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In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…

最优化与控制 · 数学 2025-01-20 Yuhao Wang , Seong-Hee Kim , Enlu Zhou

Convergence (virtual) bidding is an important part of two-settlement electric power markets as it can effectively reduce discrepancies between the day-ahead and real-time markets. Consequently, there is extensive research into the bidding…

最优化与控制 · 数学 2023-02-09 Letif Mones , Sean Lovett

Model predictive control (MPC) strategies can be applied to the coordination of energy hubs to reduce their energy consumption. Despite the effectiveness of these techniques, their potential for energy savings are potentially underutilized…

Electrochemical energy storage (ES) units (e.g. batteries) have been field-validated as an efficient back-up resource that enhance resilience of the distribution system in case of natural disasters. However, using these units for resilience…

信号处理 · 电气工程与系统科学 2018-03-06 Jip Kim , Yury Dvorkin

The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in…

分布式、并行与集群计算 · 计算机科学 2015-10-06 Janis Keuper , Franz-Josef Pfreundt

We study the management of product transitions in a semiconductor manufacturing firm that requires the coordination of resource allocation decisions by multiple, autonomous Product Divisions using a multi-follower bilevel model to capture…

理论经济学 · 经济学 2024-02-01 Rahman Khorramfar , Osman Ozaltin , Reha Uzsoy , Karl Kempf

Network design problems involve constructing edges in a transportation or supply chain network to minimize construction and daily operational costs. We study a stochastic version where operational costs are uncertain due to fluctuating…

最优化与控制 · 数学 2025-01-08 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet , Periklis Petridis

This paper examines the objective of optimally harvesting a single species in a stochastic environment. This problem has previously been analyzed in Alvarez (2000) using dynamic programming techniques and, due to the natural payoff…

最优化与控制 · 数学 2016-08-02 Richard H. Stockbridge , Chao Zhu

We propose a two-scale finite element method designed for heterogeneous microstructures. Our approach exploits domain diffeomorphisms between the microscopic structures to gain computational efficiency. By using a conveniently constructed…

数值分析 · 数学 2024-10-24 Omar Richardson , Omar Lakkis , Adrian Muntean , Chandrasekhar Venkataraman

Production logistics has an important role as a chain that connects the components of the production system. The most important goal of production logistics plans is to keep the flow of the production system well. However, compared to the…

Chance constrained program is computationally intractable due to the existence of chance constraints, which are randomly disturbed and should be satisfied with a probability. This paper proposes a two-layer randomized algorithm to address…

最优化与控制 · 数学 2019-11-11 Xun Shen , Jiancang Zhuang , Xingguo Zhang

The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. However, uncertainties in supply and demand make such…

计量经济学 · 经济学 2023-04-20 Mira Watermeyer , Thomas Möbius , Oliver Grothe , Felix Müsgens

To train modern large DNN models, pipeline parallelism has recently emerged, which distributes the model across GPUs and enables different devices to process different microbatches in pipeline. Earlier pipeline designs allow multiple…

分布式、并行与集群计算 · 计算机科学 2022-08-23 Ziyue Luo , Xiaodong Yi , Guoping Long , Shiqing Fan , Chuan Wu , Jun Yang , Wei Lin

Formulating real-world optimization problems often begins with making predictions from historical data (e.g., an optimizer that aims to recommend fast routes relies upon travel-time predictions). Typically, learning the prediction model…

机器学习 · 计算机科学 2021-12-20 Chris Cameron , Jason Hartford , Taylor Lundy , Kevin Leyton-Brown

The effective planning and allocation of resources in modern breeding programs is a complex task. Breeding program design and operational management have a major impact on the success of a breeding program and changing parameters such as…

定量方法 · 定量生物学 2024-07-25 Azadeh Hassanpour , Johannes Geibel , Henner Simianer , Antje Rohde , Torsten Pook

With the rapid growth of large language models (LLMs), a wide range of methods have been developed to distribute computation and memory across hardware devices for efficient training and inference. While existing surveys provide descriptive…

机器学习 · 计算机科学 2026-02-11 Hossam Amer , Rezaul Karim , Ali Pourranjbar , Weiwei Zhang , Walid Ahmed , Boxing Chen

We consider a three-level parallelisation scheme. The second and third levels define a classical two-level parallelisation scheme and some load balancing algorithm is used to distribute tasks among processes. It is well-known that for many…

分布式、并行与集群计算 · 计算机科学 2019-09-24 Rima Kriauzienė , Andrej Bugajev , Raimondas Čiegis

Linear algebra algorithms are used widely in a variety of domains, e.g machine learning, numerical physics and video games graphics. For all these applications, loop-level parallelism is required to achieve high performance. However,…

机器学习 · 计算机科学 2020-01-24 G. Laberge , S. Shirzad , P. Diehl , H. Kaiser , S. Prudhomme , A. Lemoine

Particle advection is one of the foundational algorithms for visualization and analysis and is central to understanding vector fields common to scientific simulations. Achieving efficient performance with large data in a distributed memory…

分布式、并行与集群计算 · 计算机科学 2024-10-15 Zhe Wang , Kenneth Moreland , Matthew Larsen , James Kress , Hank Childs , David Pugmire

The Stockpile blending problem is an important component of mine production scheduling, where stockpiles are used to store and blend raw material. The goal of blending material from stockpiles is to create parcels of concentrate which…

神经与进化计算 · 计算机科学 2021-04-09 Yue Xie , Aneta Neumann , Frank Neumann