Linear semi-infinite programming (LSIP) is a branch of optimisation that focuses on problems where a finite number of decision variables is subject to infinitely many linear constraints. This ...

In this paper, we introduce an approach for constructing uncertainty sets for robust optimization using new deviation measures for random variables termed the forward and backward deviations. These ...

Students will learn about the most common numerical optimization algorithms for solving smooth unconstrained and constrained optimization problems. They will understand the theoretical foundation and ...

This paper develops a new algorithm for solving the general nonlinear programming problem that melds the flexible simplex search of Nelder and Mead with various additional rules to take care of ...

In this seminar, we will discuss recent advancements in using bilinear programming techniques to design output feedback controllers for systems that are subjected to persistent disturbances and have ...