最优化与控制
We establish two correspondences between reverse-mode automatic differentiation (backpropagation at a given forward-pass point) and compositions of projection maps in Kullback--Leibler (KL) geometry. In both settings, message passing…
The use of machine learning models in system identification has increased due to their ability to approximate complex nonlinear dynamics with high accuracy. However, often it is not clear how the performance of trained models scales with…
This work proposes a novel Alternating Direction Method of Multipliers (ADMM)-based Ensemble Kalman Inversion (EKI) algorithm for solving constrained nonlinear model predictive control (NMPC) problems. First, stage-wise nonlinear inequality…
Urban mobility is undergoing rapid transformation with the emergence of new services. Mobility hubs (MHs) have been proposed as physical-digital convergence points, offering a range of public and private mobility options in close proximity.…
We analyze a continuous-time optimal trade execution problem in multiple assets where the price impact and the resilience can be matrix-valued stochastic processes that incorporate cross-impact effects. In addition, we allow for stochastic…
In this paper, we address the distributed prescribed-time convex optimization (DPTCO) for a class of networked Euler-Lagrange systems under undirected connected graphs. By utilizing position-dependent measured gradient value of local…
In this paper, we address the distributed prescribed-time convex optimization (DPTCO) problem for a class of nonlinear multi-agent systems (MASs) under undirected connected graph. A cascade design framework is proposed such that the DPTCO…
Superquantiles have recently gained significant interest as a risk-aware metric for addressing fairness and distribution shifts in statistical learning and decision making problems. This paper introduces a fast, scalable and robust…
The simplex algorithm is one of the most popular algorithms to solve linear programs (LPs). Starting at an extreme point solution of an LP, it performs a sequence of basis exchanges (called pivots) that allows one to move to a better…
The \emph{top-$k$-sum} operator computes the sum of the largest $k$ components of a given vector. The Euclidean projection onto the top-$k$-sum sublevel set serves as a crucial subroutine in iterative methods to solve composite…
In this note we show how to construct a number of nonconvex quadratic inequalities for a variety of physics equations appearing in physical design problems. These nonconvex quadratic inequalities can then be used to construct bounds on…
We propose a mean field game (MFG) framework to model the evolution of renewable energy production in competitive electricity markets. Producers interact through the spot price while optimising their profits under production, installation,…
Disaster relief operations often take place under uncertainty regarding the extent of damage across locations. In this paper, we study the delivery of relief aid in the aftermath of disasters when delivery vehicles are assisted by…
This work presents a bilevel coordination model that captures the hierarchical interaction between the transmission and distribution layers under a Distribution System Operator(DSO)-led configuration. In this scheme, multiple DSOs…
For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…
We study a variant of the online bin packing problem that arises in filament-based 3D printing systems operating in make-to-order settings, where only a limited number of filament reels of finite capacity can be handled at once. Components…
In this paper, we consider a structure-aware optimization problem for decision diagrams used for health guidance. In particular, we focus on decision diagrams that decide to whom public sectors suggest consulting a medical worker.…
Topology optimization (TO) can be viewed as seeking an optimal solution in the design space of a given TO problem. For weakly non-linear TO problems, e.g., compliance minimization, sensitivity-based methods typically converge well, whereas…
In this paper, we present new results on finite- and fixed-time convergence for dynamical systems using LaSalle-like invariance principles. In particular, we provide first and second-order non-smooth Lyapunov-like results for finite- and…
This paper proposes a variational framework for multi-objective level set topology optimization. The approach interprets the level set function as a generalized coordinate of a fictitious material and derives its equation of motion from…