Accession Number:

AD1085605

Title:

Real-Time Optimization in Complex Stochastic Environments

Descriptive Note:

Technical Report,01 Sep 2015,30 Sep 2018

Corporate Author:

Boston University Boston United States

Personal Author(s):

• Cassandras,Christos G.

Report Date:

2018-12-14

Pagination or Media Count:

18.0

Abstract:

The research in this project aims to enable a systematic on-line use of optimization techniques for real-time applications in complex, time-varying stochastic environments. This is in contrast to off-line optimization where computationally intensive methods may be used. The main outcomes of the project are a event-driven distributed optimization algorithms which exploit the spatial decomposition of complex optimization problems and involve minimal communication, b receding horizon algorithms which exploit a temporal rather than spatial decomposition, c a novel boosting function approach which takes advantage of structural information to escape local optima and approach global optimality.

Descriptors:

• multiagent systems
• optimization
• algorithms
• flow network
• control systems
• wireless sensor networks
• simulations
• probability
• hybrid systems
• decomposition
• applied mathematics
• cyber physical systems
• classification

Subject Categories:

• Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE