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We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…

最优化与控制 · 数学 2021-12-22 Adrien Taylor , Francis Bach

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

系统与控制 · 电气工程与系统科学 2023-12-25 Prakash Mallick , Zhiyong Chen

Aerodynamic optimization is ubiquitous in the design of most engineering systems interacting with fluids. A common approach is to optimize a performance function defined by a choice of an aerodynamic model, e.g., turbulence RANS model, and…

最优化与控制 · 数学 2021-05-04 Lluís Jofre , Alireza Doostan

This paper proposes a model-based optimization method for the production of automotive seals in an extrusion process. The high production throughput, coupled with quality constraints and the inherent uncertainty of the process, encourages…

系统与控制 · 电气工程与系统科学 2024-10-31 Raul Cruz-Oliver , Luis Monzon , Edgar Ramirez-Laboreo , Jose-Manuel Rodriguez-Fortun

One of the challenges in computational acoustics is the identification of models that can simulate and predict the physical behavior of a system generating an acoustic signal. Whenever such models are used for commercial applications an…

In scheduling problems, deterministic task durations are often assumed. This usually does not capture reality and may lead to schedules that are not robust to (small) changes to these task lengths. The use of stochastic task durations…

最优化与控制 · 数学 2026-05-25 Philip de Bruin , Bram Elderhorst , Marjan van den Akker , Han Hoogeveen

This paper presents a stochastic logic time delay reservoir design. The reservoir is analyzed using a number of metrics, such as kernel quality, generalization rank, performance on simple benchmarks, and is also compared to a deterministic…

机器学习 · 统计学 2017-02-15 Cory Merkel

The development of nonlinear optimization algorithms capable of performing reliably in the presence of noise has garnered considerable attention lately. This paper advocates for strategies to create noise-tolerant nonlinear optimization…

最优化与控制 · 数学 2024-10-04 Yuchen Lou , Shigeng Sun , Jorge Nocedal

This paper introduces a methodology designed to augment the inverse design optimization process in scenarios constrained by limited compute, through the strategic synergy of multi-fidelity evaluations, machine learning models, and…

计算工程、金融与科学 · 计算机科学 2024-06-04 Luka Grbcic , Juliane Müller , Wibe Albert de Jong

In many contemporary optimization problems such as those arising in machine learning, it can be computationally challenging or even infeasible to evaluate an entire function or its derivatives. This motivates the use of stochastic…

We propose an efficient probabilistic method to solve a deterministic problem -- we present a randomized optimization approach that drastically reduces the enormous computational cost of optimizing designs under many load cases for both…

最优化与控制 · 数学 2017-10-11 Xiaojia Zhang , Eric de Sturler , Glaucio H. Paulino

Gas turbine combustion chambers contain numerous smallscale features that help to dampen acoustic waves and alter the acoustic mode shapes. This damping helps to alleviate problems such as thermoacoustic instabilities. During computational…

流体动力学 · 物理学 2020-12-04 Suhas A. Kowshik , Sumukha Sridhar , N. C. W. Treleaven

Learning unnormalized statistical models (e.g., energy-based models) is computationally challenging due to the complexity of handling the partition function. To eschew this complexity, noise-contrastive estimation~(NCE) has been proposed by…

机器学习 · 计算机科学 2023-06-14 Wei Jiang , Jiayu Qin , Lingyu Wu , Changyou Chen , Tianbao Yang , Lijun Zhang

In this paper, we propose control-theoretic methods as tools for the design of online optimization algorithms that are able to address dynamic, noisy, and partially uncertain time-varying quadratic objective functions. Our approach…

最优化与控制 · 数学 2025-02-03 Umberto Casti , Sandro Zampieri

We develop a versatile optimization method, which finds the design parameters that minimize time-averaged acoustic cost functionals. The method is gradient-free, model-informed, and data-driven with reservoir computing based on echo state…

流体动力学 · 物理学 2022-02-03 Francisco Huhn , Luca Magri

Stochastic programming can be applied to consider uncertainties in energy system optimization models for capacity expansion planning. However, these models become increasingly large and time-consuming to solve, even without considering…

最优化与控制 · 数学 2025-08-15 Shima Sasanpour , Manuel Wetzel , Karl-Kiên Cao , Hans Christian Gils , Andrés Ramos

This contribution describes the implementation of a data--driven shape optimization pipeline in a naval architecture application. We adopt reduced order models (ROMs) in order to improve the efficiency of the overall optimization, keeping a…

数值分析 · 数学 2024-01-22 Nicola Demo , Giulio Ortali , Gianluca Gustin , Gianluigi Rozza , Gianpiero Lavini

Parallelization is a popular strategy for improving the performance of iterative algorithms. Optimization methods are no exception: design of efficient parallel optimization methods and tight analysis of their theoretical properties are…

最优化与控制 · 数学 2023-11-28 Alexander Tyurin , Peter Richtárik

In this paper, we propose a shape optimization pipeline for propeller blades, applied to naval applications. The geometrical features of a blade are exploited to parametrize it, allowing to obtain deformed blades by perturbating their…

最优化与控制 · 数学 2024-01-17 Anna Ivagnes , Nicola Demo , Gianluigi Rozza

For the purpose of high-fidelity aircraft cabin noise simulations during early design phases, we study three efficient solving approaches for the fully coupled finite element model of an aircraft fuselage segment. Obtaining an efficient…

计算工程、金融与科学 · 计算机科学 2023-10-10 Christopher Blech , Harikrishnan K. Sreekumar , Yannik Hüpel , Sabine C. Langer
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