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Real-world problems of operations research are typically high-dimensional and combinatorial. Linear programs are generally used to formulate and efficiently solve these large decision problems. However, in multi-period decision problems, we…

机器学习 · 计算机科学 2019-02-27 Wouter van Heeswijk , Han La Poutré

In computer-aided engineering design, the goal of a designer is to find an optimal design on a given requirement using the numerical simulator in loop with an optimization method. In this design optimization process, a good design…

机器学习 · 计算机科学 2023-03-01 Harsh Vardhan , Peter Volgyesi , Janos Sztipanovits

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

最优化与控制 · 数学 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…

最优化与控制 · 数学 2017-07-18 Ion Matei , John S. Baras

In this paper, we study the use of state-of-the-art nonlinear system identification techniques for the optimal control of nonlinear systems. We show that the nonlinear systems identification problem is equivalent to estimating the…

最优化与控制 · 数学 2023-10-23 Aayushman Sharma , Suman Chakravorty

We outline a modeling and optimization strategy for investigating dynamic metabolic engineering interventions. Our framework is particularly useful at the early stages of research and development, often constrained by limited knowledge and…

系统与控制 · 电气工程与系统科学 2024-10-17 Sebastián Espinel-Ríos , José L. Avalos

This paper presents a novel methodology that uses surrogate models in the form of neural networks to reduce the computation time of simulation-based optimization of a reference trajectory. Simulation-based optimization is necessary when…

最优化与控制 · 数学 2023-03-31 Evelyn Ruff , Rebecca Russell , Matthew Stoeckle , Piero Miotto , Jonathan P. How

Learning predictive models from observations using deep neural networks (DNNs) is a promising new approach to many real-world planning and control problems. However, common DNNs are too unstructured for effective planning, and current…

机器人学 · 计算机科学 2023-12-21 Ziang Liu , Genggeng Zhou , Jeff He , Tobia Marcucci , Li Fei-Fei , Jiajun Wu , Yunzhu Li

Nonlinear power flow constraints render a variety of power system optimization problems computationally intractable. Emerging research shows, however, that the nonlinear AC power flow equations can be successfully modeled using Neural…

机器学习 · 计算机科学 2021-11-01 Alyssa Kody , Samuel Chevalier , Spyros Chatzivasileiadis , Daniel Molzahn

This work focuses on developing methods for approximating the solution operators of a class of parametric partial differential equations via neural operators. Neural operators have several challenges, including the issue of generating…

数值分析 · 数学 2023-11-17 Prashant K. Jha

Neural network surrogate models have emerged as a promising approach to model solution fields for a wide variety of boundary value problems encountered in physical modeling. Stochastic problems represent an area of particularly high…

机器学习 · 统计学 2026-05-18 Noah Wade , Kirubel Teferra

The Vehicle Routing Problem is about optimizing the routes of vehicles to meet the needs of customers at specific locations. The route graph consists of depots on several levels and customer positions. Several optimization methods have been…

人工智能 · 计算机科学 2024-09-18 László Kovács , Ali Jlidi

We investigate optimal order execution problems in discrete time with instantaneous price impact and stochastic resilience. First, in the setting of linear transient price impact we derive a closed-form recursion for the optimal strategy,…

交易与市场微观结构 · 定量金融 2023-10-31 Tao Chen , Mike Ludkovski , Moritz Voß

We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…

最优化与控制 · 数学 2023-02-09 Alberto De Marchi , Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

Recent research shows that supervised learning can be an effective tool for designing near-optimal feedback controllers for high-dimensional nonlinear dynamic systems. But the behavior of neural network controllers is still not well…

最优化与控制 · 数学 2022-10-10 Tenavi Nakamura-Zimmerer , Qi Gong , Wei Kang

We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…

最优化与控制 · 数学 2023-12-27 Rishabh Gupta , Qi Zhang

Many engineering processes can be accurately modelled using partial differential equations (PDEs), but high dimensionality and non-convexity of the resulting systems pose limitations on their efficient optimisation. In this work, a model…

最优化与控制 · 数学 2024-10-17 Min Tao , Panagiotis Petsagkourakis , Jie Li , Constantinos Theodoropoulos

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

最优化与控制 · 数学 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

Recent advances in autoregressive neural surrogate models have enabled orders-of-magnitude speedups in simulating dynamical systems. However, autoregressive models are generally prone to distribution drift: compounding errors in…

机器学习 · 计算机科学 2026-03-19 Qi Liu , Laure Zanna , Joan Bruna

Neural Combinatorial Optimization attempts to learn good heuristics for solving a set of problems using Neural Network models and Reinforcement Learning. Recently, its good performance has encouraged many practitioners to develop neural…

人工智能 · 计算机科学 2022-05-04 Andoni I. Garmendia , Josu Ceberio , Alexander Mendiburu