Publications associées à Méthodes de points intérieurs

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

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 ...

IEEE2023

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 competiti ...

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 ...

ASME Amer Soc Mechanical Engineers2023

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

Anna Ngoc Minh Trang Vu

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

Momentum-Based Policy Gradient with Second-Order Information

Patrick Thiran, Negar Kiyavash, Mohammadsadegh Khorasani, Saber Salehkaleybar

Variance-reduced gradient estimators for policy gradient methods have been one of the main focus of research in the reinforcement learning in recent years as they allow acceleration of the estimation process. We propose a variance-reduced policy-gradient m ...

2022

A Newton Frank-Wolfe method for constrained self-concordant minimization

Volkan Cevher, Quoc Tran Dinh

We develop a new Newton Frank-Wolfe algorithm to solve a class of constrained self-concordant minimization problems using linear minimization oracles (LMO). Unlike L-smooth convex functions, where the Lipschitz continuity of the objective gradient holds gl ...

SPRINGER2022

Yapa: Accelerated Proximal Algorithm For Convex Composite Problems

Mireille El Gheche, Giovanni Chierchia

Proximal splitting methods are standard tools for nonsmooth optimization. While primal-dual methods have become very popular in the last decade for their flexibility, primal methods may still be preferred for two reasons: acceleration schemes are more effe ...

IEEE2021