From the 1 of 6 linked papers with an AI index.
6 papers
Duality and Error for Predictively Oriented Inference
Aurya Javeed, Drew P. Kouri, Teresa Portone +1
Predictively oriented (PrO) inference quantifies uncertainty by selecting a distribution over model parameters to optimize a scoring rule applied to the induced predictive distribu…
Statistical Inference for Scenario-Based Dynamic Optimization under Uncertainty
Aurya Javeed, Johannes Milz
The paper develops statistical methods for evaluating and constructing confidence intervals for the optimal value of finite-horizon open-loop dynamic optimization problems when par…
ProxSTORM -- A Stochastic Trust-Region Algorithm for Nonsmooth Optimization
Robert J. Baraldi, Aurya Javeed, Drew P. Kouri +1
We develop a stochastic trust-region algorithm for minimizing the sum of a Lipschitz-smooth but possibly nonconvex function and a convex but possibly nonsmooth function. Such a pro…
A Parallel-in-Time Multigrid Preconditioner for Optimal Control
Radoslav Vuchkov, Eric C. Cyr, Aurya Javeed +1
We develop a parallel-in-time multigrid preconditioner for augmented systems. These saddle-point systems are foundational to numerical optimization. Our preconditioner, when paired…
SUPN: Shallow Universal Polynomial Networks
Zachary Morrow, Michael Penwarden, Brian Chen +3
Deep neural networks (DNNs) and Kolmogorov-Arnold networks (KANs) are popular methods for function approximation due to their flexibility and expressivity. However, they typically…
A Million-Point Fast Trajectory Optimization Solver
A. Javeed, D. P. Kouri, D. Ridzal +2
One might argue that solving a trajectory optimization problem over a million grid points is preposterous. How about solving such a problem at an incredibly fast computational time…