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Unit Tests for Stochastic Optimization [article]

Tom Schaul, Ioannis Antonoglou, David Silver
2014 arXiv   pre-print
In this paper we develop a collection of unit tests for stochastic optimization.  ...  Passing these unit tests is not sufficient, but absolutely necessary for any algorithms with claims to generality or robustness.  ...  Acknowledgements We thank the anonymous ICLR reviewers for their many constructive comments.  ... 
arXiv:1312.6055v3 fatcat:5zkjnyuttrh2ros32ghpf4hrfe

A stochastic algorithm for global optimization and for best populations: A test case of side chains in proteins

M. Glick, A. Rayan, A. Goldblum
2002 Proceedings of the National Academy of Sciences of the United States of America  
The problem of global optimization is pivotal in a variety of scientific fields.  ...  Here, we present a robust stochastic search method that is able to find the global minimum for a given cost function, as well as, in most cases, any number of best solutions for very large combinatorial  ...  Two stochastic searches were conducted for each test protein. A seed number of 100,000 was used for the first search and was replaced by 8,242,117 in the second.  ... 
doi:10.1073/pnas.022418199 pmid:11792838 pmcid:PMC117369 fatcat:c2pfcqsbibguxbwrlofjo73cly

Page 3297 of Mathematical Reviews Vol. , Issue 2001E [page]

2001 Mathematical Reviews  
In the second stage, the units that tested negatively in the first stage are pooled into new groups and retested for the purpose of catching units that were missed in the first stage.  ...  In the first stage of the procedure, the units are randomly pooled into groups, and each group is tested with the screening test.  ... 

Comparison of Scenario-Based and Interval Optimization Approaches to Stochastic SCUC

Lei Wu, Mohammad Shahidehpour, Zuyi Li
2012 IEEE Transactions on Power Systems  
This paper compares applications of scenario-based and interval optimization approaches to stochastic security-constrained unit commitment (Stochastic SCUC).  ...  Index Terms-Interval optimization, scenario-based approach, stochastic SCUC.  ...  ., the optimal objectives values are approximately the same in test cases.  ... 
doi:10.1109/tpwrs.2011.2164947 fatcat:ohwpyh4ynnfargqkghht3hgibu

Optimal Placement of Distribution Generation in Radial Distribution System Using Hybrid Genetic Dragonfly Algorithm

G. V. Naga Lakshmi, A. Jayalaxmi, Venkataramana Veeramsetty
2021 Technology and Economics of Smart Grids and Sustainable Energy  
Optimal placement of distributed generation (DG) is an essential task for distribution companies in order to operate the distribution network in good operating conditions.  ...  Optimal placement of DG units is an optimization problem where minimization of active power losses in the network is considered as an objective function.  ...  Optimal Location and Capacity for DG Units The optimal location and size for the two DG units in IEEE 15 bus distribution system is presented in Table 5 .  ... 
doi:10.1007/s40866-021-00107-w fatcat:zklb3a5e3rdlbmjvbgzsplfmba

Dynamic Optimization of Neural Network Structures Using Probabilistic Modeling [article]

Shinichi Shirakawa, Yasushi Iwata, Youhei Akimoto
2018 arXiv   pre-print
We apply the proposed method to several structure optimization problems such as selection of layers, selection of unit types, and selection of connections using the MNIST, CIFAR-10, and CIFAR-100 datasets  ...  Although various architectures and modules for the DNNs have been proposed, selecting and designing the appropriate network structure for a target problem is a challenging task.  ...  Any stochastic gradient optimizer can be used for W update as well as in the standard neural network training.  ... 
arXiv:1801.07650v1 fatcat:mseuzk2gdnfjvlovmjlvmkt444

Analyzing the quality of the expected value solution in stochastic programming

Francesca Maggioni, Stein W. Wallace
2010 Annals of Operations Research  
It turns out that a large VSS does not necessarily imply that the deterministic solution is useless for the stochastic setting.  ...  The aim of the methods is to find out, even when VSS is large, if the deterministic solution carries useful information for the stochastic case.  ...  Acknowledgements The first author would like to thank the Department of Management Science at Lancaster University Management School, where this work was carried out, for its kind hospitality.  ... 
doi:10.1007/s10479-010-0807-x fatcat:j64a67bci5ho3jkli64qopywje

Stochastic Intervention for Causal Effect Estimation [article]

Tri Dung Duong, Qian Li, Guandong Xu
2021 arXiv   pre-print
Meanwhile, we design a customized genetic algorithm specific to stochastic intervention effect (Ge-SIO) with the aim of providing causal evidence for decision making.  ...  Causal inference methods are widely applied in various decision-making domains such as precision medicine, optimal policy and economics.  ...  for the unit, respectively.  ... 
arXiv:2105.12898v1 fatcat:glzx57asknbfbmzavwxjiyfcse

