相关论文: Nested algorithms for optimal reservoir operation …

Reinforcement learning (RL) has shown promise in solving various combinatorial optimization problems. However, conventional RL faces challenges when dealing with complex, real-world constraints, especially when action space feasibility is…

Multi-objective optimization models that encode ordered sequential constraints provide a solution to model various challenging problems including encoding preferences, modeling a curriculum, and enforcing measures of safety. A recently…

Nesterov's accelerated gradient algorithm is derived from first principles. The first principles are founded on the recently-developed optimal control theory for optimization. This theory frames an optimization problem as an optimal control…

Evolutionary algorithms, such as Differential Evolution, excel in solving real-parameter optimization challenges. However, the effectiveness of a single algorithm varies across different problem instances, necessitating considerable efforts…

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

We study the federated optimization problem from a dual perspective and propose a new algorithm termed federated dual coordinate descent (FedDCD), which is based on a type of coordinate descent method developed by Necora et al.[Journal of…

Several interesting problems in multi-robot systems can be cast in the framework of distributed optimization. Examples include multi-robot task allocation, vehicle routing, target protection, and surveillance. While the theoretical analysis…

Long-term reservoir management often uses bounds on the reservoir level, between which the operator can work. However, these bounds are not always kept up-to-date with the latest knowledge about the reservoir drainage area, and thus become…

In this paper, we aim to solve Bayesian Risk Optimization (BRO), which is a recently proposed framework that formulates simulation optimization under input uncertainty. In order to efficiently solve the BRO problem, we derive nested…

Nested sampling (NS) computes parameter posterior distributions and makes Bayesian model comparison computationally feasible. Its strengths are the unsupervised navigation of complex, potentially multi-modal posteriors until a well-defined…

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-order case, we propose a framework of transition from deterministic or…

There is a growing interest in the development of artificial neural networks that are implemented in a physical system. A major challenge in this context is that these networks are difficult to train since training here would require a…

Machine learning has become a fundamental approach for modeling, prediction, and control, enabling systems to learn from data and perform complex tasks. Reservoir computing is a machine learning tool that leverages high-dimensional…

Reservoir computing is a machine learning algorithm that excels at predicting the evolution of time series, in particular, dynamical systems. Moreover, it has also shown superb performance at solving partial differential equations. In this…

We address the co-optimization of behind-the-meter (BTM) distributed energy resources (DER), including flexible demands, renewable distributed generation (DG), and battery energy storage systems (BESS) under net energy metering (NEM)…

Distributed optimization algorithms have been studied extensively in the literature; however, underlying most algorithms is a linear consensus scheme, i.e. averaging variables from neighbors via doubly stochastic matrices. We consider…

Instability and slowness are two main problems in deep reinforcement learning. Even if proximal policy optimization (PPO) is the state of the art, it still suffers from these two problems. We introduce an improved algorithm based on…

We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing $\alpha$-divergences,…

We develop an adaptive Nesterov accelerated proximal gradient (adaNAPG) algorithm for stochastic composite optimization problems, boosting the Nesterov accelerated proximal gradient (NAPG) algorithm through the integration of an adaptive…

We develop a system-theoretic framework for the structured analysis of distributed optimization algorithms with decomposable cost functions. We model such algorithms as a network of interacting dynamical systems and derive tests for…