Publications associées à A single-phase, proximal path-following framework

A ride time-oriented scheduling algorithm for dial-a-ride problems

Nikolaos Geroliminis, Claudia Bongiovanni, Mor Kaspi

This paper offers a new algorithm to efficiently optimize scheduling decisions for dial-a-ride problems (DARPs), including problem variants considering electric and autonomous vehicles (e-ADARPs). The scheduling heuristic, based on linear programming theor ...

Pergamon-Elsevier Science Ltd2024

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

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

Universal and adaptive methods for robust stochastic optimization

Ali Kavis

Within the context of contemporary machine learning problems, efficiency of optimization process depends on the properties of the model and the nature of the data available, which poses a significant problem as the complexity of either increases ad infinit ...

EPFL2023

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

A Proximal-Point Lagrangian-Based Parallelizable Nonconvex Solver for Bilinear Model Predictive Control

Colin Neil Jones, Yingzhao Lian, Yuning Jiang

Nonlinear model predictive control (NMPC) has been widely adopted to manipulate bilinear systems with dynamics that include products of the inputs and the states. These systems are ubiquitous in chemical processes, mechanical systems, and quantum physics, ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2023

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

Unbiasing time-dependent Variational Monte Carlo by projected quantum evolution

Giuseppe Carleo, Filippo Vicentini, Clemens Giuliani, Alessandro Sinibaldi

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove that the most us ...

Verein Forderung Open Access Publizierens Quantenwissenschaf2023

Memory of Motion for Initializing Optimization in Robotics

Teguh Santoso Lembono

Many robotics problems are formulated as optimization problems. However, most optimization solvers in robotics are locally optimal and the performance depends a lot on the initial guess. For challenging problems, the solver will often get stuck at poor loc ...

EPFL2022

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

Neural System Level Synthesis: Learning over All Stabilizing Policies for Nonlinear Systems

Giancarlo Ferrari Trecate, Clara Lucía Galimberti, Luca Furieri

We address the problem of designing stabilizing control policies for nonlinear systems in discrete-time, while minimizing an arbitrary cost function. When the system is linear and the cost is convex, the System Level Synthesis (SLS) approach offers an effe ...

IEEE2022

Vehicle-to-Grid for Reliable Frequency Regulation

Dirk Lauinger

Future low-carbon societies will need to store vast amounts of electricity to stabilize electricity grids and to power electric vehicles. Vehicle-to-grid allows vehicle owners and grid operators to share the costs of electricity storage by making the batte ...

EPFL2022

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

An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity

Volkan Cevher, Alp Yurtsever

This paper develops a new storage-optimal algorithm that provably solves almost all semidefinite programs (SDPs). This method is particularly effective for weakly constrained SDPs under appropriate regularity conditions. The key idea is to formulate an app ...

2021

Sublinear Algorithms for Spectral Graph Clustering

Aidasadat Mousavifar

This thesis focuses on designing spectral tools for graph clustering in sublinear time. With the emergence of big data, many traditional polynomial time, and even linear time algorithms have become prohibitively expensive. Processing modern datasets requir ...

EPFL2021

A first-order primal-dual method with adaptivity to local smoothness

Volkan Cevher, Maria-Luiza Vladarean

We consider the problem of finding a saddle point for the convex-concave objective

\min_x \max_y f(x) + \langle Ax, y\rangle - g^*(y)

, where

f

is a convex function with locally Lipschitz gradient and

g

is convex and possibly non-smooth. We propose an ...

2021

Real-time Control of Battery Energy Storage Systems to Provide Ancillary Services Considering Voltage-Dependent Capability of DC-AC Converters

Sidi-Rachid Cherkaoui, Mario Paolone, Zhao Yuan, Antonio Zecchino

Frequency response and voltage support are vital ancillary services for power grids. In this paper, we design and experimentally validate a real-time control framework for battery energy storage systems (BESSs) to provide ancillary services to power grids. ...

2021

Efficient Sequential and Parallel Algorithms for Multistage Stochastic Integer Programming Using Proximity

Friedrich Eisenbrand, Moritz Andreas Venzin, Jana Tabea Cslovjecsek

We consider the problem of solving integer programs of the form min {c^⊺ x : Ax = b, x ∈ ℤ_{⩾ 0}}, where A is a multistage stochastic matrix in the following sense: the primal treedepth of A is bounded by a parameter d, which means that the columns of A ca ...

Schloss Dagstuhl - Leibniz-Zentrum für Informatik2021

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

Giovanni Chierchia, Mireille El Gheche

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