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We study the design of computationally efficient algorithms with provable guarantees, that are robust to adversarial (test time) perturbations. While there has been an proliferation of recent work on this topic due to its connections to…

Machine Learning · Computer Science 2019-11-13 Pranjal Awasthi , Abhratanu Dutta , Aravindan Vijayaraghavan

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Optimization and Control · Mathematics 2021-09-10 Marc Goerigk , Jannis Kurtz

We study a methodology to tackle the NASA Langley Uncertainty Quantification Challenge, a model calibration problem under both aleatory and epistemic uncertainties. Our methodology is based on an integration of robust optimization, more…

Methodology · Statistics 2021-08-18 Yuanlu Bai , Zhiyuan Huang , Henry Lam

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

This paper presents a novel phase-field-based methodology for solving minimum compliance problems in topology optimization under fixed external loads and body forces. The proposed framework characterizes the optimal structure through an…

Optimization and Control · Mathematics 2025-07-23 Huangxin Chen , Piaopiao Dong , Dong Wang , Xiao-Ping Wang

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

Optimization and Control · Mathematics 2020-09-22 Polina Alexeenko , Eilyan Bitar

This work addresses the coordination problem of multiple robots with the goal of finding specific hazardous targets in an unknown area and dealing with them cooperatively. The desired behaviour for the robotic system entails multiple…

Robotics · Computer Science 2019-03-29 Nunzia Palmieri , Xin-She Yang , Floriano De Rango , Amilcare Francesco Santamaria

Reinforcement learning (RL) agents need to be robust to variations in safety-critical environments. While system identification methods provide a way to infer the variation from online experience, they can fail in settings where fast…

Machine Learning · Computer Science 2022-03-07 Annie Xie , Shagun Sodhani , Chelsea Finn , Joelle Pineau , Amy Zhang

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

We consider the problem of synthesizing robust disturbance feedback policies for systems performing complex tasks. We formulate the tasks as linear temporal logic specifications and encode them into an optimization framework via…

Optimization and Control · Mathematics 2018-08-28 Pier Giuseppe Sessa , Damian Frick , Tony A. Wood , Maryam Kamgarpour

A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…

Optimization and Control · Mathematics 2023-09-06 Xunhao Wu , Jun Fu

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

This paper introduces a heuristic topology optimization framework for thin-walled, 2D extruded lattice structures subject to complex high-speed loading. The proposed framework optimizes the wall thickness distribution in the lattice cross…

Optimization and Control · Mathematics 2022-10-24 Junyan He , Shashank Kushwaha , Diab Abueidda , Iwona Jasiuk

The objective of this paper is to introduce and demonstrate a robust method for multi-constrained topology optimization. The method is derived by combining the topological sensitivity with the classic augmented Lagrangian formulation. The…

Computational Engineering, Finance, and Science · Computer Science 2022-03-31 Shiguang Deng , Krishnan Suresh

Robustness is a critical measure of the resilience of large networked systems, such as transportation and communication networks. Most prior works focus on the global robustness of a given graph at large, e.g., by measuring its overall…

Social and Information Networks · Computer Science 2015-01-09 Hau Chan , Shuchu Han , Leman Akoglu

A popular approach for addressing uncertainty in variational inequality problems is by solving the expected residual minimization (ERM) problem. This avenue necessitates distributional information associated with the uncertainty and…

Optimization and Control · Mathematics 2015-12-14 Yue Xie , Uday V. Shanbhag

Recently, a scalable approach to system analysis and controller synthesis for homogeneous multi-agent systems with Bernoulli distributed packet loss has been proposed. As a key result of that line of work, it was shown how to obtain upper…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Christian Hespe , Herbert Werner

The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…

Portfolio Management · Quantitative Finance 2020-10-28 A. Georgantas

Applying robust optimization often requires selecting an appropriate uncertainty set both in shape and size, a choice that directly affects the trade-off between average-case and worst-case performances. In practice, this calibration is…

Optimization and Control · Mathematics 2025-08-28 Hao Hao , Peter Zhang

We study the problem of detecting zeros of continuous functions that are known only up to an error bound, extending the earlier theoretical work with explicit algorithms and experiments with an implementation. More formally, the robustness…

Computational Geometry · Computer Science 2017-09-28 Peter Franek , Marek Krčál , Hubert Wagner
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