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We study the multi-stage stochastic unit commitment problem in which commitment and generation decisions can be made and adjusted in each time period. We formulate this problem as a Markov decision process, which is "weakly-coupled" in the…

Optimization and Control · Mathematics 2018-06-25 Jagdish Ramakrishnan , James Luedtke

Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…

Machine Learning · Computer Science 2026-02-13 Esha Singh , Dongxia Wu , Chien-Yi Yang , Tajana Rosing , Rose Yu , Yi-An Ma

Intermittent renewable energy resources like wind and solar pose great uncertainty of multiple time scales, from minutes to years, on the design and operation of power systems. Energy system optimization models have been developed to find…

Optimization and Control · Mathematics 2022-04-27 Yuheng Zhang , Vivian Cheng , Dharik S. Mallapragada , Jie Song , Guannan He

The evolution of gene regulatory networks in variable environments poses Multi-objective Optimization Problem (MOP), where the expression levels of genes must be tuned to meet the demands of each environment. When formalized in the context…

Optimization and Control · Mathematics 2018-04-23 Philippe Nghe , Bela M. Mulder , Sander J. Tans

In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the…

Numerical Analysis · Mathematics 2019-06-04 René Aïd , Luciano Campi , Nicolas Langrené , Huyên Pham

The growing share of intermittent renewable energy sources, storage technologies, and the increasing degree of so-called sector coupling necessitates optimization-based energy system models with high temporal and spatial resolutions, which…

Optimization and Control · Mathematics 2021-11-24 Maximilian Hoffmann , Leander Kotzur , Detlef Stolten

Particle accelerators require constant tuning during operation to meet beam quality, total charge and particle energy requirements for use in a wide variety of physics, chemistry and biology experiments. Maximizing the performance of an…

Accelerator Physics · Physics 2021-06-16 Ryan Roussel , Adi Hanuka , Auralee Edelen

Deep learning models form one of the most powerful machine learning models for the extraction of important features. Most of the designs of deep neural models, i.e., the initialization of parameters, are still manually tuned. Hence,…

Machine Learning · Computer Science 2023-05-18 Mrittika Chakraborty , Wreetbhas Pal , Sanghamitra Bandyopadhyay , Ujjwal Maulik

Power systems Unit Commitment (UC) problem determines the generator commitment schedule and dispatch decisions for power networks based on forecasted electricity demand. However, with the increasing penetration of renewables and stochastic…

Systems and Control · Electrical Eng. & Systems 2023-09-13 Xuan He , Jiayu Tian , Yufan Zhang , Honglin Wen , Yize Chen

We consider the general problem of learning a predictor that satisfies multiple objectives of interest simultaneously, a broad framework that captures a range of specific learning goals including calibration, regret, and multiaccuracy. We…

Machine Learning · Computer Science 2026-02-17 Jivat Neet Kaur , Isaac Gibbs , Michael I. Jordan

Maintaining instantaneous balance between electricity supply and demand is critical for reliability and grid instability. System operators achieve this through solving the task of Unit Commitment (UC),ca high dimensional large-scale…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Muhy Eddin Za'ter , Anna Van Boven , Bri-Mathias Hodge , Kyri Baker

The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

Optimization and Control · Mathematics 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This…

Artificial Intelligence · Computer Science 2014-02-05 Diederik Marijn Roijers , Peter Vamplew , Shimon Whiteson , Richard Dazeley

In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…

Optimization and Control · Mathematics 2023-08-07 Abhishek Roy , Geelon So , Yi-An Ma

Machine learning applications frequently come with multiple diverse objectives and constraints that can change over time. Accordingly, trained models can be tuned with sets of hyper-parameters that affect their predictive behavior (e.g.,…

Machine Learning · Computer Science 2022-10-17 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola

Multiobjective combinatorial optimization deals with problems considering more than one viewpoint or scenario. The problem of aggregating multiple criteria to obtain a globalizing objective function is of special interest when the number of…

Optimization and Control · Mathematics 2013-06-07 Elena Fernández , Miguel A. Pozo , Justo Puerto

Beam parameter optimization in accelerators involves multiple, sometimes competing objectives. Condensing these individual objectives into a single figure of merit unavoidably results in a bias towards particular outcomes, in absence of…

Accelerator Physics · Physics 2022-12-26 Faran Irshad , Stefan Karsch , Andreas Döpp

Numerous real-world applications of uncertain multiobjective optimization problems (UMOPs) can be found in science, engineering, business, and management. To handle the solution of uncertain optimization problems, robust optimization is a…

Optimization and Control · Mathematics 2025-03-11 Shubham Kumar , Nihar Kumar Mahatoa , Debdas Ghosh

In the electric system, extreme weather events can cause trips or physical damage to transmission lines, leading to large-scale load shedding. To mitigate power shedding, we propose a framework that pre-positions the commitment of…

Optimization and Control · Mathematics 2026-04-07 Yongzheng Dai , Antonio J. Conejo , Feng Qiu

A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…

Robotics · Computer Science 2023-09-26 Patrick Zhong , Federico Rossi , Dylan A. Shell