Review on unit commitment under uncertainty approaches

Kristina Jurkovic, Hrvoje Pandzic, Igor Kuzle
2015 2015 38th International Convention on Information and Communication Technology, Electronics and Microelectronics (MIPRO)  
Generally, generation unit commitment decisions are made once a day, i.e., the commitment decisions are made 24 or more hours ahead of the actual operation.  ...  This paper describes the current practice and analyzes unit commitment formulations available in literature highlighting their advantages and shortcomings. I.  ...  The second stage decides on the dispatch for each scenario for the stochastic optimization part and the worst-case scenario for the robust optimization part.  ... 
doi:10.1109/mipro.2015.7160438 dblp:conf/mipro/JurkovicPK15 fatcat:ce4nnfcnofgopavmiaxo2juism

Stochastic Placement and Sizing of Combined Heat and Power Systems Considering Cost/Benefit Analysis

S. Mehrdad Hosseini, Gholamreza Koohsari, M. Mahdi Zarif, D.B. Hossein Javidi
2013 Research Journal of Applied Sciences Engineering and Technology  
Particle Swarm Optimization (PSO) as a powerful optimization technique is employed for optimization.  ...  This study conducts two separate case studies, 6-bus meshed test system and 14-bus radial test system to demonstrate economical feasibility for investment planning when cost and CHP benefits are taken  ...  Six-bus meshed test system: Table 2 shows the result of deterministic optimal locating and sizing problem for 6-bus meshed test system.  ... 
doi:10.19026/rjaset.5.4980 fatcat:x2npcoh4rffgtirg6uel4e5bsy

Optimal Power Flow, Sizing and Location of Thermal Generating Units Using Meta – Heuristic Soft Computing Algorithms

C. Shilaja, K. Ravi
2016 Procedia Computer Science  
It also considers the optimal sizing and location of thermal generation units for finding the optimal generator with minimal losses in distributed environment.  ...  This paper presents an approach on stochastically approximated optimal power flow (OPF) in thermal generation system.  ...  In this research proposed a stochastic approach using Meta heuristic algorithm for finding optimal size and location for the thermal distribution system and tested in IEEE 30-bus and IEEE 57-bus system  ... 
doi:10.1016/j.procs.2016.07.333 fatcat:auhjwma3kzfeznhzppokjat2eu


Matthias P. Nowak, Werner Römisch
2012 Annals of Operations Research  
A Lagrangian heuristics that provides approximate solutions for the first stage (primal) decisions starting from the optimal (stochastic) multipliers is developed.  ...  A dynamic (multi-stage) stochastic programming model for the weekly cost-optimal generation of electric power in a hydro-thermal generation system under uncertain demand (or load) is developed.  ...  Thomas (VEAG Vereinigte Energiewerke AG) for providing us with the data used in our test runs.  ... 
doi:10.1023/a:1019248506301 fatcat:vfxslrlaczexxbexh2y6mbbzru

Optimization of the hydrotesting sequence in tank farm construction using an adaptive genetic algorithm with stochastic preferential logic

J Lancaster, K Cheng
2008 Proceedings of the Institution of mechanical engineers. Part B, journal of engineering manufacture  
site for this purpose.  ...  In areas such as the Middle East, water for hydrotesting is not freely available as sea water is often not suitable for this purpose, so fresh water needs to be produced or transported to the construction  ...  In the test problem a 180-activity schedule is utilized with 8 activities selected for stochastic logic relationships.  ... 
doi:10.1243/09544054jem1022 fatcat:qbv6vzafwfftfibtshdw26lnme

Optimal Offering and Operating Strategies for Wind-Storage System Participating in Spot Electricity Markets with Progressive Stochastic-Robust Hybrid Optimization Model Series

Yuwei Wang, Huiru Zhao, Peng Li
2019 Mathematical Problems in Engineering  
In this paper, a newly progressive stochastic-robust hybrid optimization model series is proposed for yielding such strategies.  ...  Stochastic optimization (SO) in this progressive framework makes the WF-ESS avoid pursuing profit maximization strictly under the worst-case scenarios of prices uncertainties.  ...  stochastic-robust day-ahead offering solution can be obtained by solving (MP1) for the last time; similarly, the optimal stochastic-robust balancing/real-time offering/operating solution for time unit  ... 
doi:10.1155/2019/2142050 fatcat:u6lxbklf7zao7eovqhiorblc3i

Minimizing Error of Stochastic Computation through Linear Transformation

Yi Wu, Chen Wang, Weikang Qian
2015 Proceedings of the 25th edition on Great Lakes Symposium on VLSI - GLSVLSI '15  
We propose a method to find the optimal linear transformation parameters to minimize the overall error of the stochastic implementation.  ...  However, for some functions, the method cannot find Bernstein polynomials that approximate them closely enough, thus causing a large computation error.  ...  For each test function, we solved the quadratic programming problem proposed in Section 4.2 and obtained the optimal choice of Bg(x) and the linear transformation parameters c and d.  ... 
doi:10.1145/2742060.2743761 dblp:conf/glvlsi/WuWQ15 fatcat:prxgdgyp6rah7ph2xmahhkf6xy
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