Concept

Optimisation linéaire

Publications associées (32)

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

CO2 Capture and Management Strategies for Decarbonizing Secondary Aluminium Production

François Maréchal, Daniel Alexander Florez Orrego, Meire Ellen Gorete Ribeiro Domingos, Réginald Germanier

The production of aluminium largely depends on the use of fossil fuels, resulting in the emission of significant amounts of greenhouse gases. As the aluminium industry is working towards decreasing its environmental burdens, the elimination of direct emiss ...

2024

Monopoly Pricing with Unknown Demand

Thomas Alois Weber

The optimal pricing of goods, especially when they are new and the innovating firm is a monopolist, must proceed without precise knowledge of the demand curve. This paper provides a pricing method with a relative robustness guarantee by maximizing a perfor ...

2024

The Strong Integral Input-to-State Stability Property in Dynamical Flow Networks

Nils Gustav Nilsson

Dynamical flow networks serve as macroscopic models for, e.g., transportation networks, queuing networks, and distribution networks. While the flow dynamics in such networks follow the conservation of mass on the links, the outflow from each link is often ...

Piscataway2024

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

Reinforcement Learning for Joint Design and Control of Battery-PV Systems

Christophe Ballif, Laure-Emmanuelle Perret Aebi, Marine Dominique Cauz

The decentralisation and unpredictability of new renewable energy sources require rethinking our energy system. Data-driven approaches, such as reinforcement learning (RL), have emerged as new control strategies for operating these systems, but they have n ...

2023

Results on Sparse Integer Programming and Geometric Independent Sets

Jana Tabea Cslovjecsek

An integer linear program is a problem of the form max{c^T x : Ax=b, x >= 0, x integer}, where A is in Z^(n x m), b in Z^m, and c in Z^n.Solving an integer linear program is NP-hard in general, but there are several assumptions for which it becomes fixed p ...

EPFL2023

Primal-Dual Contextual Bayesian Optimization for Control System Online Optimization with Time-Average Constraints

Colin Neil Jones, Yuning Jiang, Bratislav Svetozarevic, Wenjie Xu

This paper studies the problem of online performance optimization of constrained closed-loop control systems, where both the objective and the constraints are unknown black-box functions affected by exogenous time-varying contextual disturbances. A primal- ...

New York2023

Data-Driven Control and Optimization under Noisy and Uncertain Conditions

Baiwei Guo

Control systems operating in real-world environments often face disturbances arising from measurement noise and model mismatch. These factors can significantly impact the perfor- mance and safety of the system. In this thesis, we aim to leverage data to de ...

EPFL2023

Augmented Lagrangian Methods for Provable and Scalable Machine Learning

Mehmet Fatih Sahin

Non-convex constrained optimization problems have become a powerful framework for modeling a wide range of machine learning problems, with applications in k-means clustering, large- scale semidefinite programs (SDPs), and various other tasks. As the perfor ...

EPFL2023

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