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This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict expected tactical descriptions of operational solutions (TDOSs). The…

机器学习 · 计算机科学 2022-06-10 Eric Larsen , Sébastien Lachapelle , Yoshua Bengio , Emma Frejinger , Simon Lacoste-Julien , Andrea Lodi

Model Predictive Control (MPC) is widely recognized for its ability to explicitly handle system constraints. In practice, system states are often affected by disturbances with unknown distributions. While robust MPC guarantees constraint…

系统与控制 · 电气工程与系统科学 2026-03-11 Weijiang Zheng , Jiayi Huang , Bing Zhu

Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…

最优化与控制 · 数学 2020-12-07 Zhe Zhang , Shabbir Ahmed , Guanghui Lan

Transmission system operators (TSOs) in recent years have faced challenges in order to ensure maximum transmission capacity of the system to satisfy market needs, while maintaining operational safety and permissible impact on the…

Robust topology optimization (RTO) improves the robustness of designs with respect to random sources in real-world structures, yet an accurate sensitivity analysis requires the solution of many systems of equations at each optimization…

计算工程、金融与科学 · 计算机科学 2020-09-01 Weichen Li , Xiaojia Shelly Zhang

Many machine learning algorithms minimize a regularized risk, and stochastic optimization is widely used for this task. When working with massive data, it is desirable to perform stochastic optimization in parallel. Unfortunately, many…

机器学习 · 统计学 2023-11-27 Shin Matsushima , Hyokun Yun , Xinhua Zhang , S. V. N. Vishwanathan

Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-stage DRO problems are generally computationally…

最优化与控制 · 数学 2024-12-24 Yue Lin , Daniel Zhuoyu Long , Viet Anh Nguyen , Jin Qi

Robust optimization is an established framework for modeling optimization problems with uncertain parameters. While static robust optimization is often criticized for being too conservative, two-stage (or adjustable) robust optimization…

最优化与控制 · 数学 2024-11-05 Justin Dumouchelle , Esther Julien , Jannis Kurtz , Elias B. Khalil

Large dynamical changes in thermalizing glassy systems are triggered by trajectories crossing record sized barriers, a behavior revealing the presence of a hierarchical structure in configuration space. The observation is here turned into a…

统计力学 · 物理学 2016-12-11 Daniele Barettin , Paolo Sibani

The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While…

最优化与控制 · 数学 2013-08-14 Gene A. Bunin , Grégory François , Dominique Bonvin

Constrained Markov Decision Processes (CMDPs) are critical in many high-stakes applications, where decisions must optimize cumulative rewards while strictly adhering to complex nonlinear constraints. In domains such as power systems,…

机器学习 · 计算机科学 2025-02-21 Andrew Rosemberg , Alexandre Street , Davi M. Valladão , Pascal Van Hentenryck

The rapid detection of abnormal body temperatures in urban populations is essential for managing public health risks, especially during outbreaks of infectious diseases. Multi-drone thermal screening systems offer promising solutions for…

机器人学 · 计算机科学 2025-08-29 Kaiyuan Chen , Zhengjie Hu , Shaolin Zhang , Yuanqing Xia , Wannian Liang , Shuo Wang

In this paper, we study the two-stage distributionally robust optimization (DRO) problem from the primal perspective. Unlike existing approaches, this perspective allows us to build a deeper and more intuitive understanding on DRO, to…

最优化与控制 · 数学 2024-12-31 Zhengsong Lu , Bo Zeng

We consider a two-stage stochastic optimization problem, in which a long-term optimization variable is coupled with a set of short-term optimization variables in both objective and constraint functions. Despite that two-stage stochastic…

最优化与控制 · 数学 2021-07-07 An Liu , Rui Yang , Tony Q. S. Quek , Min-Jian Zhao

This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…

最优化与控制 · 数学 2019-12-12 Kristoffer Bergman , Oskar Ljungqvist , Torkel Glad , Daniel Axehill

Edge computing has emerged as a key technology to reduce network traffic, improve user experience, and enable various Internet of Things applications. From the perspective of a service provider (SP), how to jointly optimize the service…

分布式、并行与集群计算 · 计算机科学 2020-12-01 Duong Tung Nguyen , Hieu Trung Nguyen , Ni Trieu , Vijay K. Bhargava

Tiering is an essential technique for building large-scale information retrieval systems. While the selection of documents for high priority tiers critically impacts the efficiency of tiering, past work focuses on optimizing it with respect…

信息检索 · 计算机科学 2020-05-19 Hyokun Yun , Michael Froh , Roshan Makhijani , Brian Luc , Alex Smola , Trishul Chilimbi

To mitigate global climate change, distributed energy resources (DERs), such as distributed generators, flexible loads, and energy storage systems (ESSs), have witnessed rapid growth in power distribution systems. When properly managed,…

最优化与控制 · 数学 2025-08-21 Rui Xie , Yue Chen

The two-stage stochastic unit commitment problem has become an important tool to support decision-making under uncertainty in power systems. Representing the uncertainty by a large number of scenarios guarantees accurate results but…

最优化与控制 · 数学 2025-12-23 Yannick Werner , Juan Miguel Morales , Salvador Pineda , Line Roald , Sonja Wogrin

Oxygen optimal distribution is one of the most important energy management problems in the modern iron and steel industry. Normally, the supply of the energy generation system is determined by the energy demand of manufacturing processes.…

最优化与控制 · 数学 2021-06-23 Sheng-Long Jiang , Gongzhuang Peng , I. David L. Bogle
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