相关论文: Algorithms and analyses for stochastic optimizatio…

In aircraft design, structural optimization and uncertainty quantification concerning transonic aeroelastic issues are computationally impractical, because the iterative process requires great number of aeroelastic analysis. Emerging…

This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order…

Due to the increasing demand for high performance and cost reduction within the framework of complex system design, numerical optimization of computationally costly problems is an increasingly popular topic in most engineering fields. In…

We propose a short-term wind forecasting framework for predicting real-time variations in atmospheric turbulence based on nacelle-mounted anemometer and ground-level air-pressure measurements. Our approach combines linear stochastic…

This paper deals with shape optimization for elastic materials under stochastic loads. It transfers the paradigm of stochastic dominance, which allows for flexible risk aversion via comparison with benchmark random variables, from…

We study stochastic optimization algorithms for constrained nonconvex stochastic optimization problems with Markovian data. In particular, we focus on the case when the transition kernel of the Markov chain is state-dependent. Such…

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Stochastic computer simulations enable users to gain new insights into complex physical systems. Optimization is a common problem in this context: users seek to find model inputs that maximize the expected value of an objective function.…

Asynchronous Bayesian optimization is a recently implemented technique that allows for parallel operation of experimental systems and disjointed workflows. Contrasting with serial Bayesian optimization which individually selects experiments…

Quantum reservoir computing is strongly emerging for sequential and time series data prediction in quantum machine learning. We make advancements to the quantum noise-induced reservoir, in which reservoir noise is used as a resource to…

We study the problem of pathwise stochastic optimal control, where the optimization is performed for each fixed realisation of the driving noise, by phrasing the problem in terms of the optimal control of rough differential equations. We…

In this paper two formulations for the robust optimization of the size of the permanent magnet in a synchronous machine are discussed. The optimization is constrained by a partial differential equation to describe the electromagnetic…

The commercial introduction of a novel electronic device is often preceded by a lengthy material optimization phase devoted to the suppression of device noise as much as possible. The emergence of novel computing architectures, however,…

In the construction of a stellarator, the manufacturing and assembling of the coil system is a dominant cost. These coils need to satisfy strict engineering tolerances, and if those are not met the project could be canceled as in the case…

Topology Optimization (TO) provides a systematic approach for obtaining structure design with optimum performance of interest. However, the process requires numerical evaluation of objective function and constraints at each iteration, which…

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

A classical reduced order model for dynamical problems involves spatial reduction of the problem size. However, temporal reduction accompanied by the spatial reduction can further reduce the problem size without losing accuracy much, which…

This paper proposes a non-intrusive, data-driven reduced-order modeling framework for stochastic optimal control problems governed by partial differential equations. The control problem is formulated with a quadratic cost functional and…

We are interested in a reduced order method for the efficient simulation of blood flow in arteries. The blood dynamics is modeled by means of the incompressible Navier-Stokes equations. Our algorithm is based on an approximated…

We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving…