Publications related to Scenario optimization

Mathematical Foundations of Robust and Distributionally Robust Optimization

Daniel Kuhn, Jianzhe Zhen, Wolfram Wiesemann

Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from within an ambigu ...

2021

Characterizing the Reserve Provision Capability Area of Active Distribution Networks: A Linear Robust Optimization Method

Fabrizio Sossan, Mokhtar Bozorg, Mohsen Kalantar Neyestanaki

Distributed energy resources (DERs) installed in active distribution networks (ADNs) can be exploited to provide both active and reactive power reserves to the upper-layer grid (i.e., sub-transmission and transmission systems) at their connection point. Th ...

2021

Cyclic metal plasticity model parameters with limited information: a constrained optimization approach

Dimitrios Lignos, Albano António De Abreu E Presa De Castro E Sousa, Alexander Riley Hartloper

Tensile test data for structural steels are ubiquitous. Yet, the information monotonic loading provides with respect to the material's characteristics is limited. Notably, features of inelastic response to cyclic loading, such as the Bauschinger eect, can ...

2021

Convergence of adaptive algorithms for constrained weakly convex optimization

Volkan Cevher, Ahmet Alacaoglu, Yurii Malitskyi

We analyze the adaptive first order algorithm AMSGrad, for solving a constrained stochastic optimization problem with a weakly convex objective. We prove the

\tilde O(t^{-1/2})

rate of convergence for the squared norm of the gradient of Moreau envelope, ...

2021

A unifying framework for form-finding and topology-finding of tensegrity structures

Yafeng Wang

This paper presents a unifying framework for the form-finding and topology-finding of tensegrity structures. The novel computational framework is based on rank-constrained linear matrix inequalities. For form-finding, given the topology (i.e., member conne ...

PERGAMON-ELSEVIER SCIENCE LTD2021

Hierarchical Microstructure Informed Tractography

Gabriel Girard, Alessandro Daducci, Maxime Descoteaux

Background: Tractography uses diffusion magnetic resonance imaging to noninvasively infer the macroscopic pathways of white matter fibers and it is the only available technique to probe in vivo the structural connectivity of the brain. However, despite thi ...

MARY ANN LIEBERT, INC2021

L'île urbaine: revalorisation spatiale et sociale d'un quartier de l'est berlinois

Zuzanna Hirsztritt

Berlin est une ville complexe qui au cours de l’histoire n’a cessé de se réinventer. Un palimpseste urbain qu’on aurait écrit, gratté et réécrit, faisant naître à chaque fois un scénario différent. Suite à leur développement industriel et ferroviaire, les ...

2020

Mixed Strategies for Robust Optimization of Unknown Objectives

Maryam Kamgarpour, Andreas Krause, Ilija Bogunovic

We consider robust optimization problems, where the goal is to optimize an unknown objective function against the worst-case realization of an uncertain parameter. For this setting, we design a novel sample-efficient algorithm GP-MRO, which sequentially le ...

PMLR2020

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Convergence of adaptive algorithms for constrained weakly convex optimization

Volkan Cevher, Ahmet Alacaoglu, Yurii Malitskyi

We analyze the adaptive first order algorithm AMSGrad, for solving a constrained stochastic optimization problem with a weakly convex objective. We prove the

\tilde O(t^{-1/2})

rate of convergence for the squared norm of the gradient of Moreau envelope, ...

2021

Scenario optimization

Mathematical Foundations of Robust and Distributionally Robust Optimization

Characterizing the Reserve Provision Capability Area of Active Distribution Networks: A Linear Robust Optimization Method

Coordinating Distributed Energy Resources and Utility-Scale Battery Energy Storage System for Power Flexibility Provision Under Uncertainty

Cyclic metal plasticity model parameters with limited information: a constrained optimization approach

Convergence of adaptive algorithms for constrained weakly convex optimization

A unifying framework for form-finding and topology-finding of tensegrity structures

Hierarchical Microstructure Informed Tractography

L'île urbaine: revalorisation spatiale et sociale d'un quartier de l'est berlinois

Mixed Strategies for Robust Optimization of Unknown Objectives

On Linear Optimization over Wasserstein Balls

Graph Chatbot

Chat with Graph Search

Characterizing the Reserve Provision Capability Area of Active Distribution Networks: A Linear Robust Optimization Method

Mathematical Foundations of Robust and Distributionally Robust Optimization

Cyclic metal plasticity model parameters with limited information: a constrained optimization approach

Convergence of adaptive algorithms for constrained weakly convex optimization

A unifying framework for form-finding and topology-finding of tensegrity structures

Coordinating Distributed Energy Resources and Utility-Scale Battery Energy Storage System for Power Flexibility Provision Under Uncertainty

Hierarchical Microstructure Informed Tractography

L'île urbaine: revalorisation spatiale et sociale d'un quartier de l'est berlinois

Mixed Strategies for Robust Optimization of Unknown Objectives

On Linear Optimization over Wasserstein Balls