We introduce a novel approach to portfolio optimization that leverages hierarchical graph structures and the Schur complement method to systematically reduce computational complexity while preserving full covariance i...
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In recent years, center-based sampling has demonstrated p results for enhancing the efficiency and effectiveness of meta-heuristic algorithms. The strategy of center-based sampling can be utilized at either the operat...
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Parameter extraction of photovoltaic (PV) models is crucial for the planning, optimization, and control of PV systems. Although some methods using meta-heuristic algorithms have been proposed to determine these parame...
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In the last decade, various works have used statistics on relations to improve both the theory and practice of conjunctive query execution. Starting with the AGM bound which took advantage of relation sizes, later wor...
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The problem considered is a multi-objective optimization problem, in which the goal is to find an optimal value of a vector function representing various criteria. The aim of this work is to develop an algorithm which...
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This paper investigates a subgradient-based algorithm to solve the system identification problem for linear time-invariant systems with non-smooth objectives. This is essential for robust system identification in safe...
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Binary Quadratic Programs (BQPs) are a class of NP-hard problems that arise in a wide range of applications, including finance, machine learning, and logistics. These problems are challenging to solve due to the combi...
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The challenges of black box optimization arise due to imprecise responses and limited output information. This article describes new results on optimizing multivariable functions using an Order Oracle, which provides ...
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The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) opti...
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We study the steady-state Nash equilibrium-seeking problem for sampled-data games with LTI dynamics and quadratic costs. The key challenge is to guarantee the robust stability and convergence properties of the closed-...
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We study the steady-state Nash equilibrium-seeking problem for sampled-data games with LTI dynamics and quadratic costs. The key challenge is to guarantee the robust stability and convergence properties of the closed-loop system in the presence of local individual sampling mechanisms assigned to each of the players in the game. This problem is non-trivial due to the unstable behaviors that can arise when sequential control updates (rather than parallel) emerge in the closed-loop system because of the existence of local control triggering mechanisms in each node of the network. To address this issue, we introduce a controls framework based on tools from hybrid dynamical systems theory. Our results are illustrated via numerical examples.
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