Search Results for author: Andrew Wynn

Found 5 papers, 5 papers with code

Investigating Bayesian optimization for expensive-to-evaluate black box functions: Application in fluid dynamics

1 code implementation19 Jul 2022 Mike Diessner, Joseph O'Connor, Andrew Wynn, Sylvain Laizet, Yu Guan, Kevin Wilson, Richard D. Whalley

To illustrate how these findings can be used to inform a Bayesian optimization setup tailored to a specific problem, two simulations in the area of computational fluid dynamics are optimized, giving evidence that suitable solutions can be found in a small number of evaluations of the objective function for complex, real problems.

Construction of quasi-potentials for stochastic dynamical systems: an optimization approach

1 code implementation18 May 2018 Rowan D Brackston, Andrew Wynn, Michael P. H. Stumpf

The construction of effective and informative landscapes for stochastic dynamical systems has proven a long-standing and complex problem.

Optimization and Control Dynamical Systems Quantitative Methods

Chordal decomposition in operator-splitting methods for sparse semidefinite programs

2 code implementations17 Jul 2017 Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou, Paul Goulart, Andrew Wynn

We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints.

Optimization and Control

Fast ADMM for homogeneous self-dual embedding of sparse SDPs

2 code implementations6 Nov 2016 Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou, Paul Goulart, Andrew Wynn

We propose an efficient first-order method, based on the alternating direction method of multipliers (ADMM), to solve the homogeneous self-dual embedding problem for a primal-dual pair of semidefinite programs (SDPs) with chordal sparsity.

Optimization and Control

Fast ADMM for Semidefinite Programs with Chordal Sparsity

2 code implementations20 Sep 2016 Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou, Paul Goulart, Andrew Wynn

We show that chordal decomposition can be applied to either the primal or the dual standard form of a sparse SDP, resulting in scaled versions of ADMM algorithms with the same computational cost.

Optimization and Control

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