activity
20032026
most citedStochastic approximation of score functions for Gaussian processes

44 citations · 250 across the 61 of their papers we have counts for

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Showing 2020Show all

8 papers · 1 filter

math.OC2020

Failure Probability Constrained AC Optimal Power Flow

Anirudh Subramanyam, Jacob Roth, Albert Lam +1

Despite cascading failures being the central cause of blackouts in power transmission systems, existing operational and planning decisions are made largely by ignoring their underl…

stat.ME2020

Flexible nonstationary spatio-temporal modeling of high-frequency monitoring data

Christopher J. Geoga, Mihai Anitescu, Michael L. Stein

Many physical datasets are generated by collections of instruments that make measurements at regular time intervals. For such regular monitoring data, we extend the framework of ha…

physics.comp-ph2020★ 1 cited

A Machine-Learning-Based Importance Sampling Method to Compute Rare Event Probabilities

Vishwas Rao, Romit Maulik, Emil Constantinescu +1

We develop a novel computational method for evaluating the extreme excursion probabilities arising from random initialization of nonlinear dynamical systems. The method uses excurs…

math.OC2020★ 2 cited

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Sen Na, Sungho Shin, Mihai Anitescu +1

We study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domai…

math.OC2020

Sequential Bayesian Parameter Estimation of Stochastic Dynamic Load Models

Daniel Adrian Maldonado, Vishwas Rao, Mihai Anitescu +1

In this paper we focus on the parameter estimation of dynamic load models with stochastic terms, in particular, load models where protection settings are uncertain, such as in aggr…

math.OC2020★ 7 cited

Overlapping Schwarz Decomposition for Constrained Quadratic Programs

Sungho Shin, Mihai Anitescu, Victor M. Zavala

We present an overlapping Schwarz decomposition algorithm for constrained quadratic programs (QPs). Schwarz algorithms have been traditionally used to solve linear algebra systems…

math.NA2020★ 3 cited

Efficient computation of extreme excursion probabilities for dynamical systems

Vishwas Rao, Mihai Anitescu

We develop a novel computational method for evaluating the extreme excursion probabilities arising for random initialization of nonlinear dynamical systems. The method uses a Marko…

math.OC2020★ 1 cited

Superconvergence of Online Optimization for Model Predictive Control

Sen Na, Mihai Anitescu

We develop a one-Newton-step-per-horizon, online, lag-, model predictive control (MPC) algorithm for solving discrete-time, equality-constrained, nonlinear dynamic programs. Bas…