Related papers: Thresholded Covering Algorithms for Robust and Max…
We study the classic set cover problem from the perspective of sub-linear algorithms. Given access to a collection of $m$ sets over $n$ elements in the query model, we show that sub-linear algorithms derived from existing techniques have…
Constrained $k$-submodular maximization is a general framework that captures many discrete optimization problems such as ad allocation, influence maximization, personalized recommendation, and many others. In many of these applications,…
This paper considers the problem of minimizing a convex expectation function with a set of inequality convex expectation constraints. We present a computable stochastic approximation type algorithm, namely the stochastic linearized proximal…
We study two-stage robust optimization problems with mixed discrete-continuous decisions in both stages. Despite their broad range of applications, these problems pose two fundamental challenges: (i) they constitute infinite-dimensional…
This paper describes a simple greedy D-approximation algorithm for any covering problem whose objective function is submodular and non-decreasing, and whose feasible region can be expressed as the intersection of arbitrary (closed upwards)…
Robust optimization is one of the fundamental approaches to deal with uncertainty in combinatorial optimization. This paper considers the robust spanning tree problem with interval data, which arises in a variety of telecommunication…
We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…
In recent advances in solving the problem of transmission network expansion planning, the use of robust optimization techniques has been put forward, as an alternative to stochastic mathematical programming methods, to make the problem…
Solving large-scale robust portfolio optimization problems is challenging due to the high computational demands associated with an increasing number of assets, the amount of data considered, and market uncertainty. To address this issue, we…
We study the non-uniform capacitated multi-item lot-sizing (\lotsizing) problem. In this problem, there is a set of demands over a planning horizon of $T$ time periods and all demands must be satisfied on time. We can place an order at the…
Robust optimization over time (ROOT) refers to an optimization problem where its performance is evaluated over a period of future time. Most of the existing algorithms use particle swarm optimization combined with another method which…
Effective caching is crucial for the performance of modern-day computing systems. A key optimization problem arising in caching -- which item to evict to make room for a new item -- cannot be optimally solved without knowing the future.…
A variety of large-scale machine learning problems can be cast as instances of constrained submodular maximization. Existing approaches for distributed submodular maximization have a critical drawback: The capacity - number of instances…
We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…
Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this approach for a class of selection problems. The aim is to choose…
The online (uniform) buy-at-bulk network design problem asks us to design a network, where the edge-costs exhibit economy-of-scale. Previous approaches to this problem used tree- embeddings, giving us randomized algorithms. Moreover, the…
Given a natural number $k\ge 2$, we consider the $k$-submodular cover problem ($k$-SC). The objective is to find a minimum cost subset of a ground set $\mathcal{X}$ subject to the value of a $k$-submodular utility function being at least a…
In many submodular optimization applications, datasets are naturally partitioned into disjoint subsets. These scenarios give rise to submodular optimization problems with partition-based constraints, where the desired solution set should be…
We study the algorithmic problem of optimally covering a tree with $k$ mobile robots. The tree is known to all robots, and our goal is to assign a walk to each robot in such a way that the union of these walks covers the whole tree. We…
In this paper, we propose a robust optimization-based heuristic algorithm for the chance-constrained binary knapsack problem (CKP). We assume that the weights of items are independent normally distributed. By utilizing the properties of the…