Yuchen Lou

A Decomposition Framework for Nonlinear Nonconvex Two-Stage Optimization

  • Yuchen Lou
  • Andreas Wächter
  • Xinyi Luo
  • Ermin Wei
    • Categories Nonlinear Optimization

    We propose a new decomposition framework for continuous nonlinear constrained two-stage optimization, where both first- and second-stage problems can be nonconvex. A smoothing technique based on an interior-point formulation renders the optimal solution of the second-stage problem differentiable with respect to the first-stage parameters. As a consequence, efficient off-the-shelf optimization packages can be utilized. We … Read more

    Design Guidelines for Noise-Tolerant Optimization with Applications in Robust Design

  • Yuchen Lou
  • Shigeng Sun
  • Jorge Nocedal
    • Categories Nonlinear Optimization, Optimization of Systems modeled by PDEs, Stochastic Programming

    The development of nonlinear optimization algorithms capable of performing reliably in the presence of noise has garnered considerable attention lately. This paper advocates for strategies to create noise-tolerant nonlinear optimization algorithms by adapting classical deterministic methods. These adaptations follow certain design guidelines described here, which make use of estimates of the noise level in the … Read more