Real-Time Optimization in Complex Stochastic Environments
Technical Report,01 Sep 2015,30 Sep 2018
Boston University Boston United States
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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.
- Computer Programming and Software