We present a mixed-integer optimization (MIO) approach to sparse Poisson regression. The MIO approach to sparse linear regression was first proposed in the 1970s, but has recently received renewed attention due to advances in optimization algorithms and computer hardware. In contrast to many sparse estimation algorithms, the MIO approach has the advantage of finding the … Read more
In this paper we present the nonconvex exterior-point optimization solver (NExOS)—a novel first-order algorithm tailored to constrained nonconvex learning problems. We consider the problem of minimizing a convex function over nonconvex constraints, where the projection onto the constraint set is single-valued around local minima. A wide range of nonconvex learning problems have this structure including … Read more
We investigate a class of moment problems, namely recovering a measure supported on the graph of a function from partial knowledge of its moments, as for instance in some problems of optimal transport or density estimation. We show that the sole knowledge of first degree moments of the function, namely linear measurements, is sufficient to … Read more
Despite cascading failures being the central cause of blackouts in power transmission systems, existing operational and planning decisions are made largely by ignoring their underlying cascade potential. This paper posits a reliability-aware AC Optimal Power Flow formulation that seeks to design a dispatch point which has a low operator-specified likelihood of triggering a cascade starting … Read more
This work reviews blackbox optimization applications over the last twenty years, addressed using direct search optimization methods. Emphasis is placed on the Mesh Adaptive Direct Search (MADS) derivative-free optimization algorithm. The core of the document describes applications in three specific fields: Energy, materials science, and computational engineering design. Other applications in science and engineering as … Read more
In this paper we consider the Combined Cell Layout Problem (CCLP), the Multi-Bay Facility Layout Problem (MBFLP) and several generalizations of the MBFLP, which have wide applications, e.g., in factory planning, heavy manufacturing, semiconductor fabrication and arranging rooms in hospitals. Given a set of cells of type single-row or directed-circular and a set of one-dimensional … Read more
Robot Dance is a computational platform developed in response to the coronavirus outbreak, to support the decision making on public policies at a regional level. The tool is suitable for understanding and suggesting levels of intervention needed to contain the spread of diseases when the mobility of inhabitants through a regional network is a concern. … Read more
The design of minimum-compliance bending-resistant structures with continuous cross-section parameters is a challenging task because of its inherent non-convexity. Our contribution develops a strategy that facilitates computing all guaranteed globally optimal solutions for frame and shell structures under multiple load cases and self-weight. To this purpose, we exploit the fact that the stiffness matrix is … Read more
We consider the bipartite boolean quadric polytope (BQP) with multiple-choice constraints and analyse its combinatorial properties. The well-studied BQP is defined as the convex hull of all quadric incidence vectors over a bipartite graph. In this work, we study the case where there is a partition on one of the two bipartite node sets such … Read more
This paper presents a novel adaptable energy management system for smart buildings. In this framework we model the energy consumption of a living unit, and its energy exchange with the surroundings. We explicitly consider the impact of the outside environment and design features such as building orientation, automatic shading, and double facade. We formulate this … Read more