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We propose a new objective for option discovery that emphasizes the computational advantage of using options in planning. In a sequential machine, the speed of planning is proportional to the number of elementary operations used to achieve…

Machine Learning · Computer Science 2022-10-03 Yi Wan , Richard S. Sutton

The challenge of noisy multi-objective optimization lies in the constant trade-off between exploring new decision points and improving the precision of known points through resampling. This decision should take into account both the…

Machine Learning · Computer Science 2025-04-25 Timo Budszuhn , Mark Joachim Krallmann , Daniel Horn

Stochastic programming is widely used for energy system design optimization under uncertainty but can exponentially increase the computational complexity with the number of scenarios. Common scenario reduction techniques, like…

Optimization and Control · Mathematics 2025-08-14 Boyung Jürgens , Hagen Seele , Hendrik Schricker , Christiane Reinert , Niklas von der Assen

Functional data analysis is becoming increasingly popular to study data from real-valued random functions. Nevertheless, there is a lack of multiple testing procedures for such data. These are particularly important in factorial designs to…

Methodology · Statistics 2024-06-04 Merle Munko , Marc Ditzhaus , Markus Pauly , Łukasz Smaga

When faced with a specific optimization problem, choosing which algorithm to use is always a tough task. Not only is there a vast variety of algorithms to select from, but these algorithms often are controlled by many hyperparameters, which…

Neural and Evolutionary Computing · Computer Science 2020-01-07 Diederick Vermetten , Hao Wang , Carola Doerr , Thomas Bäck

As decarbonization agendas mature, macro-energy systems modelling studies have increasingly focused on enhanced decision support methods that move beyond least-cost modelling to improve consideration of additional objectives and tradeoffs.…

Optimization and Control · Mathematics 2024-11-26 Michael Lau , Neha Patankar , Jesse D. Jenkins

The dynamic energy sector requires both predictive accuracy and runtime efficiency for short-term forecasting of energy generation under operational constraints, where timely and precise predictions are crucial. The manual configuration of…

Machine Learning · Computer Science 2025-11-04 Georg Velev , Stefan Lessmann

The synthesis of energy systems is a two-stage optimization problem where design decisions have to be implemented here-and-now (first stage), while for the operation of installed components, we can wait-and-see (second stage). To identify a…

Optimization and Control · Mathematics 2019-06-21 Dinah Elena Hollermann , Marc Goerigk , Dörthe Franzisca Hoffrogge , Maike Hennen , André Bardow

In this short note, we discuss a goal-oriented multiobjective optimization problem for system performance assessment. The objective function for such optimization problem, which is usually a composite of different performance indices…

Optimization and Control · Mathematics 2020-06-12 Getachew K Befekadu

In this contribution, we present a numerical analysis of the continuous stochastic gradient (CSG) method, including applications from topology optimization and convergence rates. In contrast to standard stochastic gradient optimization…

Optimization and Control · Mathematics 2023-03-23 Max Grieshammer , Lukas Pflug , Michael Stingl , Andrian Uihlein

Motivated by the widespread adoption of iterative project management techniques, we study the effects of workflow -- iterative or sequential -- on innovative behavior and performance. We conduct a series of laboratory experiments. Our first…

General Economics · Economics 2026-03-03 Evgeny Kagan , Christian Jost , Tobias Lieberum , Sebastian Schiffels

Multi-Objective Mixed-Integer Non-Linear Programming problems (MO-MINLPs) appear in several real-world applications, especially in the mechanical engineering field. To determine a good approximated Pareto front for this type of problems, we…

Optimization and Control · Mathematics 2021-05-17 Ahmed Jaber , Pascal Lafon , Rafic Younes

Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…

Machine Learning · Computer Science 2026-02-03 Jiancheng Tu , Wenqi Fan , Zhibin Wu

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

Neural architecture search (NAS) is an attractive approach to automate the design of optimized architectures but is constrained by high computational budget, especially when optimizing for multiple, important conflicting objectives. To…

Machine Learning · Computer Science 2025-09-03 Zhao Wei , Chin Chun Ooi , Yew-Soon Ong

The NSGA-II is the most prominent multi-objective evolutionary algorithm (cited more than 50,000 times). Very recently, a mathematical runtime analysis has proven that this algorithm can have enormous difficulties when the number of…

Neural and Evolutionary Computing · Computer Science 2024-11-18 Benjamin Doerr , Dimitri Korkotashvili , Martin S. Krejca

For effective integration of building operations into the evolving demand response programs of the power grid, real-time decisions concerning the use of building appliances for grid services must excel on multiple criteria, ranging from the…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Milan Jain , Soumya Kundu , Arnab Bhattacharya , Sen Huang , Vikas Chandan , Nikitha Radhakrishnan , Veronica Adetola , Draguna Vrabie

In the risk assessment of cascading outages, the rationality of simulation and efficiency of computation are both of great significance. To overcome the drawback of sampling-based methods that huge computation resources are required and the…

Systems and Control · Computer Science 2016-11-17 Rui Yao , Shaowei Huang , Kai Sun , Feng Liu , Xuemin Zhang , Shengwei Mei , Wei Wei , Lijie Ding

We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…

Optimization and Control · Mathematics 2023-10-17 J. Wang , I. Aravena , C. G. Petra

We present variational sequential optimal experimental design (vsOED), a novel method for optimally designing a finite sequence of experiments within a Bayesian framework with information-theoretic criteria. vsOED employs a one-point reward…

Machine Learning · Statistics 2026-04-08 Wanggang Shen , Jiayuan Dong , Xun Huan