Related papers: A Utility Theory Based Interactive Approach to Rob…

We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…

This work presents a new Distributionally Robust Optimization approach, using $p$-Wasserstein metrics, to analyze a stochastic program in a general context. The ambiguity set in this approach depends on the decision variable and is…

Maximum consensus estimation plays a critically important role in robust fitting problems in computer vision. Currently, the most prevalent algorithms for consensus maximization draw from the class of randomized hypothesize-and-verify…

The integration of optimization problems within neural network architectures represents a fundamental shift from traditional approaches to handling constraints in deep learning. While it is long known that neural networks can incorporate…

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

We investigate a continuous-time investment-consumption problem with model uncertainty in a general diffusion-based market with random model coefficients. We assume that a power utility investor is ambiguity-averse, with the preference to…

We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…

We develop an efficient algorithm for weak recovery in a robust version of the stochastic block model. The algorithm matches the statistical guarantees of the best known algorithms for the vanilla version of the stochastic block model. In…

Structured optimization problems are ubiquitous in fields like data science and engineering. The goal in structured optimization is using a prescribed set of points, called atoms, to build up a solution that minimizes or maximizes a given…

In an attempt to make algorithms fair, the machine learning literature has largely focused on equalizing decisions, outcomes, or error rates across race or gender groups. To illustrate, consider a hypothetical government rideshare program…

We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We focus on the discrete scenario case, but our approach can be extended to other types of…

In this paper we study a robust expected utility maximization problem with random endowment in discrete time. We give conditions under which an optimal strategy exists and derive a dual representation for the optimal utility. Our approach…

In this paper, we study the following robust optimization problem. Given an independence system and candidate objective functions, we choose an independent set, and then an adversary chooses one objective function, knowing our choice. Our…

In this paper, we consider two paradigms that are developed to account for uncertainty in optimization models: robust optimization (RO) and joint estimation-optimization (JEO). We examine recent developments on efficient and scalable…

We consider the communication complexity of some fundamental convex optimization problems in the point-to-point (coordinator) and blackboard communication models. We strengthen known bounds for approximately solving linear regression,…

Identifying cause-effect relations among variables is a key step in the decision-making process. While causal inference requires randomized experiments, researchers and policymakers are increasingly using observational studies to test…

In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In…