1 code implementation • 19 Jul 2022 • Mike Diessner, Joseph O'Connor, Andrew Wynn, Sylvain Laizet, Yu Guan, Kevin Wilson, Richard D. Whalley
To illustrate how these findings can be used to inform a Bayesian optimization setup tailored to a specific problem, two simulations in the area of computational fluid dynamics are optimized, giving evidence that suitable solutions can be found in a small number of evaluations of the objective function for complex, real problems.
1 code implementation • 18 May 2018 • Rowan D Brackston, Andrew Wynn, Michael P. H. Stumpf
The construction of effective and informative landscapes for stochastic dynamical systems has proven a long-standing and complex problem.
Optimization and Control Dynamical Systems Quantitative Methods
2 code implementations • 17 Jul 2017 • Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou, Paul Goulart, Andrew Wynn
We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints.
Optimization and Control
2 code implementations • 6 Nov 2016 • Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou, Paul Goulart, Andrew Wynn
We propose an efficient first-order method, based on the alternating direction method of multipliers (ADMM), to solve the homogeneous self-dual embedding problem for a primal-dual pair of semidefinite programs (SDPs) with chordal sparsity.
Optimization and Control
2 code implementations • 20 Sep 2016 • Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou, Paul Goulart, Andrew Wynn
We show that chordal decomposition can be applied to either the primal or the dual standard form of a sparse SDP, resulting in scaled versions of ADMM algorithms with the same computational cost.
Optimization and Control