Related papers: A Fenchel-Young Loss Approach to Data-Driven Inver…
This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…
In classical inverse linear optimization, one assumes a given solution is a candidate to be optimal. Real data is imperfect and noisy, so there is no guarantee this assumption is satisfied. Inspired by regression, this paper presents a…
Multi-objective optimization is a type of decision making problems where multiple conflicting objectives are optimized. We study offline optimization of multi-objective policies from data collected by an existing policy. We propose a…
Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…
The goal in offline data-driven decision-making is synthesize decisions that optimize a black-box utility function, using a previously-collected static dataset, with no active interaction. These problems appear in many forms: offline…
The inverse approach is computationally efficient in aerodynamic design as the desired target performance distribution is prespecified. However, it has some significant limitations that prevent it from achieving full efficiency. First, the…
In this paper we propose a model-based approach to the design of online optimization algorithms, with the goal of improving the tracking of the solution trajectory (trajectories) w.r.t. state-of-the-art methods. We focus first on quadratic…
This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…
Inverse optimization (IO) aims to determine optimization model parameters from observed decisions. However, IO is not part of a data scientist's toolkit in practice, especially as many general-purpose machine learning packages are widely…
Feedforward controllers typically rely on accurately identified inverse models of the system dynamics to achieve high reference tracking performance. However, the impact of the (inverse) model identification error on the resulting tracking…
Algorithm designers typically assume that the input data is correct, and then proceed to find "optimal" or "sub-optimal" solutions using this input data. However this assumption of correct data does not always hold in practice, especially…
This paper introduces a novel approach to solve inverse problems by leveraging deep learning techniques. The objective is to infer unknown parameters that govern a physical system based on observed data. We focus on scenarios where the…
This work addresses data-driven inverse optimization (IO), where the goal is to estimate unknown parameters in an optimization model from observed decisions that can be assumed to be optimal or near-optimal solutions to the optimization…
Inverse problems are crucial for many applications in science, engineering and medicine that involve data assimilation, design, and imaging. Their solution infers the parameters or latent states of a complex system from noisy data and…
We investigate various data-driven methods to enhance projection-based model reduction techniques with the aim of capturing bifurcating solutions. To show the effectiveness of the data-driven enhancements, we focus on the incompressible…
Consider the problem of finding an optimal value of some objective functional subject to constraints over numerical domain. This type of problem arises frequently in practical engineering tasks. Nowdays almost all general methods for…
Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…
We develop a method to estimate from data travel latency cost functions in multi-class transportation networks, which accommodate different types of vehicles with very different characteristics (e.g., cars and trucks). Leveraging our…
Machine learning algorithms typically rely on optimization subroutines and are well-known to provide very effective outcomes for many types of problems. Here, we flip the reliance and ask the reverse question: can machine learning…
In Machine Learning (ML), a regression algorithm aims to minimize a loss function based on data. An assessment method in this context seeks to quantify the discrepancy between the optimal response for an input-output system and the estimate…