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Concept

Stochastic optimization

Related publications (30)

A Pareto Dominance Principle for Data-Driven Optimization

Daniel Kuhn, Tobias Sutter

We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It can always be exp ...

2024

Optimization of multi-group energy structures for diffusion analyses of sodium-cooled fast reactors assisted by simulated annealing - Part I: Methodology demonstration

Konstantin Mikityuk, Vincenzo Anthony Di Nora

This study presents an approach to the selection of optimal energy group structures for multi-group nodal diffusion analyses of Sodium-cooled Fast Reactor cores. The goal is to speed up calculations, particularly in transient calculations, while maintainin ...

2021

Simultaneous Perturbation Stochastic Approximation of the Quantum Fisher Information

Giuseppe Carleo, Julien Sebastian Gacon

The Quantum Fisher Information matrix (QFIM) is a central metric in promising algorithms, such as Quantum Natural Gradient Descent and Variational Quantum Imaginary Time Evolution. Computing the full QFIM for a model with d parameters, however, is computat ...

VEREIN FORDERUNG OPEN ACCESS PUBLIZIERENS QUANTENWISSENSCHAF2021

Increasing Superstructure Optimization Capacity Through Self-Learning Surrogate Models

François Maréchal, Ivan Daniel Kantor, Julia Granacher

Simulation-based optimization models are widely applied to find optimal operating conditions of processes. Often, computational challenges arise from model complexity, making the generation of reliable design solutions difficult. We propose an algorithm fo ...

2021

Optimization Methods for Control: From Embedded Programmable Hardware to Data-Driven Process Optimization

Harsh Ambarishkumar Shukla

The research community has been making significant progress in hardware implementation, numerical computing and algorithm development for optimization-based control. However, there are two key challenges that still have to be overcome for optimization-base ...

EPFL2021

Byzantine Fault-Tolerant Distributed Machine Learning with Norm-Based Comparative Gradient Elimination

Nirupam Gupta, Shuo Liu

This paper considers the Byzantine fault-tolerance problem in distributed stochastic gradient descent (D-SGD) method - a popular algorithm for distributed multi-agent machine learning. In this problem, each agent samples data points independently from a ce ...

IEEE COMPUTER SOC2021

Adaptation in Stochastic Algorithms: From Nonsmooth Optimization to Min-Max Problems and Beyond

Ahmet Alacaoglu

Stochastic gradient descent (SGD) and randomized coordinate descent (RCD) are two of the workhorses for training modern automated decision systems. Intriguingly, convergence properties of these methods are not well-established as we move away from the spec ...

EPFL2021

Logical Team Q-learning: An approach towards factored policies in cooperative MARL

Ali H. Sayed, Lucas Cesar Eduardo Cassano

We address the challenge of learning factored policies in cooperative MARL scenarios. In particular, we consider the situation in which a team of agents collaborates to optimize a common cost. The goal is to obtain factored policies that determine the indi ...

MICROTOME PUBLISHING2021

Deep reinforcement learning control of electric vehicle charging in the presence of photovoltaic generation

Christophe Ballif, Nicolas Würsch, Marina Dorokhova

In recent years, the importance of electric mobility has increased in response to climate change. The fast-growing deployment of electric vehicles (EVs) worldwide is expected to decrease transportation-related emissions, facilitate the integration of renew ...

2021

Scalable Stochastic Optimization: Scenario Reduction with Guarantees

Kilian Schindler

Stochastic optimization is a popular modeling paradigm for decision-making under uncertainty and has a wide spectrum of applications in management science, economics and engineering. However, the stochastic optimization models one faces in practice are int ...

EPFL2020