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math.OC2026
Gray-Box Optimization using Optimism in the Face of Uncertainty
Katrin Baumgärtner, Léo Simpson, Moritz Diehl
This paper considers sequential gray-box optimization where the objective function is given as the composition of a loss function and a parametric model. Crucially, the parameters…
math.OC2024
Parallelizable Parametric Nonlinear System Identification via tuning of a Moving Horizon State Estimator
Léo Simpson, Jonas Asprion, Simon Muntwiler +2
This paper introduces a novel optimization-based approach for parametric nonlinear system identification. Building upon the prediction error method framework, traditionally used fo…