Related papers: Reliable Solution to Dynamic Optimization Problems…
Spectral Deferred Correction (SDC) is an iterative method for the numerical solution of ordinary differential equations. It works by refining the numerical solution for an initial value problem by approximately solving differential…
For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…
In this work, we present an algorithmically tractable safe approximation of distributionally robust optimization (DRO) problems that contain univariate indicator functions. The latter appear in different applications, but render the model…
Direct collocation methods are widely used numerical techniques for solving optimal control problems. The discretization of continuous-time optimal control problems transforms them into large-scale nonlinear programming problems, which…
High-level penetration of intermittent renewable energy sources (RESs) has introduced significant uncertainties into modern power systems. In order to rapidly and economically respond to the fluctuations of power system operating state,…
This thesis presents new mathematical algorithms for the numerical solution of a mathematical problem class called \emph{dynamic optimization problems}. These are mathematical optimization problems, i.e., problems in which numbers are…
Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…
Distributionally robust optimization (DRO) has shown lot of promise in providing robustness in learning as well as sample based optimization problems. We endeavor to provide DRO solutions for a class of sum of fractionals, non-convex…
In dual decomposition, the dual to an optimization problem with a specific structure is solved in distributed fashion using (sub)gradient and recently also fast gradient methods. The traditional dual decomposition suffers from two main…
Mechanical systems are usually modeled by second-order Ordinary Differential Equations (ODE) which take the form $\ddot{q} = f(t, q, \dot{q})$. While simulation methods tailored to these equations have been studied, using them in direct…
The recently developed dynamic discretization discovery (DDD) is a powerful method that allows many time-dependent problems to become more tractable. While DDD has been applied to a variety of problems, one particular challenge has been to…
In this paper we consider new regularization methods for linear inverse problems of dynamic type. These methods are based on dynamic programming techniques for linear quadratic optimal control problems. Two different approaches are…
Optimal control (OC) algorithms such as Differential Dynamic Programming (DDP) take advantage of the derivatives of the dynamics to efficiently control physical systems. Yet, in the presence of nonsmooth dynamical systems, such class of…
The use of reconfigurable intelligent surfaces (RIS) can improve wireless communication by modifying the wireless link to create virtual line-of-sight links, bypass blockages, suppress interference, and enhance localization. However,…
In this paper, we study ordinary differential equations (ODE) coupled with solutions of a stochastic nonsmooth convex optimization problem (SNCOP). We use the regularization approach, the sample average approximation and the time-stepping…
In the last decade, the integration of Renewable Energy Sources (RES) in distribution networks has been constantly increasing due to their many technical, economical, and environmental benefits. However, the large-scale penetration of RESs…
Diffuse Optical Tomography (DOT) is an emerging technology in medical imaging which employs light in the NIR spectrum to estimate the distribution of optical coefficients in biological tissues for diagnostic and monitoring purposes. DOT…
Software Defined Networking (SDN) is a recent paradigm in telecommunication networks that disentangles data and control planes and brings more flexibility and efficiency to the network as a result. The Controller Placement (CP) problem in…
It is often unnoticed that the predominant way to use collocation methods is fundamentally flawed when applied to optimal control in robotics. Such methods assume that the system dynamics is given by a first order ODE, whereas robots are…
In this paper, we propose a practical online method for solving a class of distributionally robust optimization (DRO) with non-convex objectives, which has important applications in machine learning for improving the robustness of neural…