Related papers: Real-Time Systems Optimization with Black-box Cons…
In real-time systems optimization, designers often face a challenging problem posed by the non-convex and non-continuous schedulability conditions, which may even lack an analytical form to understand their properties. To tackle this…
A mathematical framework for modelling constrained mixed-variable optimization problems is presented in a blackbox optimization context. The framework introduces a new notation and allows solution strategies. The notation framework allows…
This paper considers the problem of real-time mode scheduling in linear time-varying switched systems subject to a quadratic cost functional. The execution time of hybrid control algorithms is often prohibitive for real-time applications…
Optimization problems in process engineering, including design and operation, can often pose challenges to many solvers: multi-modal, non-smooth, and discontinuous models often with large computational requirements. In such cases, the…
We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
Robust optimization methods have shown practical advantages in a wide range of decision-making applications under uncertainty. Recently, their efficacy has been extended to multi-period settings. Current approaches model uncertainty either…
The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…
We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…
Black-box optimization is increasingly used in engineering design problems where simulation-based evaluations are costly and gradients are unavailable. In this context, the optimization community has largely analyzed algorithm performance…
The rapid development of cloud-native architecture has promoted the widespread application of container technology, but the optimization problems in container scheduling and resource management still face many challenges. This paper…
Energy systems optimization problems are complex due to strongly non-linear system behavior and multiple competing objectives, e.g. economic gain vs. environmental impact. Moreover, a large number of input variables and different variable…
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…
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…
The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literature is sparse, especially in addressing problems with nontrivial constraints. This…
Optimization problems characterized by both discrete and continuous variables are common across various disciplines, presenting unique challenges due to their complex solution landscapes and the difficulty of navigating mixed-variable…
The design space of networked embedded systems is very large, posing challenges to the optimisation of such platforms when it comes to support applications with real-time guarantees. Recent research has shown that a number of inter-related…
We study novel robust zero-order algorithms with acceleration for the solution of real-time optimization problems. In particular, we propose a family of extremum seeking dynamics that can be universally modeled as singularly perturbed…