Abstract: Most real-world search and optimization problems involve multiple conflicting objectives and results in a Pareto-optimal set. Various multi-objective optimization algorithms have been ...

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Abstract: The promise of model-predictive control in robotics has led to extensive development of efficient numerical optimal control solvers in line with differential dynamic programming because it ...

We consider the optimal scheduling of hydropower plants in a hydrothermal interconnected system. This problem, of outmost importance for large-scale power systems with a high proportion of hydraulic ...

The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...