Applications – Science and Engineering

Stochastic Multi-level Composition Optimization Algorithms with Level-Independent Convergence Rates

  • Krishnakumar Balasubramanian
  • Saeed Ghadimi
  • Anthony Nguyen
    • Categories Nonlinear Optimization, Statistics, Stochastic Programming Tags , , ,

    In this paper, we study smooth stochastic multi-level composition optimization problems, where the objective function is a nested composition of $T$ functions. We assume access to noisy evaluations of the functions and their gradients, through a stochastic first-order oracle. For solving this class of problems, we propose two algorithms using moving-average stochastic estimates, and analyze … Read more

    Optimal Residential Users Coordination Via Demand Response: An Exact Distributed Framework

  • Natalia Alguacil Conde
  • Michael David de Souza Dutra
    • Categories (Mixed) Integer Linear Programming, Energy Tags , , ,

    This paper proposes a two-phase optimization framework for users that are involved in demand response programs. In a first phase, responsive users optimize their own household consumption, characterizing not only their appliances and equipment but also their comfort preferences. Subsequently, the aggregator exploits in a second phase this preliminary noncoordinated solution by implementing a coordination … Read more

    The Strip Method for Shape Derivatives

  • Harbir Antil
  • Drew P. Kouri
  • Sean Hardesty
  • Denis Ridzal
    • Categories Infinite Dimensional Optimization, Multidisciplinary Design Optimization, Optimization of Systems modeled by PDEs Tags , , , ,

    A major challenge in shape optimization is the coupling of finite element method (FEM) codes in a way that facilitates efficient computation of shape derivatives. This is particularly difficult with multiphysics problems involving legacy codes, where the costs of implementing and maintaining shape derivative capabilities are prohibitive. The volume and boundary methods are two approaches … Read more

    Finding the strongest stable massless column with a follower load and relocatable concentrated masses

  • Oleg Kirillov
  • Michael L. Overton
    • Categories Basic Sciences Applications, Nonsmooth Optimization Tags ,

    We consider the problem of optimal placement of concentrated masses along a massless elastic column that is clamped at one end and loaded by a nonconservative follower force at the free end. The goal is to find the largest possible interval such that the variation in the loading parameter within this interval preserves stability of … Read more

    Split Bregman iteration for multi-period mean variance portfolio optimization

  • Stefania Corsaro
  • Valentina De Simone
  • Zelda Marino
    • Categories Applications - Science and Engineering, Convex and Nonsmooth Optimization Tags , , ,

    This paper investigates the problem of defining an optimal long-term investment strategy, where the investor can exit the investment before maturity without severe loss. Our setting is a multi-period one, where the aim is tomake a plan for allocating all of wealth among the n assets within a time horizon of m periods. In addition, … Read more

    Accuracy and fairness trade-offs in machine learning: A stochastic multi-objective approach

  • Suyun Liu
  • Luis Nunes Vicente
    • Categories Data-Mining, Multi-Criteria Optimization, Stochastic Programming Tags , , , , , , , , ,

    In the application of machine learning to real life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly used strategy in fair machine learning is to include fairness as a constraint or a penalization term in the minimization of the prediction … Read more

    Spatially Adaptive Regularization in Image Segmentation

  • Laura Antonelli
  • Valentina De Simone
  • Daniela di Serafino
    • Categories Applications - Science and Engineering, Convex and Nonsmooth Optimization

    We modify the total-variation-regularized image segmentation model proposed by Chan, Esedoglu and Nikolova [SIAM Journal on Applied Mathematics 66, 2006] by introducing local regularization that takes into account spatial image information. We propose some techniques for defining local regularization parameters, based on the cartoon-texture decomposition of the given image, on the mean and median filters, … Read more

    An Orthogonalization-free Parallelizable Framework for All-electron Calculations in Density Functional Theory

  • Bin Gao
  • Xin Liu
  • Guanghui Hu
  • Yang Kuang
    • Categories Applications - Science and Engineering, Nonlinear Optimization Tags , , ,

    All-electron calculations play an important role in density functional theory, in which improving computational efficiency is one of the most needed and challenging tasks. In the model formulations, both nonlinear eigenvalue problem and total energy minimization problem pursue orthogonal solutions. Most existing algorithms for solving these two models invoke orthogonalization process either explicitly or implicitly … Read more

    Power to Air-transportation via Hydrogen

  • Soheil Jafari
  • Alireza Soroudi
    • Categories Airline Optimization, Energy, Multidisciplinary Design Optimization Tags , , ,

    This paper proposes a framework to analyze the concept of power to hydrogen (P2H) for fueling the next generation of aircraft. The impact of introducing new P2H loads is investigated from different aspects namely, cost, carbon emission, and wind curtailment. The newly introduced electric load is calculated based on the idea of replacing the busiest … Read more

    LQR Design under Stability Constraints

  • Aleksandr Y. Aravkin
  • Anna Scampicchio
  • Gianluigi Pillonetto
    • Categories Control Applications

    The solution of classic discrete-time, finite-horizon linear quadratic regulator (LQR) problem is well known in literature. By casting the solution to be a static state-feedback, we propose a new method that trades off low LQR objective value with closed-loop stability. Citation To appear on the special issue on the 21st IFAC World Congress 2020, IFAC … Read more