Concept

Interior-point method

Related publications (197)

A Combination Technique for Optimal Control Problems Constrained by Random PDEs

We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of optimal control problems (OCPs) constrained by random partial differential equ ...

2024

Efficient local linearity regularization to overcome catastrophic overfitting

Volkan Cevher, Grigorios Chrysos, Fanghui Liu, Elias Abad Rocamora

Catastrophic overfitting (CO) in single-step adversarial training (AT) results in abrupt drops in the adversarial test accuracy (even down to 0%). For models trained with multi-step AT, it has been observed that the loss function behaves locally linearly w ...

2024

Safe Zeroth-Order Convex Optimization Using Quadratic Local Approximations

Giancarlo Ferrari Trecate, Maryam Kamgarpour, Yuning Jiang, Baiwei Guo

We address black-box convex optimization problems, where the objective and constraint functions are not explicitly known but can be sampled within the feasible set. The challenge is thus to generate a sequence of feasible points converging towards an optim ...

2023

A Spatial Branch and Bound Algorithm for Continuous Pricing with Advanced Discrete Choice Demand Modeling

Michel Bierlaire

In this paper, we present a spatial branch and bound algorithm to tackle the continuous pricing problem, where demand is captured by an advanced discrete choice model (DCM). Advanced DCMs, like mixed logit or latent class models, are capable of modeling de ...

2023

Beyond worst-case analysis, with or without predictions

Andreas Maggiori

In this thesis we design online combinatorial optimization algorithms for beyond worst-case analysis settings.In the first part, we discuss the online matching problem and prove that, in the edge arrival model, no online algorithm can achieve a competitive ...

EPFL2023

An Integrated Approach to Designing Robust Turbocompressors on Gas Bearings Through Surrogate Modeling and Constrained Multi-Objective Optimization

Jürg Alexander Schiffmann, Soheyl Massoudi, Cyril Picard

Designing turbocompressors is a complex and challenging task, as it involves balancing conflicting objectives such as efficiency, stability, and robustness against manufacturing deviations. This paper proposes an integrated design methodology for turbocomp ...

2023

Revisiting adversarial training for the worst-performing class

Volkan Cevher, Grigorios Chrysos, Thomas Michaelsen Pethick

Despite progress in adversarial training (AT), there is a substantial gap between the topperforming and worst-performing classes in many datasets. For example, on CIFAR10, the accuracies for the best and worst classes are 74% and 23%, respectively. We argu ...

2023

UNDERGRAD: A Universal Black-Box Optimization Method with Almost Dimension-Free Convergence Rate Guarantees

Volkan Cevher, Kimon Antonakopoulos

Universal methods for optimization are designed to achieve theoretically optimal convergence rates without any prior knowledge of the problem’s regularity parameters or the accurarcy of the gradient oracle employed by the optimizer. In this regard, existin ...

2022

A combination technique for optimal control problems constrained by random PDEs

Fabio Nobile, Tommaso Vanzan

We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of Optimal Control Problems (OCPs) constrained by random partial differential equ ...

EPFL2022

A combined Control by Interconnection—Model Predictive Control design for constrained Port-Hamiltonian systems

This paper proposes a Control by Interconnection design, for a class of constrained Port-Hamiltonian systems, which is based on an associated Model Predictive Control optimization problem. This associated optimization problem allows to consider both state ...

2022

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.