diverse processing steps across different locations, rendering their operation vulnerable to disruptions from unplanned events. Optimal responses should consider factors…

Optimization and Control · Mathematics 2024-12-12 Daniel Ovalle , Joshua L. Pulsipher , Yixin Ye , Kyle Harshbarger , Scott Bury , Carl D. Laird , Ignacio E. Grossmann

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…

Machine Learning · Computer Science 2021-11-23 Kai Yan , Jie Yan , Chuan Luo , Liting Chen , Qingwei Lin , Dongmei Zhang

Determining the proper level of details to develop and solve physical models is usually difficult when one encounters new engineering problems. Such difficulty comes from how to balance the time (simulation cost) and accuracy for the…

Artificial Intelligence · Computer Science 2022-02-03 Randi Wang , Morad Behandish

Optimal well placement and optimal well control are two important areas of study in oilfield development. Although the two problems differ in several respects, both are important considerations in optimizing total oilfield production, and…

Optimization and Control · Mathematics 2015-01-08 Thomas D. Humphries , Ronald D. Haynes

Optimization problems with nonlinear cost functions and combinatorial constraints appear in many real-world applications but remain challenging to solve efficiently compared to their linear counterparts. To bridge this gap, we propose…

Machine Learning · Computer Science 2023-07-20 Aaron Ferber , Taoan Huang , Daochen Zha , Martin Schubert , Benoit Steiner , Bistra Dilkina , Yuandong Tian

This paper introduces a novel data-driven hierarchical control scheme for managing a fleet of nonlinear, capacity-constrained autonomous agents in an iterative environment. We propose a control framework consisting of a high-level dynamic…

Robotics · Computer Science 2024-04-12 Charlott Vallon , Alessandro Pinto , Bartolomeo Stellato , Francesco Borrelli

A hierarchical Model Predictive Control (MPC) formulation is presented for coupled discrete-time linear systems with state and input constraints. Compared to a centralized approach, a two-level hierarchical controller, with one controller…

Systems and Control · Electrical Eng. & Systems 2022-02-24 Vignesh Raghuraman , Justin P. Koeln

Chemical reactions modeled by ordinary differential equations are finite-dimensional dissipative dynamical systems with multiple time-scales. They are numerically hard to tackle -- especially when they enter an optimal control problem as…

Optimization and Control · Mathematics 2017-03-27 Marcus Heitel , Dirk Lebiedz

This paper presents a hierarchical planning algorithm for racing with multiple opponents. The two-stage approach consists of a high-level behavioral planning step and a low-level optimization step. By combining discrete and continuous…

Robotics · Computer Science 2026-04-29 Georg Jank , Matthias Rowold , Boris Lohmann

Hierarchical microgrid control levels range from distributed device level controllers that run at a high frequency to centralized controllers optimizing market integration that run much less frequently. Centralized controllers are often…

Systems and Control · Electrical Eng. & Systems 2021-06-07 Jonathan Dumas , Selmane Dakir , Clément Liu , Bertrand Cornélusse

The paper faces the problem of scheduling from a new perspective, trying to bridge the gap between classical heuristic approaches and system identification and control strategies. To this aim, a complete mathematical formulation of a…

Adaptation and Self-Organizing Systems · Physics 2009-12-02 Giacomo Innocenti , Luca Pretini

The importance of hierarchically structured representations for tractable planning has long been acknowledged. However, the questions of how people discover such abstractions and how to define a set of optimal abstractions remain open. This…

Artificial Intelligence · Computer Science 2018-07-20 Sophia Sanborn , David D. Bourgin , Michael Chang , Thomas L. Griffiths

In this work, we study a single-machine scheduling problem that aims at minimizing the total cost of a schedule subject to start-time dependent costs. This framework naturally captures scenarios where costs fluctuate throughout the day,…

Optimization and Control · Mathematics 2026-04-17 Sofía Rodríguez-Ballesteros , Javier Alcaraz , Laura Anton-Sanchez , Marc Goerigk , Dorothee Henke

Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…

Optimization and Control · Mathematics 2024-08-06 Beste Basciftci , Shabbir Ahmed , Nagi Gebraeel

With increasing interest in adaptive clinical trial designs, challenges are present to drug supply chain management which may offset the benefit of adaptive designs. Thus, it is necessary to develop an optimization tool to facilitate the…

Applications · Statistics 2023-10-16 Jincheng Pang , Hong Yan , Zoe Hua