Simultaneous perturbation stochastic approximation
View article
Performance comparison of optimization methods on variational quantum algorithms Open
International audience
View article
Calibration of traffic flow models using a memetic algorithm Open
A Memetic Algorithm (MA) for the calibration of microscopic traffic flow simulation models is proposed in this study. The proposed MA includes a combination of genetic and simulated annealing algorithms. The genetic algorithm performs the …
View article
W–SPSA in Practice: Approximation of Weight Matrices and Calibration of Traffic Simulation Models Open
The development and calibration of complex traffic models demands parsimonious techniques, because such models often involve hundreds of thousands of unknown parameters. The Weighted Simultaneous Perturbation Stochastic Approximation (W–SP…
View article
Cumulative prospect theory meets reinforcement learning: prediction and control Open
Cumulative prospect theory (CPT) is known to model human decisions well, with substantial empirical evidence supporting this claim. CPT works by distorting probabilities and is more general than the classic expected utility and coherent ri…
View article
Optimal Tuning of Quantum Generative Adversarial Networks for Multivariate Distribution Loading Open
Loading data efficiently from classical memories to quantum computers is a key challenge of noisy intermediate-scale quantum computers. Such a problem can be addressed through quantum generative adversarial networks (qGANs), which are nois…
View article
Robust SPSA algorithms for dynamic OD matrix estimation Open
The Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm has been used for solving the off-line dynamic origin-destination (OD) estimation problem. While the algorithm can be used with very general formulations of the proble…
View article
Parameter tuning technique for a model-free vibration control system based on a virtual controlled object Open
A parameter tuning technique without manual trial-and-error procedures is proposed for a controller in a model-free vibration control system based on a virtual controlled object (VCO), which is defined as a single-degree-of-freedom (SDOF) …
View article
Online adaptive PID control for MIMO systems using simultaneous perturbation stochastic approximation Open
This paper proposes a constitution method for an adaptive PID control system that follows a non-stationary system. Because a PID controller has various practical benefits that are easy to implement, unnecessary of controlled model and high…
View article
Stochastic energy optimization for mobile GPS applications Open
Mobile applications regularly interact with their noisy and ever-changing physical environment. The fundamentally uncertain nature of such interactions leads to significant challenges in energy optimization, a crucial goal of software engi…
View article
Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control Open
Cumulative prospect theory (CPT) is known to model human decisions well, with substantial empirical evidence supporting this claim. CPT works by distorting probabilities and is more general than the classic expected utility and coherent ri…
View article
Quality Control for Medium Voltage Insulator via a Knowledge-Informed SPSA Based on Historical Gradient Approximations Open
Medium voltage insulators are essential and versatile components in electrical engineering. Quality control of the manufacturing process for the insulators has a significant role in their economic production and reliable operation. As the …
View article
Best-Practice Aspects of Quantum-Computer Calculations: A Case Study of the Hydrogen Molecule Open
Quantum computers are reaching one crucial milestone after another. Motivated by their progress in quantum chemistry, we performed an extensive series of simulations of quantum-computer runs that were aimed at inspecting the best-practice …
View article
Dynamic Car–Following Model Calibration Using SPSA and ISRES Algorithms Open
Calibration plays a fundamental role in successful applications of traffic simulation and Intelligent Transportation Systems. In this research, the calibration of car–following models is seen as a dynamic problem, which is solved at each i…
View article
Helicopter Control Energy Reduction Using Moving Horizontal Tail Open
Helicopter moving horizontal tail (i.e., MHT) strategy is applied in order to save helicopter flight control system (i.e., FCS) energy. For this intention complex, physics‐based, control‐oriented nonlinear helicopter models are used. Equat…
View article
A New Hybrid Approach Using the Simultaneous Perturbation Stochastic Approximation Method for the Optimal Allocation of Electrical Energy Storage Systems Open
This paper deals with the optimal allocation (siting and sizing) of distributed electrical energy storage systems in unbalanced electrical distribution systems. This problem is formulated as a mixed, non-linear, constrained minimization pr…
View article
Dynamic O-D Demand Estimation: Application of SPSA AD-PI Method in Conjunction with Different Assignment Strategies Open
