44 citations · 250 across the 61 of their papers we have counts for
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Solving Optimal Experimental Design with Sequential Quadratic Programming and Chebyshev Interpolation
Jing Yu, Mihai Anitescu
We propose an optimization algorithm to compute the optimal sensor locations in experimental design in the formulation of Bayesian inverse problems, where the parameter-to-observab…
A Kinetic Monte Carlo Approach for Simulating Cascading Transmission Line Failure
Jacob Roth, David A. Barajas-Solano, Panos Stinis +2
In this work, cascading transmission line failures are studied through a dynamical model of the power system operating under fixed conditions. The power grid is modeled as a stocha…
Exponential Decay in the Sensitivity Analysis of Nonlinear Dynamic Programming
Sen Na, Mihai Anitescu
In this paper, we study the sensitivity of discrete-time dynamic programs with nonlinear dynamics and objective to perturbations in the initial conditions and reference parameters.…
Distributionally Robust Optimization with Correlated Data from Vector Autoregressive Processes
Xialiang Dou, Mihai Anitescu
We present a distributionally robust formulation of a stochastic optimization problem for non-i.i.d vector autoregressive data. We use the Wasserstein distance to define robustness…