Publications related to Real-time Optimization with Estimation of Experimental Gradient

Stochastic adaptive resampling for the estimation of discrete choice models

Michel Bierlaire, Nicola Marco Ortelli, Matthieu Marie Cochon de Lapparent

In the field of choice modeling, the availability of ever-larger datasets has the potential to significantly expand our understanding of human behavior, but this prospect is limited by the poor scalability of discrete choice models (DCMs): as sample sizes ...

2023

Universal and adaptive methods for robust stochastic optimization

Ali Kavis

Within the context of contemporary machine learning problems, efficiency of optimization process depends on the properties of the model and the nature of the data available, which poses a significant problem as the complexity of either increases ad infinit ...

EPFL2023

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation

Sundar Subramaniam Ganesh

This work aims to study the effects of wind uncertainties in civil engineering structural design. Optimising the design of a structure for safety or operability without factoring in these uncertainties can result in a design that is not robust to these per ...

EPFL2022

Level-set-based Shape Optimization on Soft Magnetic Composites with Isotropy Constraint

Yves Perriard, Adrien Jean-Michel Thabuis, Xiaotao Ren

Soft Magnetic Composites (SMCs) demonstrate excellent potentials for electromagnetic applications. The isotropy is one critical feature in designing the composite. This work presents a shape optimization algorithm for SMCs subject to isotropy and volume co ...

2022

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

Estimation of discrete choice models with hybrid stochastic adaptive batch size algorithms

Michel Bierlaire, Timothy Michael Hillel, Virginie Janine Camille Lurkin, Gael Lederrey

The emergence of Big Data has enabled new research perspectives in the discrete choice community. While the techniques to estimate Machine Learning models on a massive amount of data are well established, these have not yet been fully explored for the esti ...

2020

A new wake model and comparison of eight algorithms for layout optimization of wind farms in complex terrain

Fernando Porté Agel, Roberto Brogna

Layout optimization of wind farms constitutes an important and challenging task in complex terrain. This is especially due to the complex interactions of the boundary layer flows in complex terrain and wind turbine wakes, which renders wake modelling in co ...

ELSEVIER SCI LTD2020

Forward-Backward Splitting for Optimal Transport Based Problems

Pascal Frossard, Guillermo Ortiz Jimenez, Mireille El Gheche, Hermina Petric Maretic, Effrosyni Simou

Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When the entropy regula ...

2020

A note on efficient computation of privileged directions in modifier adaptation

Dominique Bonvin, Timm Faulwasser, Alejandro Gabriel Marchetti, Martand Singhal

In the presence of plant-model mismatch, the estimation of plant gradients is key to the performance of measurement-based iterative optimization schemes. However, gradient estimation requires time-consuming experiments, wherein the plant is sequentially pe ...

PERGAMON-ELSEVIER SCIENCE LTD2020

The sliding Frank-Wolfe algorithm and its application to super-resolution microscopy

Emmanuel Emilien Louis Soubies, Quentin Alain Denoyelle, Gabriel Peyré

This paper showcases the theoretical and numerical performance of the Sliding Frank-Wolfe, which is a novel optimization algorithm to solve the BLASSO sparse spikes super-resolution problem. The BLASSO is a continuous (i.e. off-the-grid or grid-less) count ...

IOP PUBLISHING LTD2020

Real-time Optimization with Estimation of Experimental Gradient

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Stochastic adaptive resampling for the estimation of discrete choice models

Universal and adaptive methods for robust stochastic optimization

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation

Level-set-based Shape Optimization on Soft Magnetic Composites with Isotropy Constraint

Convergence of adaptive algorithms for constrained weakly convex optimization

Estimation of discrete choice models with hybrid stochastic adaptive batch size algorithms

A new wake model and comparison of eight algorithms for layout optimization of wind farms in complex terrain

Forward-Backward Splitting for Optimal Transport Based Problems

A note on efficient computation of privileged directions in modifier adaptation

The sliding Frank-Wolfe algorithm and its application to super-resolution microscopy

Estimation of discrete choice models with hybrid stochastic adaptive batch size algorithms

Universal and adaptive methods for robust stochastic optimization

A new wake model and comparison of eight algorithms for layout optimization of wind farms in complex terrain

A note on efficient computation of privileged directions in modifier adaptation

Level-set-based Shape Optimization on Soft Magnetic Composites with Isotropy Constraint

Forward-Backward Splitting for Optimal Transport Based Problems

Convergence of adaptive algorithms for constrained weakly convex optimization

The sliding Frank-Wolfe algorithm and its application to super-resolution microscopy

Stochastic adaptive resampling for the estimation of discrete choice models

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation