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Ariel, the Atmospheric Remote-sensing Infrared Exoplanet Large-survey, was adopted as the fourth medium-class mission in ESA's Cosmic Vision programme to be launched in 2029. During its 4-year mission, Ariel will study what exoplanets are made of, how they formed and how they evolve, by surveying a diverse sample of about 1000 extrasolar planets, simultaneously in visible and infrared wavelengths. It is the first mission dedicated to measuring the chemical composition and thermal structures of hundreds of transiting exoplanets, enabling planetary science far beyond the boundaries of the Solar System. The payload consists of an off-axis Cassegrain telescope (primary mirror 1100 mm x 730 mm ellipse) and two separate instruments (FGS and AIRS) covering simultaneously 0.5-7.8 micron spectral range. The satellite is best placed into an L2 orbit to maximise the thermal stability and the field of regard. The payload module is passively cooled via a series of V-Groove radiators; the detectors for the AIRS are the only items that require active cooling via an active Ne JT cooler. The Ariel payload is developed by a consortium of more than 50 institutes from 16 ESA countries, which include the UK, France, Italy, Belgium, Poland, Spain, Austria, Denmark, Ireland, Portugal, Czech Republic, Hungary, the Netherlands, Sweden, Norway, Estonia, and a NASA contribution., Comment: Ariel Definition Study Report, 147 pages. Reviewed by ESA Science Advisory Structure in November 2020. Original document available at: https://www.cosmos.esa.int/documents/1783156/3267291/Ariel_RedBook_Nov2020.pdf/

Mixed Integer Linear Programs (MILP) are well known to be NP-hard (Non-deterministic Polynomial-time hard) problems in general. Even though pure optimization-based methods, such as constraint generation, are guaranteed to provide an optimal solution if enough time is given, their use in online applications remains a great challenge due to their usual excessive time requirements. To alleviate their computational burden, some machine learning techniques (ML) have been proposed in the literature, using the information provided by previously solved MILP instances. Unfortunately, these techniques report a non-negligible percentage of infeasible or suboptimal instances. By linking mathematical optimization and machine learning, this paper proposes a novel approach that speeds up the traditional constraint generation method, preserving feasibility and optimality guarantees. In particular, we first identify offline the so-called invariant constraint set of past MILP instances. We then train (also offline) a machine learning method to learn an invariant constraint set as a function of the problem parameters of each instance. Next, we predict online an invariant constraint set of the new unseen MILP application and use it to initialize the constraint generation method. This warm-started strategy significantly reduces the number of iterations to reach optimality, and therefore, the computational burden to solve online each MILP problem is significantly reduced. Very importantly, all the feasibility and optimality theoretical guarantees of the traditional constraint generation method are inherited by our proposed methodology. The computational performance of the proposed approach is quantified through synthetic and real-life MILP applications.

To investigate the feasibility of ancillary target observations with ESA's Ariel mission, we compiled a list of potentially interesting young stars: FUors, systems harbouring extreme debris discs and a larger sample of young stellar objects showing strong near/mid-infrared excess. These objects can be observed as additional targets in the waiting times between the scheduled exoplanet transit and occultation observations. After analyzing the schedule for Ariel an algorithm was constructed to find the optimal target to be observed in each gap. The selection was mainly based on the slew and stabilization time needed to observe the selected YSO, but it also incorporated the scientific importance of the targets and whether they have already been sufficiently measured. After acquiring an adequately large sample of simulation data, it was concluded that approximately 99.2% of the available -- at least one hour long -- gaps could be used effectively. With an average slewing and stabilization time of about 16.7 minutes between scheduled exoplanet transits and ancillary targets, this corresponds to an additional $2881 \pm 56$ hours of active data gathering. When this additional time is used to observe our selected 200 ancillary targets, a typical signal-to-noise ratio of $\sim$10$^4$ can be achieved along the whole spectral window covered by Ariel., Comment: Accepted for publication in Experimental Astronomy

Nowadays, sensors play a major role in several contexts like science, industry and daily life which benefit of their use. However, the retrieved information must be reliable. Anomalies in the behavior of sensors can give rise to critical consequences such as ruining a scientific project or jeopardizing the quality of the production in industrial production lines. One of the more subtle kind of anomalies are uncalibrations. An uncalibration is said to take place when the sensor is not adjusted or standardized by calibration according to a ground truth value. In this work, an online machine-learning based uncalibration detector for temperature, humidity and pressure sensors was developed. This solution integrates an Artificial Neural Network as main component which learns from the behavior of the sensors under calibrated conditions. Then, after trained and deployed, it detects uncalibrations once they take place. The obtained results show that the proposed solution is able to detect uncalibrations for deviation values of 0.25 degrees, 1% RH and 1.5 Pa, respectively. This solution can be adapted to different contexts by means of transfer learning, whose application allows for the addition of new sensors, the deployment into new environments and the retraining of the model with minimum amounts of data.

In recent years, locomotion mechanisms exhibited by vertebrate animals have been the inspiration for the improvement in the performance of robotic systems. These mechanisms include the adaptability of their locomotion to any change registered in the environment through their biological sensors. In this regard, we aim to replicate such kind of adaptability in legged robots through a Spiking Central Pattern Generator. This Spiking Central Pattern Generator generates different locomotion (rhythmic) patterns which are driven by an external stimulus, that is, the output of a Force Sensitive Resistor connected to the robot to provide feedback. The Spiking Central Pattern Generator consists of a network of five populations of Leaky Integrate-and-Fire neurons designed with a specific topology in such a way that the rhythmic patterns can be generated and driven by the aforementioned external stimulus. Therefore, the locomotion of the end robotic platform (any-legged robot) can be adapted to the terrain by using any sensor as input. The Spiking Central Pattern Generator with adaptive learning has been numerically validated at software and hardware level, using the Brian 2 simulator and the SpiNNaker neuromorphic platform for the latest. In particular, our experiments clearly show an adaptation in the oscillation frequencies between the spikes produced in the populations of the Spiking Central Pattern Generator while the input stimulus varies. To validate the robustness and adaptability of the Spiking Central Pattern Generator, we have performed several tests by variating the output of the sensor. These experiments were carried out in Brian 2 and SpiNNaker; both implementations showed a similar behavior with a Pearson correlation coefficient of 0.905., Comment: 23 pages, 12 figures

This paper proposes a polynomial-time algorithm to construct the monotone stepwise curve that minimizes the sum of squared errors with respect to a given cloud of data points. The fitted curve is also constrained on the maximum number of steps it can be composed of and on the minimum step length. Our algorithm relies on dynamic programming and is built on the basis that said curve-fitting task can be tackled as a shortest-path type of problem. Numerical results on synthetic and realistic data sets reveal that our algorithm is able to provide the globally optimal monotone stepwise curve fit for samples with thousands of data points in less than a few hours. Furthermore, the algorithm gives a certificate on the optimality gap of any incumbent solution it generates. From a practical standpoint, this piece of research is motivated by the roll-out of smart grids and the increasing role played by the small flexible consumption of electricity in the large-scale integration of renewable energy sources into current power systems. Within this context, our algorithm constitutes an useful tool to generate bidding curves for a pool of small flexible consumers to partake in wholesale electricity markets., Comment: 30 pages, 7 figures

Accounting for the effects of stellar magnetic phenomena is indispensable to fully exploit radial velocities (RVs). Correlated time variations are often mitigated by Gaussian processes (GP). They rely on fitting kernel functions that are motivated on mathematical grounds, and whose physical interpretation is often elusive. We aim to establish a connection between stellar activity affecting RVs and their correlations with physical parameters, and compare this connection with kernels used in the literature. We use simple activity models to investigate the relationship between the physical processes generating the signals and the covariances typically found in data, and to demonstrate the qualitative behaviour of this relationship. We use the StarSim code to calculate RVs of an M dwarf with different realistic evolving spot configurations. Their auto-correlation functions (ACF) show a very specific behaviour and are related to the kernel. GP regression is performed using a quasi-periodic (QP) and harmonic oscillator kernels. Comparison of the resulting kernels with the exact ACFs allows us to cross-match the kernel hyper-parameters with the introduced physical values, study the overall capabilities of the kernels, and improve their definition. We find that the QP kernel provides a more straightforward interpretation of the physics. It is able to consistently recover both the introduced rotation period P and the spot lifetime. Our study indicates that the performance can be enhanced by fixing the form factor w and adding a physically motivated cosine term with period P/2, where the contribution to the ACF for the different spot configurations differs significantly. The new quasi-periodic with cosine kernel leads to significantly better model likelihoods, can potentially distinguish between different spot configurations, and can thereby improve the sensitivity of RV exoplanet searches.

We consider stochastic programs conditional on some covariate information, where the only knowledge of the possible relationship between the uncertain parameters and the covariates is reduced to a finite data sample of their joint distribution. By exploiting the close link between the notion of trimmings of a probability measure and the partial mass transportation problem, we construct a data-driven Distributionally Robust Optimization (DRO) framework to hedge the decision against the intrinsic error in the process of inferring conditional information from limited joint data. We show that our approach is computationally as tractable as the standard (without side information) Wasserstein-metric-based DRO and enjoys performance guarantees. Furthermore, our DRO framework can be conveniently used to address data-driven decision-making problems under contaminated samples and naturally produces distributionally robust versions of some local nonparametric predictive methods, such as Nadaraya-Watson kernel regression and $K$-nearest neighbors, which are often used in the context of conditional stochastic optimization. Finally, the theoretical results are illustrated using a single-item newsvendor problem and a portfolio allocation problem with side information., Comment: 24 figures, 76 pages

