Randomized algorithms have proven to perform well on a large class of numerical linear algebra problems. Their theoretical analysis is critical to provide gu...

Augmented Lagrangian (AL) methods are a well known class of algorithms for solving constrained optimization problems. They have been extended to the solution...

Cellular solids are structures which have applications in mechanical engineering to make lightweight structures and heat exchangers, in biomedical engineer...

We develop a worst-case evaluation complexity bound for trust-region methods in the presence of unbounded Hessian approximations. We use the algorithm of Ar...

The purpose of the present note is to bring clarifications to certain concepts and surrounding notation of Aravkin et al. (2022). All results therein contin...

We develop a trust-region method for minimizing the sum of a smooth term \(f\) and a nonsmooth term \(h\), both of which can be nonconvex. Each iteratio...

We develop an interior-point method for nonsmooth regularized bound-constrained optimization problems. Our method consists of iteratively solving a sequence...

The fine-tuning of Large Language Models (LLMs) has enabled them to recently achieve milestones in natural language processing applications. The emergenc...

The cosine measure was introduced in 2003 to quantify the richness of a finite positive spanning sets of directions in the context of derivative-free direc...

A challenge in aircraft design optimization is the presence of non-computable, so-called hidden, constraints that do not return a value in certain regions of...

In this work, we improve the efficiency of Unit Commitment (UC) optimization solvers using a Graph Convolutional Neural Network (GCNN). In power systems, UC ...

This paper introduces a new step to the Direct Search Method (DSM) to strengthen its convergence analysis. By design, this so-called covering step may e...

In this work, we propose a non-intrusive and training free method to detect behind-the-meter (BTM) electric vehicle (EV) charging events from the data measur...

The Harwell Subroutine Library (HSL) is a renowned suite of efficient and robust numerical algorithms designed to tackle complex mathematical problems such a...

Monte Carlo (MC) is widely used for the simulation of discrete time Markov chains. We consider the case of a \(d\)-dimensional continuous state space and w...

This work introduces a novel multi-fidelity blackbox optimization algorithm designed to alleviate the resource-intensive task of evaluating infeasible points...

We consider the set of graphs that can be constructed from a one-vertex graph by repeatedly adding a clique or a stable set linked to all or none of the vert...

Reinforcement learning (RL) for partially observable Markov decision processes (POMDPs) is a challenging problem because decisions need to be made based on t...

This paper first introduces a computationally efficient approach for conducting a time-series impact analysis of electric vehicle (EV) charging on the loadin...

This paper addresses risk averse constrained optimization problems where the objective and constraint functions can only be computed by a blackbox subject to...