Optimization of Simulated Systems

An Interior-Point Algorithm for Continuous Nonlinearly Constrained Optimization with Noisy Function and Derivative Evaluations

  • Frank E. Curtis
  • Shima Dezfulian
  • Andreas Wächter
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization, Optimization of Simulated Systems Tags , , , ,

    An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy values of the objective and constraint functions and their first-order derivatives are available. The algorithm is based on a combination of a previously … Read more

    Black-box optimization for the design of a jet plate for impingement cooling

  • Filippo Marini
  • Margherita Porcelli
  • Elisa Riccietti
  • Lorenzo Cocchi
    • Categories Applications - Science and Engineering, Optimization of Simulated Systems, Other Topics Tags , , ,

    In this work, we propose a novel black-box formulation of the impingement cooling system for a nozzle in a gas turbine. Leveraging on a well-known model that correlates the design features of the cooling system with the efficiency parameters, we develop NOZZLE, a new constrained black-box optimization formulation for the jet impingement cooling design. Then … Read more

    Inter-DS: A cost saving algorithm for expensive constrained multi-fidelity blackbox optimization

  • Xavier Lebeuf
  • Sébastien Le Digabel
  • Charles Audet
  • Miguel Diago
  • Stéphane Alarie
    • Categories Constrained Nonlinear Optimization, Energy, Optimization of Simulated Systems Tags , , , , ,

    This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problems, the scarcity of feasible points may lead to numerous costly evaluations spent on infeasible points. Our proposed fidelity and interruption controlled optimization algorithm addresses this issue by leveraging multi-fidelity information, allowing for … Read more

    Sensitivity-based decision support for critical measures using the example of COVID-19 dynamics

  • Falk M. Hante
  • Shanshan Meng
    • Categories Applications - OR and Management Sciences, Optimization of Simulated Systems, Other Topics Tags , , , ,

    We parametrize public policies in the context of the COVID-19 pandemic to evaluate the effectiveness of policies through sensitivity-based methods in order to offer insights into understanding the contributions to critical measures in retrospective. The study utilizes a group-specific SEIR model with a tracing and isolation strategy and vaccination programs. Public policies are applied to … Read more

    Application of a Gas Market Model with Linear Programming. The Influence of the Dollar Exchange Rate on the Wholesale Price of Natural Gas in Northwest Europe until 2040

  • Maik Günther
    • Categories Finance and Economics, Linear Programming, Optimization of Simulated Systems Tags , , , , , , , , ,

    The price of natural gas at wholesale markets in Northwest Europe is influenced by numerous parameters. The USD to EUR exchange rate is one of these parameters. Using the LP-based gas market model WEGA, this paper will examine the impact of USD exchange rates on wholesale natural gas prices in Northwest Europe from 2025 to … Read more

    Decision Intelligence for Nationwide Ventilator Allocation

  • Jiajun Xu
  • Suvrajeet Sen
    • Categories Applications - OR and Management Sciences, Basic Sciences Applications, Optimization of Simulated Systems Tags , , , ,

    Many states in the U.S. have faced shortages of medical resources because of the surge in the number of patients suffering from COVID-19. As many projections indicate, the situation will be far worse in coming months. The upcoming challenge is not only due to the exponential growth in cases but also because of inherent uncertainty … Read more

    An Upper Bound on the Hausdorff Distance Between a Pareto Set and its Discretization in Bi-Objective Convex Quadratic Optimization

  • Burla E. Ondes
  • Susan R. Hunter
    • Categories Multi-Criteria Optimization, Optimization of Simulated Systems Tags , ,

    We provide upper bounds on the Hausdorff distances between the efficient set and its discretization in the decision space, and between the Pareto set (also called the Pareto front) and its discretization in the objective space, in the context of bi-objective convex quadratic optimization on a compact feasible set. Our results imply that if t … Read more

    Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting

  • Joaquim Dias Garcia
  • Tito Homem-de-Mello
  • Francisco D. Muñoz
  • Alexandre Street
    • Categories Applications - OR and Management Sciences, Applications - Science and Engineering, Optimization of Simulated Systems Tags , , , , ,

    Forecasting and decision-making are generally modeled as two sequential steps with no feedback, following an open-loop approach. In this paper, we present application-driven learning, a new closed-loop framework in which the processes of forecasting and decision-making are merged and co-optimized through a bilevel optimization problem. We present our methodology in a general format and prove … Read more

    A simulation-based optimization approach for the calibration of a discrete event simulation model of an emergency department

  • Alberto De Santis
  • Tommaso Giovannelli
  • Stefano Lucidi
  • Mauro Messedaglia
  • Massimo Roma
    • Categories Applications - OR and Management Sciences, Integer Programming, Optimization of Simulated Systems Tags , , , ,

    Accurate modeling of the patient flow within an Emergency Department (ED) is required by all studies dealing with the increasing and well-known problem of overcrowding. Since Discrete Event Simulation (DES) models are often adopted with the aim of assessing solutions for reducing the impact of this worldwide phenomenon, an accurate estimation of the service time … Read more