This paper examines the impact of applying dynamic traffic assignment (DTA) and quasi-dynamic traffic assignment (QDTA) models, which apply different route choice approaches (shortest paths based on current travel times, User Equilibrium: …
View article
SPSA-FSR: Simultaneous Perturbation Stochastic Approximation for Feature Selection and Ranking Open
This manuscript presents the following: (1) an improved version of the Binary Simultaneous Perturbation Stochastic Approximation (SPSA) Method for feature selection in machine learning (Aksakalli and Malekipirbazari, Pattern Recognition Le…
View article
Calibration of the demand structure for dynamic traffic assignment using flow and speed data: exploiting the advantage of distributed computing in derivative-free optimization algorithms Open
Stochastic optimization algorithms have been used in the recent literature as a preferred way for calibrating Dynamic Traffic Assignment (DTA) models, as the computation of explicit gradients is numerically too cumbersome on real networks.…
View article
GLOBAL OPTIMIZATION METHOD FOR DESIGN PROBLEMS Open
In structural design optimization method, numerical techniques are increasingly used. In typical structural optimization problems there may be many locally minimum configurations. For that reason, the application of a global method, which …
View article
Stochastic perturbation of subgradient algorithm for nonconvex deep neural networks Open
Choosing a learning rate is a necessary part of any subgradient method optimization. With deeper models such as convolutional neural networks of image classification, fine-tuning the learning rate can quickly become tedious, and it does no…
View article
Simulation-based Optimization of Toll Pricing in Large-Scale Urban Networks using the Network Fundamental Diagram: A Cross-Comparison of Methods Open
Simulation-based optimization (SO or SBO) has become increasingly important to address challenging transportation network design problems. In this paper, we propose to solve two toll pricing problems with different levels of complexity usi…
View article
IK-SPSA-Based Performance Optimization Strategy for Steam Generator Level Control System of Nuclear Power Plant Open
The steam generator (SG) is a critical component of the steam supply system in the nuclear power plant (NPP). Hence, it is necessary to control the SG level well to ensure the stable operation of the NPPs. However, its dynamic level respon…
View article
Study on Simulation Optimization of Dynamic Traffic Signal Based on Complex Networks Open
Regional traffic signal optimization has been always a hot research field. The study of signal control in urban traffic network is a fundamental work to enhance traffic efficiency and depress traffic congestion. In this paper, the optimiza…
View article
Hybrid Framework for Enhanced Dynamic Optimization of Intelligent Completion Design in Multilateral Wells with Multiple Types of Flow Control Devices Open
Multilateral wells (MLWs) equipped with multiple flow control devices (FCDs) are becoming increasingly favored within the oil sector due to their ability to enhance well-to-reservoir exposure and effectively handle unwanted fluid breakthro…
View article
Online tuning of a model-based controller by perturbation of its poles Open
This study proposes an online tuning method using a model-based controller with adaptive parameters in the controller to effectively maintain the control performance and stability due to characteristic variations in the structure. Although…
View article
Gradient Estimation with Constant Scaling for Hybrid Quantum Machine Learning Open
We present a novel method for determining gradients of parameterised quantum circuits (PQCs) in hybrid quantum-classical machine learning models by applying the multivariate version of the simultaneous perturbation stochastic approximation…
View article
Conquering the Worst Case of Infections in Networks Open
We develop algorithms to control the scope of an infection spread on a network by allocating a fixed immunization budget to edges of the graph. We assume that the infection propagates according to an independent cascade model and intervent…
View article
Partially observed distributed optimization under unknown-but-bounded disturbances Open
In this paper, we consider non-stationary distributed optimization with partially observed parameters with acceleration based on the estimate sequence proposed by Y. Nesterov. We formulate this partial observability as time-varying communi…
View article
Integrated photovoltaic storage joint smoothing strategy based on simultaneous perturbation stochastic approximation algorithm Open
In order to realize the real-time control of photovoltaic power generation smoothly connected to the grid under the condition that the energy storage equipment can operate safely, a control strategy combining the simultaneous perturbation …
View article
A Comparison of Different Approaches to Dynamic Origin-Destination Matrix Estimation in Urban Traffic Open
Given the counters of vehicles that traverse the roads of a traffic network, we reconstruct the travel demand that generated them expressed in terms of the number of origin-destination trips made by users. We model the problem as a bi-leve…