Sequential Linear Programming and Particle Swarm Optimization for the optimization of energy districts

In this paper we deal with the optimization of energy resources management of industrial districts, with the aim of minimizing the customer energy expenses. In a district the number of possible energy system combinations is really large, and a manual design approach might lead to a suboptimal solution. For this reason we designed a software … Read more

Achievable Rates for a LAN-Limited Distributed Receiver in Gaussian Interference

A base node seeks to receive a broadcast with its own observation in addition to side-information provided via a local area network (LAN) from several ‘helper nodes,’potentially occluded by an external interferer. Ideally, helpers would convey their precise observations to the base but the LAN has limited capacity, so helpers must compress and forward. Bounds … Read more

Modulation Design for MIMO-CoMP HARQ

Modulation diversity (MoDiv) is a simple and practical transmission enhancement technique that utilizes different modulation mappings to reduce packet loss rate and achieve higher link throughput. MoDiv is particularly meaningful and effective in hybrid-ARQ (HARQ) systems. We study the deployment and optimization of MoDiv for HARQ in a MIMOcoordinated multi-point (MIMO-CoMP) scenario under Rician fading … Read more

An Augmented Lagrangian Filter Method for Real-Time Embedded Optimization

We present a filter line-search algorithm for nonconvex continuous optimization that combines an augmented Lagrangian function and a constraint violation metric to accept and reject steps. The approach is motivated by real-time optimization applications that need to be executed on embedded computing platforms with limited memory and processor speeds. In particular, the proposed method enables … Read more

Open research areas in distance geometry

Distance Geometry is based on the inverse problem that asks to find the positions of points, in a Euclidean space of given dimension, that are compatible with a given set of distances. We briefly introduce the field, and discuss some open and promising research areas. Article Download View Open research areas in distance geometry

A New First-order Algorithmic Framework for Optimization Problems with Orthogonality Constraints

In this paper, we consider a class of optimization problems with orthogonality constraints, the feasible region of which is called the Stiefel manifold. Our new framework combines a function value reduction step with a correction step. Different from the existing approaches, the function value reduction step of our algorithmic framework searches along the standard Euclidean … Read more

Adjustable robust strategies for flood protection

Flood protection is of major importance to many flood-prone regions and involves substantial investment and maintenance costs. Modern flood risk management requires often to determine a cost-efficient protection strategy, i.e., one with lowest possible long run cost and satisfying flood protection standards imposed by the regulator throughout the entire planning horizon. There are two challenges … Read more

Mixed Integer Quadratic Optimization Formulations for Eliminating Multicollinearity Based on Variance Inflation Factor

The variance inflation factor, VIF, is the most frequently used indicator for detecting multicollinearity in multiple linear regression models. This paper proposes two mixed integer quadratic optimization formulations for selecting the best subset of explanatory variables under upper-bound constraints on VIF of selected variables. Computational results illustrate the effectiveness of our optimization formulations based on … Read more

Max-Norm Optimization for Robust Matrix Recovery

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery using a random subset of entries observed with additive noise under general non-uniform and unknown sampling distributions. This method significantly relaxes the uniform … Read more

Optimal Deterministic Algorithm Generation

A formulation for the automated generation of algorithms via mathematical programming (optimization) is proposed. The formulation is based on the concept of optimizing within a parameterized family of algorithms, or equivalently a family of functions describing the algorithmic steps. The optimization variables are the parameters – within this family of algorithms- that encode algorithm design: … Read more