Search Results - "ANITESCU, Mihai"
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1
Multidimensional sum-up rounding for integer programming in optimal experimental design
Published in Mathematical programming (01-01-2021)“…We present a numerical method for approximating the solution of convex integer programs stemming from optimal experimental design. The statistical setup…”
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2
Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming
Published in Mathematical programming (01-11-2023)“…We study nonlinear optimization problems with a stochastic objective and deterministic equality and inequality constraints, which emerge in numerous…”
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3
An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians
Published in Mathematical programming (01-05-2023)“…We consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its…”
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4
Optimization-based simulation of nonsmooth rigid multibody dynamics
Published in Mathematical programming (01-01-2006)“…We present a time-stepping method to simulate rigid multibody dynamics with inelastic collision, contact, and friction. The method progresses with fixed time…”
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5
An iterative approach for cone complementarity problems for nonsmooth dynamics
Published in Computational optimization and applications (01-10-2010)“…Aiming at a fast and robust simulation of large multibody systems with contacts and friction, this work presents a novel method for solving large cone…”
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6
Scalable computations for nonstationary Gaussian processes
Published in Statistics and computing (01-08-2023)“…Nonstationary Gaussian process models can capture complex spatially varying dependence structures in spatial data. However, the large number of observations in…”
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7
STOCHASTIC APPROXIMATION OF SCORE FUNCTIONS FOR GAUSSIAN PROCESSES
Published in The annals of applied statistics (01-06-2013)“…We discuss the statistical properties of a recently introduced unbiased stochastic approximation to the score equations for maximum likelihood calculation for…”
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8
Detecting Large Frequency Excursions in the Power Grid With Bayesian Decision Theory
Published in IEEE open access journal of power and energy (2022)“…Disturbances in power systems, such as a generator trip, affect the frequency and voltage of the power grid. A framework that enables anticipating potentially…”
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9
A high-performance computing framework for analyzing the economic impacts of wind correlation
Published in Electric power systems research (01-12-2016)“…•The impact of capturing wind spatiotemporal correlations on grid dispatch procedures is analyzed.•Stochastic optimization, shrinkage covariance matrix…”
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10
Superconvergence of Online Optimization for Model Predictive Control
Published in IEEE transactions on automatic control (18-11-2022)“…We develop a one-Newton-step-per-horizon, online, lag-L, model predictive control (MPC) algorithm for solving discrete-time, equality-constrained, nonlinear…”
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11
A Real-Time Optimization with Warm-Start of Multiperiod AC Optimal Power Flows
Published in Electric power systems research (01-12-2020)“…•A real-time optimization of a moving horizon of multiperiod AC optimal power flows•Warm-start methods for a moving horizon and their KKT error analysis•An…”
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12
Time-stepping for three-dimensional rigid body dynamics
Published in Computer methods in applied mechanics and engineering (20-07-1999)“…Traditional methods for simulating rigid body dynamics involves determining the current contact arrangement (e.g., each contact is either a “rolling” or…”
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13
Distributionally robust optimization with correlated data from vector autoregressive processes
Published in Operations research letters (01-07-2019)“…We present a distributionally robust formulation of a stochastic optimization problem for non-i.i.d vector autoregressive data. We use the Wasserstein distance…”
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14
Superconvergence of Online Optimization for Model Predictive Control
Published in IEEE transactions on automatic control (01-03-2023)“…We develop a one-Newton-step-per-horizon, online, lag-<inline-formula><tex-math notation="LaTeX">L</tex-math></inline-formula>, model predictive control (MPC)…”
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15
How can statistics help to prevent blackouts?
Published in Significance (Oxford, England) (10-02-2023)“…Abstract Last issue, Amanda Lenzi and Mihai Anitescu introduced the role of statistics in energy forecasting. Here, they explore the best way to anticipate and…”
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16
How statistics keeps the lights on
Published in Significance (Oxford, England) (01-12-2022)“…Amanda Lenzi and Mihai Anitescu answer six key questions on the role of statistics in energy forecasting. Part one of a two‐part series How do energy companies…”
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17
Distributionally robust optimization with correlated data from vector autoregressive processes
Published in Operations research letters (01-07-2019)Get full text
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18
An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians
Published in Mathematical programming (30-06-2022)“…In this study, we consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the…”
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19
Accelerating optimal power flow with GPUs: SIMD abstraction of nonlinear programs and condensed-space interior-point methods
Published in Electric power systems research (01-11-2024)“…This paper introduces a framework for solving alternating current optimal power flow (ACOPF) problems using graphics processing units (GPUs). While GPUs have…”
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20
Optimal Bandwidth for Multitaper Spectrum Estimation
Published in IEEE signal processing letters (01-11-2017)“…A systematic method for bandwidth parameter selection is desired for Thomson multitaper spectrum estimation. We give a method for determining the optimal…”
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