Aug 23: Paper “On Common-Random-Numbers and the Complexity of Adaptive Sampling Trust-Region Methods” with Ha and Pasupathy now available on optimization-online.

Jul 23: Paper “Building Trees for Probabilistic Prediction via Scoring Rules” with Surer, Plumlee, and Guikema submitted.

Jun 23: Paper “Strata Design in Stochastic Simulations with Multivariate Inputs” with Park, Byon, and Ko submitted.

Jun 23: Paper “Wake Effect Parameter Calibration with Large-Scale Field Operational Data using Stochastic Optimization” published in Applied Energy! Here are some highlights:

• Engineering wake models have parameters that crucially affect their performance.
• Wake parameters can be calibrated as constants or functions of other wind variables.
• Stochastic optimization (SO) provides accurate and reliable wake calibrations.
• Both point and functional calibration of wake parameters can be done well with SO.
• A derivative-free trust-region SO method provides robust wake calibration.
• Efficiently implemented trust-region SO uses adaptive sampling and variance reduction.
• Stratifying data based on wind characteristics effectively reduces variance during SO.
• Choosing strata of wind data and dynamically sampling from each expedites calibration.
• Robust wake calibration helps understanding power deficit patterns in wind farms.
• Good prediction of power deficit due to wake enables optimal design of new wind farms.

Jun 23: Paper “Data Farming Simulation Optimization Solver Parameters” with Eckman and Sanchez submitted.

May 23: Paper “Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimization” is submitted and accessible on arxiv.

Apr 23: Paper “Predicting Additive Manufacturing Defects with Robust Feature Selection for Imbalanced Data” accepted for publication in IISE Transactions.