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Exploiting structure of chance constrained programs via submodularity

Publications associées (91)

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Form-Finding Of Interlaced Space Structures

Yves Weinand, Seyed Sina Nabaei, Olivier Baverel

By Interlaced Space Structures (ISS) we mean a coupled system of naturally curved flexible panels/strips interlaced together according to a design pattern. We are looking for a physically-based and efficient form-finding procedure in order to interactively ...

Int Center Numerical Methods Engineering2014

Generalized eigenvalue problems with specified eigenvalues

Daniel Kressner

We consider the distance from a (square or rectangular) matrix pencil to the nearest matrix pencil in 2-norm that has a set of specified eigenvalues. We derive a singular value optimization characterization for this problem and illustrate its usefulness fo ...

Oxford University Press2014

Adaptive Penalty-Based Distributed Stochastic Convex Optimization

Ali H. Sayed

In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a fully distributed ...

Institute of Electrical and Electronics Engineers2014

On the Use of Second-Order Modifiers for Real-Time Optimization

Dominique Bonvin, Timm Faulwasser

We consider the real-time optimization of static plants and propose a generalized version of the modifier-adaptation strategy that relies on second-order adaptation of the cost and constraint functions. We show that second-order adaptation allows checking ...

2014

Time-Optimal Path Following for Robots With Convex-Concave Constraints Using Sequential Convex Programming

Quoc Tran Dinh

Time-optimal path following considers the problem of moving along a predetermined geometric path in minimum time. In the case of a robotic manipulator with simplified constraints, a convex reformulation of this optimal control problem has been derived prev ...

Institute of Electrical and Electronics Engineers2013

Adaptive stochastic convex optimization over networks

Ali H. Sayed

IEEE2013

Distributionally Robust Joint Chance Constraints with Second-Order Moment Information

Daniel Kuhn

We develop tractable semidefinite programming based approximations for distributionally robust individual and joint chance constraints, assuming that only the first- and second-order moments as well as the support of the uncertain parameters are given. It ...

2013

Model Adequacy for Real-Time Optimization

Dominique Bonvin

Optimization is important in science and engineering as a way of finding ”optimal” situations, designs or operating conditions. Optimization is typically performed on the basis of a mathematical model of the process under investigation. In practice, optimi ...

2012

Coordination and Sampling in Distributed Constraint Optimization

Brammert Ottens

The Distributed Constraint Optimization (DCOP) framework can be used to model a wide range of optimization problems that are inherently distributed. A distributed optimization problem can be viewed as a problem distributed over a set of agents, where agent ...

EPFL2012

Distributed throughput optimization over P2P mesh networks using diffusion adaptation

Ali H. Sayed

This work develops a decentralized adaptive strategy for throughput maximization over peer-to-peer (P2P) networks. The adaptive strategy can cope with changing network topologies, is robust to network disruptions, and does not rely on central processors. T ...

IEEE2012