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math.OC2024
On a probabilistic global optimizer derived from the Walker slice sampling
Aditya Gupta, Souvik Das, Debasish Chatterjee
This article presents a zeroth order probabilistic global optimization algorithm -- SwiftNav -- for (not necessarily convex) functions over a compact domain. A discretization proce…
math.OC2024
Data-driven distributionally robust MPC for systems with multiplicative noise: A semi-infinite semi-definite programming approach
Souvik Das, Siddhartha Ganguly, Ashwin Aravind +1
This article introduces a novel distributionally robust model predictive control (DRMPC) algorithm for a specific class of controlled dynamical systems where the disturbance multip…