Concept

Stochastic optimization

Publications associées (167)

Real-Time Optimization  in the Presence of Uncertainty

This presentation discusses real-time optimization (RTO) strategies for improving process performance in the presence of uncertainty in the form of plant-model mismatch, drifts and disturbances. RTO typically uses a plant model to compute optimal inputs. I ...

2011

Uncertainty Feature Optimization: an implicit paradigm for problems with noisy data

Michel Bierlaire, Matteo Salani, Niklaus Eggenberg

Optimization problems with noisy data solved using stochastic programming or robust optimization approaches require the explicit characterization of an uncertainty set U that models the nature of the noise. Such approaches depend on the modeling of the unc ...

2011

Nonholonomic source seeking in switching random fields

Mahmut Selman Sakar

We consider the problem of designing controllers for nonholonomic mobile robots converging to the source (minimum) of a field. In addition to the mobility constraints posed by the nonholonomic dynamics, we assume that the field is completely unknown to the ...

2010

Optimal design of an in-wheel BLDC motor for a kick scooter

Yves Perriard, André Hodder, Miroslav Markovic

The paper presents an optimization design of an in-wheel BLDC motor for a kick scooter. The optimization is performed using a genetic optimization tool combined with a FEM commercial software. The new contributions of the paper are: (i) introduction of thr ...

IEEE, Piscataway, NJ, USA2010

Exponential Natural Evolution Strategies

Daniël Pieter Wierstra, Tom Schaul

The family of natural evolution strategies (NES) offers a principled approach to real-valued evolutionary optimization by following the natural gradient of the expected fitness. Like the well-known CMA-ES, the most competitive algorithm in the field, NES c ...

2010

Hybrid Simulated Annealing and Its Application to Optimization of Hidden Markov Models for Visual Speech Recognition

Jong Seok Lee

We propose a novel stochastic optimization algorithm, hybrid simulated annealing (SA), to train hidden Markov models (HMMs) for visual speech recognition. In our algorithm, SA is combined with a local optimization operator that substitutes a better solutio ...

2010

Design of tensegrity structures using parametric analysis and stochastic search

Ian Smith, Landolf-Giosef-Anastasios Rhode-Barbarigos, Himanshu Jain

Tensegrity structures are lightweight structures composed of cables in tension and struts in compression. Since tensegrity systems exhibit geometrically nonlinear behavior, finding optimal structural designs is difficult. This paper focuses on the use of s ...

Springer Verlag2010

A heuristic for nonlinear global optimization

Michel Bierlaire, Michaël Clément Louis Ghislain Thémans, Nicolas Zufferey

We propose a new heuristic for nonlinear global optimization combining a variable neighborhood search framework with a modified trust-region algorithm as local search. The proposed method presents the capability to prematurely interrupt the local search if ...

2010

Feature Selection using Stochastic Search: An Application to System Identification

Ian Smith, Sandro Saitta

System identification using multiple-model strategies may involve thousands of models with several parameters. However, only a few models are close to the correct model. A key task involves finding which parameters are important for explaining candidate mo ...

American Society of Civil Engineers2010

Computation and visualization of ideal knot shapes

Mathias Carlen

We investigate numerical simulations and visualizations of the problem of tying a knot in a piece of rope. The goal is to use the least possible rope of a fixed, prescribed radius to tie a particular knot, e.g. a trefoil, a figure eight, and so on. The rop ...

EPFL2010

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