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20152026
most citedNew Paradigms for Exploiting Parallel Experiments in Bayesian Optimization

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

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Showing 2021 · math.OCShow all

11 papers · 2 filters

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…

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.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…

math.OC2021★ 24 cited

Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs

Sungho Shin, Mihai Anitescu, Victor M. Zavala

We study solution sensitivity for nonlinear programs (NLPs) whose structures are induced by graphs. These NLPs arise in many applications such as dynamic optimization, stochastic o…