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We consider mixed-integer quadratic optimization problems with banded matrices and indicator variables. These problems arise pervasively in statistical inference problems with time-series data, where the banded matrix captures the temporal…

Optimization and Control · Mathematics 2024-05-07 Andres Gomez , Shaoning Han , Leonardo Lozano

This paper presents a novel approach for implementing frequency-dependent hydrodynamic coefficients in Morison's equation, which is widely used in hydrodynamics modeling. Accurate hydrodynamic predictions using Morison's equation…

Atmospheric and Oceanic Physics · Physics 2025-09-17 Md Sakif , Doyal Sarker , Kazi Mohsin , Tri Ngo , Tuhin Das

With the increasing penetration of Inverter-Based Resources (IBRs), power system stability constraints must be incorporated into the operational framework, transforming it into stability-constrained optimization. Currently, there exist…

Systems and Control · Electrical Eng. & Systems 2024-11-19 Wangkun Xu , Zhongda Chu , Florin Capitanescu , Fei Teng

A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…

Optimization and Control · Mathematics 2020-11-17 Xiaodong Zheng , Haoyong Chen , Yan Xu , Zhengmao Li , Zhenjia Lin , Zipeng Liang

The synthesis of robust invariant sets for nonlinear systems has traditionally been hindered by the inherent non convexity and a strict reliance on exact analytical models. This paper presents a purely data-driven framework to compute…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Sahand Kiani , Constantino M. Lagoa

Global regularity for the three-dimensional incompressible Navier-Stokes equations remains unresolved partly because weak, mild, and strong formulations employ incompatible functional settings. The present study introduces a…

General Mathematics · Mathematics 2025-07-21 Daria Nikitaeva

This paper discusses a consensus-based alternating direction method of multipliers (ADMM) approach to solve the multi-area coordinated network-constrained unit commitment (NCUC) problem in a distributed manner. Due to political and…

Optimization and Control · Mathematics 2018-01-23 Yamin Wang , Lei Wu , Jie Li

A novel inner approximation algorithm is proposed for dynamic optimization problems to ensure strict satisfaction of path constraints. Distinct from traditional methods relying on interval analysis, the proposed algorithm leverages the…

Optimization and Control · Mathematics 2026-02-10 Yuan Chang , Lizhong Jiang , Tai-Fang Li , Jun Fu

This letter presents a robust data-driven receding-horizon control framework for the discrete time linear quadratic regulator (LQR) with input constraints. Unlike existing data-driven approaches that design a controller from initial data…

Optimization and Control · Mathematics 2025-10-08 Jian Zheng , Mario Sznaier

With increased reliance on cyber infrastructure, large scale power networks face new challenges owing to computational scalability. In this paper we focus on developing an asynchronous decentralized solution framework for the Unit…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-04-15 Paritosh Ramanan , Murat Yildirim , Edmond Chow , Nagi Gebraeel

This paper proposes a new method, in the frequency domain, to define absorbing boundary conditions for general two-dimensional problems. The main feature of the method is that it can obtain boundary conditions from the discretized equations…

Classical Physics · Physics 2015-05-14 Denis Duhamel , Tien-Minh Nguyen

A highly efficient fast boundary element method (BEM) for solving large-scale engineering acoustic problems in a broad frequency range is developed and implemented. The acoustic problems are modeled by the Burton-Miller boundary integral…

Numerical Analysis · Computer Science 2015-11-16 Yanchuang Cao , Lihua Wen , Jinyou Xiao

Multivariate time series may be subject to partial structural changes over certain frequency band, for instance, in neuroscience. We study the change point detection problem with high dimensional time series, within the framework of…

Methodology · Statistics 2024-05-31 Xinyu Zhang , Kung-Sik Chan

In this paper we provide a flexible framework allowing for a unified study of time consistency of risk measures and performance measures (also known as acceptability indices). The proposed framework not only integrates existing forms of…

Probability · Mathematics 2017-09-08 Tomasz R. Bielecki , Igor Cialenco , Marcin Pitera

In this paper, a fixed-time safe control problem is investigated for an uncertain high-order nonlinear pure-feedback system with state constraints. A new nonlinear transformation function is firstly proposed to handle both the constrained…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Chaoqun Guo , Jiangping Hu , Jiasheng Hao , Sergej Celikovsky , Xiaoming Hu

The nonlinear Fourier transform has the potential to overcome limits on performance and achievable data rates which arise in modern optical fiber communication systems when nonlinear interference is treated as noise. The periodic nonlinear…

Signal Processing · Electrical Eng. & Systems 2020-12-24 Jan-Willem Goossens , Hartmut Hafermann , Yves Jaouën

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future…

Systems and Control · Electrical Eng. & Systems 2021-03-25 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Dynamical Systems · Mathematics 2024-03-25 Anna Fitzpatrick , Molly Folino , Andrea Arnold

Most existing generation scheduling models for power systems under demand uncertainty rely on energy-based formulations with a finite number of time periods, which may fail to ensure that power supply and demand are balanced continuously…

Optimization and Control · Mathematics 2025-04-02 Youngchae Cho , Insoon Yang , Takayuki Ishizaki

Modern network-constrained unit commitment (NCUC) bears a heavy computational burden due to the ever-growing model scale. This situation becomes more challenging when detailed operational characteristics, complicated constraints, and…

Systems and Control · Electrical Eng. & Systems 2024-04-09 Zekuan Yu , Haiwang Zhong , Guangchun Ruan , Xinfei Yan