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Data-driven decision-making is performed by solving a parameterized optimization problem, and the optimal decision is given by an optimal solution for unknown true parameters. We often need a solution that satisfies true constraints even…

Optimization and Control · Mathematics 2020-03-03 Akihiro Yabe , Takanori Maehara

Scale-resolving simulations of high Reynolds number incompressible flows are often limited by the Courant-Friedrichs-Lewy (CFL) stability restriction imposed by explicit time-stepping schemes, resulting in small time step sizes and long…

Fluid Dynamics · Physics 2026-04-20 Henrik Wüstenberg , Alexandra Liosi , Spencer J. Sherwin , Joaquim Peiró , David Moxey

Designing effective optimisation strategies for unsteady flows in the presence of complex dynamics is challenging. Gradient-based optimisation algorithms that rely on gradient information obtained from adjoint equations are efficient for…

In imaging modalities recording diffraction data, the original image can be reconstructed assuming known phases. When phases are unknown, oversampling and a constraint on the support region in the original object can be used to solve a…

Signal Processing · Electrical Eng. & Systems 2018-10-17 Alberto Pietrini , Carl Nettelblad

We consider strongly convex distributed consensus optimization over connected networks. EFIX, the proposed method, is derived using quadratic penalty approach. In more detail, we use the standard reformulation { transforming the original…

Optimization and Control · Mathematics 2020-12-11 Dusan Jakovetic , Natasa Krejic , Natasa Krklec Jerinkic

This paper presents a novel optimization framework of formulating the three-phase optimal power flow that involves uncertainty. The proposed uncertainty-aware optimization (UaO) framework is: 1) a deterministic framework that is less…

Optimization and Control · Mathematics 2021-01-21 Qifeng Li

A fully stochastic second-order adaptive-regularization method for unconstrained nonconvex optimization is presented which never computes the objective-function value, but yet achieves the optimal $\mathcal{O}(\epsilon^{-3/2})$ complexity…

Optimization and Control · Mathematics 2025-01-22 Serge Gratton , Sadok Jerad , Philippe L. Toint

A normalizing flow is an invertible mapping between an arbitrary probability distribution and a standard normal distribution; it can be used for density estimation and statistical inference. Computing the flow follows the change of…

Machine Learning · Computer Science 2021-12-10 Derek Onken , Samy Wu Fung , Xingjian Li , Lars Ruthotto

We study the performance of gradient-descent optimization to estimate the coefficients of the discrete-time first-order regular perturbation (FRP). With respect to numerically computed coefficients, the optimized coefficients yield a model…

Signal Processing · Electrical Eng. & Systems 2023-01-10 Astrid Barreiro , Gabriele Liga , Alex Alvarado

We propose a novel framework for approximating the statistical properties of turbulent flows by combining variational methods for the search of unstable periodic orbits with resolvent analysis for dimensionality reduction. Traditional…

Chaotic Dynamics · Physics 2025-01-22 Thomas Burton , Sean Symon , Ati Sharma , Davide Lasagna

We propose, analyze, and test a novel continuous data assimilation two-phase flow algorithm for reservoir simulation. We show that the solutions of the algorithm, constructed using coarse mesh observations, converge at an exponential rate…

Numerical Analysis · Mathematics 2022-06-22 Yat Tin Chow , Wing Tat Leung , Ali Pakzad

A new time relaxation model with iterative modified Lavrentiev regularization method is studied. The aim of the relaxation term is to drive the unresolved fluctuations in a computational simulation to zero exponentially faster by an…

Numerical Analysis · Mathematics 2018-09-26 Ming Zhong

Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of…

Optimization and Control · Mathematics 2019-09-24 Jie Liu , Jakub Marecek , Andrea Simonetto , Martin Takac

The ever increasing penetration of Renewable Energy Resources (RESs) in power distribution networks has brought, among others, the challenge of maintaining the grid voltages within the secure region. Employing droop voltage regulators on…

Optimization and Control · Mathematics 2022-03-18 H. Sekhavatmanesh , G. Ferrari-Trecate , S. Mastellone

An effective means for analyzing the impact of novel operating schemes on power systems is time domain simulation, for example for investigating optimization-based curtailment of renewables to alleviate voltage violations. Traditionally,…

Optimization and Control · Mathematics 2016-07-27 Sandro Merkli , Alexander Domahidi , Juan Jerez , Manfred Morari , Roy S. Smith

This paper focuses on convex constrained optimization problems, where the solution is subject to a convex inequality constraint. In particular, we aim at challenging problems for which both projection into the constrained domain and a…

Optimization and Control · Mathematics 2017-06-13 Tianbao Yang , Qihang Lin , Lijun Zhang

In this paper, a novel convexification approach for Small-Signal Stability Constraint Optimal Power Flow (SSSC-OPF) has been presented that does not rely on eigenvalue analysis. The proposed methodology is based on the sufficient condition…

Optimization and Control · Mathematics 2021-09-17 Parikshit Pareek , Hung D. Nguyen

Solving the Alternating Current Optimal Power Flow (AC OPF) problem to global optimality remains challenging due to its nonconvex quadratic constraints. In this paper, we present a unified framework that combines static piecewise…

Optimization and Control · Mathematics 2025-06-17 Yu-Yang Tang , Liang Chen , Sheng-Jie Chen , Yu-Hong Dai , Bo Zhou , Xiaomeng Ai

We propose a data-driven method to solve a stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The objective is to determine power schedules for controllable devices in a power…

Optimization and Control · Mathematics 2018-01-22 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler Summers

Diffusion policies have demonstrated exceptional performance in embodied AI. However, their iterative denoising process results in high latency, and existing acceleration methods often sacrifice physical consistency. To address this, we…

Robotics · Computer Science 2026-05-12 Kewei Chen , Yayu Long , Shuai Li , Mingsheng Shang
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