相关论文: Solving Nonsmooth Bi-Objective Environmental andEc…

We consider the problem of look-ahead economic dispatch (LAED) with uncertain renewable energy generation. The goal of this problem is to minimize the cost of conventional energy generation subject to uncertain operational constraints. The…

For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…

Evolutionary algorithms have been successful in solving multi-objective optimization problems (MOPs). However, as a class of population-based search methodology, evolutionary algorithms require a large number of evaluations of the objective…

The Energy Conserving Descent (ECD) algorithm was recently proposed (De Luca & Silverstein, 2022) as a global non-convex optimization method. Unlike gradient descent, appropriately configured ECD dynamics escape strict local minima and…

We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…

Environmental management optimizing a long-run objective is an ergodic control problem whose resolution can be achieved by solving an associated non-local Hamilton-Jacobi-Bellman (HJB) equation having an effective Hamiltonian. Focusing on…

Multi-objective optimization problems are ubiquitous in real-world science, engineering and design optimization problems. It is not uncommon that the objective functions are as a black box, the evaluation of which usually involve…

We employ a fuzzy optimality condition for the Frechet subdifferential and some advanced techniques of variational analysis such as formulae for the subdifferentials of an infinite family of nonsmooth functions and the coderivative…

This paper is concerned with the derivation of necessary conditions for the optimal shape of a design problem governed by a non-smooth PDE. The main particularity thereof is the lack of differentiability of the nonlinearity in the state…

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…

Seamless situational awareness provided by modern radar systems relies on effective methods for multiobject tracking (MOT). This paper presents a graph-based Bayesian method for nonlinear and high-dimensional MOT problems that embeds…

We study the problem of moving a vertex in an unstructured mesh of triangular, quadrilateral, or tetrahedral elements to optimize the shapes of adjacent elements. We show that many such problems can be solved in linear time using…

In this paper, we propose the Bi-Sub-Gradient (Bi-SG) method, which is a generalization of the classical sub-gradient method to the setting of convex bi-level optimization problems. This is a first-order method that is very easy to…

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…

In this paper, we present a new ellipsoid-type algorithm for solving nonsmooth problems with convex structure. Examples of such problems include nonsmooth convex minimization problems, convex-concave saddle-point problems and variational…

This is a second part of the research on AC optimal power flow being used in the lower level of the bilevel strategic bidding or investment models. As an example of a suitable upper-level problem, we observe a strategic bidding of energy…

This paper deals with approximate Pareto solutions of a nonsmooth interval-valued multiobjective optimization problem with data uncertainty in constraints. We first introduce some kinds of approximate Pareto solutions for the robust…

This work deals with the solution of a non-convex optimization problem to enhance the performance of an energy harvesting device, which involves a nonlinear objective function and a discontinuous constraint. This optimization problem, which…