Mar 24: Ha presented First Order Trust Region Methods with Adaptive Sampling at the 2nd INFORMS Optimization Society’s Conference in Houston, TX.
Group News
There are 70 posts filed in Group News (this is page 2 of 4).
Mar 24: Paper “Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimization” accepted for publication in IISE Transactions.
Jan 24: New paper “Robust Variational Quantum Algorithms Incorporating Hamiltonian Uncertainty” submitted.
Jan 24: New paper “Simulation Model Calibration with Dynamic Stratification and Adaptive Sampling” submitted.
Dec 23: Join the Shashaani Research Group at 2023 Winter Simulation Conference in San Antonio. WSC starts with the SimOpt workshop, co-hosted by Shashaani.
Yunsoo at PhD Colloquium Poster Session
Kimia at PhD Colloquium Poster Session
Group Dinner by River Walk in San Antonio
Nov 23: Ha successfully defends his PhD dissertation and receives an unconditional pass from the committee. He will next be joining the National Laboratory of Renewable Energy as a postdoc working with a computational optimization group. Congratulations Dr. Ha!
Nov 23: Shashaani and colleagues from Biological & Agricultural Engineering and Marine, Earth and Atmospheric Sciences win a 1-year grant from NC Department of Justice to minimize impacts of climate variability on NC swine farms through the use of simulations and decision-making under uncertainty
Nov 2023: New paper “Statistical Inference on Simulation Output: Batching as an Inferential Device” with Y. Jeon and R. Pasupathy submitted.
Oct 23: Ha presents oracle complexity with adaptive sampling at the Midwest Optimization Meeting held at the University of Michigan:
Oct 2023: Shashaani’s group have 5 presentations at the 2023 INFORMS annual meeting:
Sep 2023: Shashaani selected as the Southern Cross University’s International Alumnus of the Year
Aug 23: Vahdat successfully defended her PhD dissertation and will be a data analyst in Liberty Mutual after graduate school. Congratulations Kimia!
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.
Jun 23: Pranav Jain unconditionally passes his preliminary doctoral exam. Congratulations Pranav!
May 23: Jain to join National Renewable Energy Laboratory (NREL) as an intern in Summer 2023.
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.