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In decision-making under uncertainty, Contextual Robust Optimization (CRO) provides reliability by minimizing the worst-case decision loss over a prediction set. While recent advances use conformal prediction to construct prediction sets…

Machine Learning · Statistics 2025-12-25 Yajie Bao , Yang Hu , Haojie Ren , Peng Zhao , Changliang Zou

We consider online convex optimization with time-varying stage costs and additional switching costs. Since the switching costs introduce coupling across all stages, multi-step-ahead (long-term) predictions are incorporated to improve the…

Machine Learning · Computer Science 2020-11-26 Yingying Li , Na Li

This tutorial focuses on kriging-based simulation optimization, emphasizing the importance of data efficiency in optimization problems involving expensive simulation models. It discusses how kriging models contribute to developing…

Optimization and Control · Mathematics 2025-02-11 Sasan Amini , Inneke Van Nieuwenhuyse

With computational models becoming more expensive and complex, surrogate models have gained increasing attention in many scientific disciplines and are often necessary to conduct sensitivity studies, parameter optimization etc. In the…

Methodology · Statistics 2023-07-24 Matthias Fischer , Carsten Proppe

Physics-informed polynomial chaos expansions (PC$^2$) provide an efficient physically constrained surrogate modeling framework by embedding governing equations and other physical constraints into the standard data-driven polynomial chaos…

Machine Learning · Statistics 2025-12-12 Qitian Lu , Himanshu Sharma , Michael D. Shields , Lukáš Novák

Active multi-fidelity surrogate modeling is developed for multi-condition airfoil shape optimization to reduce high-fidelity CFD cost while retaining RANS-level accuracy. The framework couples a low-fidelity-informed Gaussian process…

Real-time rooftop wind-speed distribution is important for the safe operation of drones and urban air mobility systems, wind control systems, and rooftop utilization. However, rooftop flows show strong nonlinearity, separation, and…

Computer Vision and Pattern Recognition · Computer Science 2026-03-16 Yihang Zhou , Chao Lin , Hideki Kikumoto , Ryozo Ooka , Sibo Cheng

The security-constrained optimal power flow (SCOPF) is fundamental in power systems and connects the automatic primary response (APR) of synchronized generators with the short-term schedule. Every day, the SCOPF problem is repeatedly solved…

Optimization and Control · Mathematics 2020-07-15 Alexandre Velloso , Pascal Van Hentenryck

We present a method for solving a large-scale stochastic capacity expansion problem which explicitly considers reliability constraints, in particular constraints on expected energy not served. Our method tackles this problem by a Lagrange…

Systems and Control · Electrical Eng. & Systems 2025-01-30 Marilena Zampara , Daniel Ávila , Anthony Papavasiliou

In the most popular distributed stream processing frameworks (DSPFs), programs are modeled as a directed acyclic graph. This model allows a DSPF to benefit from the parallelism power of distributed clusters. However, choosing the proper…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-03 Hamid Nasiri , Saeed Nasehi , Arman Divband , Maziar Goudarzi

Growing uncertainty from renewable energy integration and distributed energy resources motivate the need for advanced tools to quantify the effect of uncertainty and assess the risks it poses to secure system operation. Polynomial chaos…

Optimization and Control · Mathematics 2019-10-16 David Métivier , Marc Vuffray , Sidhant Misra

Short term load forecasting has an essential medium for the reliable, economical and efficient operation of the power system. Most of the existing forecasting approaches utilize fixed statistical models with large historical data for…

Signal Processing · Electrical Eng. & Systems 2019-05-21 Irfan Ahmad Khan , Adnan Akber , Yinliang Xu

An important goal of modern scheduling systems is to efficiently manage power usage. In energy-efficient scheduling, the operating system controls the speed at which a machine is processing jobs with the dual objective of minimizing energy…

Data Structures and Algorithms · Computer Science 2024-02-28 Eric Balkanski , Noemie Perivier , Clifford Stein , Hao-Ting Wei

One of the essential aspects of power system planning is generation expansion planning (GEP). The purpose of GEP is to enhance construction planning and reduce the costs of installing different types of power plants. This paper proposes a…

Computational Engineering, Finance, and Science · Computer Science 2020-08-12 Ali Sahragard , Hamid Falaghi , Mahdi Farhadi , Amir Mosavi , Abouzar Estebsari

Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…

Methodology · Statistics 2022-09-16 Liang Ding , Xiaowei Zhang

This work proposes a novel data-driven model capable of providing accurate predictions for the power generation of all wind turbines in wind farms of arbitrary layout, yaw angle configurations and wind conditions. The proposed model…

Machine Learning · Computer Science 2024-02-02 Siyi Li , Arnaud Robert , A. Aldo Faisal , Matthew D. Piggott

In this paper, the CONFIG algorithm, a simple and provably efficient constrained global optimization algorithm, is applied to optimize the closed-loop control performance of an unknown system with unmodeled constraints. Existing Gaussian…

Optimization and Control · Mathematics 2022-12-20 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

The wake effect is one of the leading causes of energy losses in offshore wind farms (WFs). Both turbine placement and cooperative control can influence the wake interactions inside the WF and thus the overall WF power production.…

Optimization and Control · Mathematics 2021-12-01 Kaixuan Chen , Jin Lin , Yiwei Qiu , Feng Liu , Yonghua Song

We study a smart grid with wind power and battery storage. Traditionally, day-ahead planning aims to balance demand and wind power, yet actual wind conditions often deviate from forecasts. Short-term flexibility in storage and generation…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Arnd Hartmanns , Nils Jansen , Marnix Suilen

Spatial prediction in an arbitrary location, based on a spatial set of observations, is usually performed by Kriging, being the best linear unbiased predictor (BLUP) in a least-square sense. In order to predict a continuous surface over a…

Methodology · Statistics 2023-11-17 Henning Omre , Mina Spremić
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