activity
20152026
most citedNew Paradigms for Exploiting Parallel Experiments in Bayesian Optimization

46 citations · 414 across the 52 of their papers we have counts for

collaborators

56 papers

eess.SY2026

Topological Data Analysis for High-Dimensional Dynamic Process Monitoring

Angan Mukherjee, Tyler A. Soderstrom, Michael J. Kurtz +1

Real-time process monitoring requires methods that extract actionable information from high-dimensional time-series data. In this work, we present a new approach for process monito…

eess.SY2023

Quantifying Space-Time Load Shifting Flexibility in Electricity Markets

Weiqi Zhang, Victor M. Zavala

The power grid is undergoing significant restructuring driven by the adoption of wind/solar power and the incorporation of new flexible technologies that can shift load in space an…

cs.LG2023

A Graph-Based Modeling Framework for Tracing Hydrological Pollutant Transport in Surface Waters

David L. Cole, Gerardo J. Ruiz-Mercado, Victor M. Zavala

Anthropogenic pollution of hydrological systems affects diverse communities and ecosystems around the world. Data analytics and modeling tools play a key role in fighting this chal…

eess.SY2022

Scalable Primal Decomposition Schemes for Large-Scale Infrastructure Networks

Alexander Engelmann, Sungho Shin, François Pacaud +1

The operation of large-scale infrastructure networks requires scalable optimization schemes. To guarantee safe system operation, a high degree of feasibility in a small number of i…

stat.ML2022★ 46 cited

New Paradigms for Exploiting Parallel Experiments in Bayesian Optimization

Leonardo D. González, Victor M. Zavala

Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inh…

math.OC2022★ 6 cited

Exploiting GPU/SIMD Architectures for Solving Linear-Quadratic MPC Problems

David Cole, Sungho Shin, François Pacaud +2

We report numerical results on solving constrained linear-quadratic model predictive control (MPC) problems by exploiting graphics processing units (GPUs). The presented method red…

math.OC2022★ 2 cited

A Julia Framework for Graph-Structured Nonlinear Optimization

David L Cole, Sungho Shin, Victor Zavala

Graph theory provides a convenient framework for modeling and solving structured optimization problems. Under this framework, the modeler can arrange/assemble the components of an…

eess.SY2022

Pricing and Remunerating Electricity Storage Flexibility Using Virtual Links

Weiqi Zhang, Philip A. Tominac, Victor M. Zavala

Ambitious renewable portfolio standards motivate the incorporation of energy storage resources (ESR) as sources of flexibility. While the United States government aims to promote E…

eess.SY2022★ 1 cited

Exploring the Impacts of Power Grid Signals on Data Center Operations using a Receding-Horizon Scheduling Model

Weiqi Zhang, Line A. Roald, Victor M. Zavala

Data centers (DCs) can help decarbonize the power grid by helping absorb renewable power (e.g., wind and solar) due to their ability to shift power loads across space and time. How…

stat.AP2022★ 1 cited

Data Analysis using Riemannian Geometry and Applications to Chemical Engineering

Alexander Smith, Benjamin Laubach, Ivan Castillo +1

We explore the use of tools from Riemannian geometry for the analysis of symmetric positive definite matrices (SPD). An SPD matrix is a versatile data representation that is common…

math.OC2022★ 7 cited

SAFE-OCC: A Novelty Detection Framework for Convolutional Neural Network Sensors and its Application in Process Control

Joshua L. Pulsipher, Luke D. J. Coutinho, Tyler A. Soderstrom +1

We present a novelty detection framework for Convolutional Neural Network (CNN) sensors that we call Sensor-Activated Feature Extraction One-Class Classification (SAFE-OCC). We sho…

math.OC2022★ 3 cited

Random Field Optimization

Joshua L. Pulsipher, Benjamin R. Davidson, Victor M. Zavala

We present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of r…

math.OC2021

Solution of Large-Scale Supply Chain Models using Graph Sampling & Coarsening

Jiaze Ma, Victor M. Zavala

We present a graph sampling and coarsening scheme (gSC) for computing lower and upper bounds for large-scale supply chain models. An edge sampling scheme is used to build a low-com…

math.OC2021

New Measures for Shaping Trajectories in Dynamic Optimization

Joshua L. Pulsipher, Benjamin R. Davidson, Victor M. Zavala

We propose a new class of measures for shaping time-dependent trajectories in dynamic optimization (DO). The proposed measures are analogous to risk measures used in stochastic opt…

math.OC2021★ 3 cited

A Unifying Modeling Abstraction for Infinite-Dimensional Optimization

Joshua L. Pulsipher, Weiqi Zhang, Tyler J. Hongisto +1

Infinite-dimensional optimization (InfiniteOpt) problems involve modeling components (variables, objectives, and constraints) that are functions defined over infinite-dimensional d…

math.OC2021

Spatio-Temporal Economic Properties of Multi-Product Supply Chains

Philip A. Tominac, Weiqi Zhang, Victor M. Zavala

In this work, we analyze the spatio-temporal economic properties of multi-product supply chains. Specifically, we interpret the supply chain as a coordinated market in which stakeh…

math.OC2021★ 8 cited

Measuring and Optimizing System Reliability: A Stochastic Programming Approach

Joshua L. Pulsipher, Victor M. Zavala

We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subjec…

math.OC2021★ 7 cited

A Scalable Stochastic Programming Approach for the Design of Flexible Systems

Joshua L. Pulsipher, Victor M. Zavala

We study the problem of designing systems in order to minimize cost while meeting a given flexibility target. Flexibility is attained by enforcing a joint chance constraint, which…

math.OC2021★ 20 cited

A Computational Framework for Quantifying and Analyzing System Flexibility

Joshua L. Pulsipher, Daniel Rios, Victor M. Zavala

We present a computational framework for analyzing and quantifying system flexibility. Our framework incorporates new features that include: general uncertainty characterizations t…

math.OC2021★ 16 cited

A Mixed-Integer Conic Programming Formulation for Computing the Flexibility Index under Multivariate Gaussian Uncertainty

Joshua L. Pulsipher, Victor M. Zavala

We present a methodology for computing the flexibility index when uncertainty is characterized using multivariate Gaussian random variables. Our approach computes the flexibility i…

eess.SY2021

Remunerating Space-Time, Load-Shifting Flexibility from Data Centers in Electricity Markets

Weiqi Zhang, Victor M. Zavala

We study an electricity market clearing formulation that seeks to remunerate spatio-temporal, load-shifting flexibility provided by data centers (DaCes). Load-shifting flexibility…

math.OC2021

On the Tightness of the Lagrangian Dual Bound for Alternating Current Optimal Power Flow

Weiqi Zhang, Kibaek Kim, Victor M. Zavala

We study tightness properties of a Lagrangian dual (LD) bound for the nonconvex alternating current optimal power flow (ACOPF) problem. We show an LD bound that can be computed in…

math.AT2021

The Euler Characteristic: A General Topological Descriptor for Complex Data

Alexander Smith, Victor Zavala

Datasets are mathematical objects (e.g., point clouds, matrices, graphs, images, fields/functions) that have shape. This shape encodes important knowledge about the system under st…

math.OC2021★ 5 cited

Controllability and Observability Imply Exponential Decay of Sensitivity in Dynamic Optimization

Sungho Shin, Victor M. Zavala

We study a property of dynamic optimization (DO) problems (as those encountered in model predictive control and moving horizon estimation) that is known as exponential decay of sen…