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We propose an approach based on machine learning to solve two-stage linear adaptive robust optimization (ARO) problems with binary here-and-now variables and polyhedral uncertainty sets. We encode the optimal here-and-now decisions, the…

Machine Learning · Computer Science 2026-04-21 Dimitris Bertsimas , Cheol Woo Kim

These lecture notes summarize various summer schools that I have given on the topic of solving inverse problems (state and parameter estimation) by combining optimally measurement observations and parametrized PDE models. After defining a…

Numerical Analysis · Mathematics 2022-03-16 Olga Mula

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

This article proposes a Model Reference Adaptive Control (MRAC) strategy to achieve fixed-time convergence of parameter estimation and tracking errors for unknown linear time-invariant systems, without relying on the persistence of…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Chayan Kumar Paul , Krishanu Nath , Indra Narayan Kar , Denis Efimov , Rosane Ushirobira

This paper presents a machine learning approach for tuning the parameters of a family of stabilizing controllers for orbital tracking. An augmented random search algorithm is deployed, which aims at minimizing a cost function combining…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Gianni Bianchini , Andrea Garulli , Antonio Giannitrapani , Mirko Leomanni , Renato Quartullo

Quadratic assignment problem is one of the great challenges in combinatorial optimization. It has many applications in Operations research and Computer Science. In this paper, the author extends the most-used rounding approach to a…

Computational Complexity · Computer Science 2011-05-11 Wajeb Gharibi , Yong Xia

The goal of model-based diagnosis is to isolate causes of anomalous system behavior and recommend inexpensive repair actions in response. In general, precomputing optimal repair policies is intractable. To date, investigators addressing…

Artificial Intelligence · Computer Science 2013-02-21 Sampath Srinivas , Eric J. Horvitz

In this contribution we present a survey of concepts in localized model order reduction methods for parameterized partial differential equations. The key concept of localized model order reduction is to construct local reduced spaces that…

Numerical Analysis · Mathematics 2019-10-29 Andreas Buhr , Laura Iapichino , Mario Ohlberger , Stephan Rave , Felix Schindler , Kathrin Smetana

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

Control of network systems with uncertain local dynamics has remained an open problem for a long time. In this paper, a distributed minimax adaptive control algorithm is proposed for such networks whose local dynamics has an uncertain…

Systems and Control · Electrical Eng. & Systems 2023-11-03 Venkatraman Renganathan , Anders Rantzer , Olle Kjellqvist

This paper presents a hierarchical control scheme for interconnected linear systems. At the higher layer of the control structure a robust centralized Model Predictive Control (MPC) algorithm based on a reduced order dynamic model of the…

Systems and Control · Computer Science 2017-05-25 Marcello Farina , Xinglong Zhang , Riccardo Scattolini

In this paper, we present a novel tolerance allocation algorithm for the assessment and control of geometric variation on system performance that is applicable to any system of partial differential equations. In particular, we parameterize…

Numerical Analysis · Mathematics 2019-04-16 Joseph Benzaken , Alireza Doostan , John A. Evans

A model hierarchy that is based on the one-dimensional isothermal Euler equations of fluid dynamics is used for the simulation and optimisation of gas flow through a pipeline network. Adaptive refinement strategies have the aim of bringing…

Numerical Analysis · Mathematics 2017-02-01 Pia Domschke , Aseem Dua , Jeroen J. Stolwijk , Jens Lang , Volker Mehrmann

In climate science, the tuning of climate models is a computationally intensive problem due to the combination of the high-dimensionality of the system state and long integration times. Supermodelling is a technique which has shown the…

Chaotic Dynamics · Physics 2026-04-15 Jordan Seneca , Suzanne Bintanja , Frank M. Selten

This article is concerned with the numerical solution of convex variational problems. More precisely, we develop an iterative minimisation technique which allows for the successive enrichment of an underlying discrete approximation space in…

Numerical Analysis · Mathematics 2015-07-07 Paul Houston , Thomas P. Wihler

In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…

Data Structures and Algorithms · Computer Science 2010-01-28 Sudipto Guha , Kamesh Munagala

In this paper we study the problem of learning a shallow artificial neural network that best fits a training data set. We study this problem in the over-parameterized regime where the number of observations are fewer than the number of…

Machine Learning · Computer Science 2022-08-25 Mahdi Soltanolkotabi , Adel Javanmard , Jason D. Lee

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

We study the problem of representation learning in goal-conditioned hierarchical reinforcement learning. In such hierarchical structures, a higher-level controller solves tasks by iteratively communicating goals which a lower-level policy…

Artificial Intelligence · Computer Science 2019-01-10 Ofir Nachum , Shixiang Gu , Honglak Lee , Sergey Levine