Related papers: Thrifty Algorithms for Multistage Robust Optimizat…
A standard type of uncertainty set in robust optimization is budgeted uncertainty, where an interval of possible values for each parameter is given and the total deviation from their lower bounds is bounded. In the two-stage setting,…
In this paper, we develop a two-stage data-driven approach to address the adjustable robust optimization problem, where the uncertainty set is adjustable to manage infeasibility caused by significant or poorly quantified uncertainties. In…
k-means is a widely used clustering algorithm, but for $k$ clusters and a dataset size of $N$, each iteration of Lloyd's algorithm costs $O(kN)$ time. Although there are existing techniques to accelerate single Lloyd iterations, none of…
In (fully) dynamic set cover, the goal is to maintain an approximately optimal solution to a dynamically evolving instance of set cover, where in each step either an element is added to or removed from the instance. The two main desiderata…
In this paper, we consider a coverage problem for uncertain points in a tree. Let T be a tree containing a set P of n (weighted) demand points, and the location of each demand point P_i\in P is uncertain but is known to appear in one of m_i…
In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…
In this paper we describe a new algorithm called Fast Adaptive Sequencing Technique (FAST) for maximizing a monotone submodular function under a cardinality constraint $k$ whose approximation ratio is arbitrarily close to $1-1/e$, is…
This paper studies the general problem of operating energy storage under uncertainty. Two fundamental sources of uncertainty are considered, namely the uncertainty in the unexpected fluctuation of the net demand process and the uncertainty…
Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy…
Uncertainty about models and data is ubiquitous in the computational social sciences, and it creates a need for robust social network algorithms, which can simultaneously provide guarantees across a spectrum of models and parameter…
Given a set of n points in the plane, each point having a positive weight, and an integer k>0, we present an optimal O(n \log n)-time deterministic algorithm to compute a step function with k steps that minimizes the maximum weighted…
We consider the following two deterministic inventory optimization problems over a finite planning horizon $T$ with non-stationary demands. (a) Submodular Joint Replenishment Problem: This involves multiple item types and a single retailer…
This paper describes a novel approach to planning which takes advantage of decision theory to greatly improve robustness in an uncertain environment. We present an algorithm which computes conditional plans of maximum expected utility. This…
In the k-Connected Directed Steiner Tree problem (k-DST), we are given a directed graph G=(V, E) with edge (or vertex) costs, a root vertex r, a set of q terminals T, and a connectivity requirement k>0; the goal is to find a minimum-cost…
We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…
Robust optimization (RO) is a powerful paradigm for decision making under uncertainty. Existing algorithms for solving RO, including the reformulation approach and the cutting-plane method, do not scale well, hindering the application of RO…
An algorithm is proposed to solve robust control problems constrained by partial differential equations with uncertain coefficients, based on the so-called MG/OPT framework. The levels in this MG/OPT hierarchy correspond to discretization…
Multistage robust optimization problems can be interpreted as two-person zero-sum games between two players. We exploit this game-like nature and utilize a game tree search in order to solve quantified integer programs (QIPs). In this…
A tree-packing is a collection of spanning trees of a graph. It has been a useful tool for computing the minimum cut in static, dynamic, and distributed settings. In particular, [Thorup, Comb. 2007] used them to obtain his dynamic min-cut…
We consider a natural generalization of the Partial Vertex Cover problem. Here an instance consists of a graph G = (V,E), a positive cost function c: V-> Z^{+}, a partition $P_1,..., P_r$ of the edge set $E$, and a parameter $k_i$ for each…