In this paper, we propose a novel approach for data-driven decision-making under uncertainty in the presence of contextual information. Given a finite collection of observations of the uncertain parameters and potential explanatory variables (i.e., the contextual information), our approach fits a parametric model to those data that is specifically tailored to maximizing the decision value, while accounting for possible feasibility constraints. From a mathematical point of view, our framework translates into a bilevel program, for which we provide both a fast regularization procedure and a big-M-based reformulation that can be solved using off-the-shelf optimization solvers. We showcase the benefits of moving from the traditional scheme for model estimation (based on statistical quality metrics) to decision-guided prediction using three different practical problems. We also compare our approach with existing ones in a realistic case study that considers a strategic power producer that participates in the Iberian electricity market. Finally, we use these numerical simulations to analyze the conditions (in terms of the firm's cost structure and production capacity) under which our approach proves to be more advantageous to the producer.

The mass of a star is the most fundamental parameter for its structure, evolution, and final fate. It is particularly important for any kind of stellar archaeology and characterization of exoplanets. There exists a variety of methods in astronomy to estimate or determine it. In this review we present a significant number of such methods, beginning with the most direct and model-independent approach using detached eclipsing binaries. We then move to more indirect and model-dependent methods, such as the quite commonly used isochrone or stellar track fitting. The arrival of quantitative asteroseismology has opened a completely new approach to determine stellar masses and to complement and improve the accuracy of other methods. We include methods for different evolutionary stages, from the pre-main sequence to evolved (super)giants and final remnants. For all methods uncertainties and restrictions will be discussed. We provide lists of altogether more than 200 benchmark stars with relative mass accuracies between $[0.3,2]\%$ for the covered mass range of $M\in [0.1,16]\,\msun$, $75\%$ of which are stars burning hydrogen in their core and the other $25\%$ covering all other evolved stages. We close with a recommendation how to combine various methods to arrive at a "mass-ladder" for stars., Comment: Invited review article for The Astronomy and Astrophysics Review. 146 pages, 16 figures, 11 tables. Accepted version by the Journal. It includes summary figure of accuracy/precision of methods for mass ranges and summary table for individual methods

In recent years, feature selection has become a challenging problem in several machine learning fields, such as classification problems. Support Vector Machine (SVM) is a well-known technique applied in classification tasks. Various methodologies have been proposed in the literature to select the most relevant features in SVM. Unfortunately, all of them either deal with the feature selection problem in the linear classification setting or propose ad-hoc approaches that are difficult to implement in practice. In contrast, we propose an embedded feature selection method based on a min-max optimization problem, where a trade-off between model complexity and classification accuracy is sought. By leveraging duality theory, we equivalently reformulate the min-max problem and solve it without further ado using off-the-shelf software for nonlinear optimization. The efficiency and usefulness of our approach are tested on several benchmark data sets in terms of accuracy, number of selected features and interpretability., Comment: Published at European Journal of Operational Research

This paper focuses on the day-ahead forecasting of the aggregate power of a pool of smart buildings equipped with thermostatically-controlled loads. We first propose the modeling of the aggregate behavior of its power trajectory by using a geometric approach. Specifically, we assume that the aggregate power is a homothet of a prototype building, whose physical and technical parameters are chosen to be the mean of those in the pool. This allows us to preserve the building thermal dynamics of the pool. We then apply inverse optimization to estimate the homothetic parameters with bilevel programming. The lower level characterizes the price-response of the ensemble by a set of marginal utility curves and a homothet of the prototype building, which, in turn, are inferred in the upper-level problem. The upper level minimizes the mean absolute error over a training sample. This bilevel program is transformed into a regularized nonlinear problem that is initialized with the solution given by an efficient heuristic procedure. This heuristic consists in solving two linear programs and its solution is deemed a suitable proxy for the original bilevel problem. The results have been compared to state-of-the-art methodologies.

The growing use of electric vehicles (EVs) may hinder their integration into the electricity system as well as their efficient operation due to the intrinsic stochasticity associated with their driving patterns. In this work, we assume a profit-maximizer EV-aggregator who participates in the day-ahead electricity market. The aggregator accounts for the technical aspects of each individual EV and the uncertainty in its driving patterns. We propose a hierarchical optimization approach to represent the decision-making of this aggregator. The upper level models the profit-maximizer aggregator's decisions on the EV-fleet operation, while a series of lower-level problems computes the worst-case EV availability profiles in terms of battery draining and energy exchange with the market. Then, this problem can be equivalently transformed into a mixed-integer linear single-level equivalent given the totally unimodular character of the constraint matrices of the lower-level problems and their convexity. Finally, we thoroughly analyze the benefits of the hierarchical model compared to the results from stochastic and deterministic models., Comment: 11 pages, 6 figures