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This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict tactical solutions to a given operational problem. In this context, the…
In the elevator industry, reducing passenger journey time in an elevator system is a major aim. The key obstacle to optimising elevator dispatching is the unpredictable traffic flow of passengers. To address this difficulty, two main…
We consider a wireless system with a small number of delay constrained users and a larger number of users without delay constraints. We develop a scheduling algorithm that reacts to time varying channels and maximizes throughput utility (to…
The Method of Successive Approximations (MSA) is a fixed-point iterative method used to solve stochastic optimal control problems. It is an indirect method based on the conditions derived from the Stochastic Maximum Principle (SMP), an…
The main focus of this paper is radius-based (supplier) clustering in the two-stage stochastic setting with recourse, where the inherent stochasticity of the model comes in the form of a budget constraint. In addition to the standard…
This study presents optimization problems to jointly determine long-term network design, mid-term fleet sizing strategy, and short-term routing and ridesharing matching in shared autonomous vehicle (SAV) systems with pre-booked and…
The reliability redundancy allocation problem (RRAP) is a well-known tool in system design, development, and management. The RRAP is always modeled as a nonlinear mixed-integer non-deterministic polynomial-time hardness (NP-hard) problem.…
Modern operating system schedulers employ a single, static policy, which struggles to deliver optimal performance across the diverse and dynamic workloads of contemporary systems. This "one-policy-fits-all" approach leads to significant…
Expensive multi-objective optimization problems (EMOPs) are common in real-world scenarios where evaluating objective functions is costly and involves extensive computations or physical experiments. Current Pareto set learning methods for…
Stochastic optimization is a vital field in the realm of mathematical optimization, finding applications in diverse areas ranging from operations research to machine learning. In this paper, we introduce a novel first-order optimization…
Sampling is a basic operation in many inference-time algorithms of large language models (LLMs). To scale up inference efficiently with a limited compute, it is crucial to find an optimal allocation for sample compute budgets: Which…
Variance reduction has been commonly used in stochastic optimization. It relies crucially on the assumption that the data set is finite. However, when the data are imputed with random noise as in data augmentation, the perturbed data set…
Particle swarm optimization (PSO) is a search algorithm based on stochastic and population-based adaptive optimization. In this paper, a pathfinding strategy is proposed to improve the efficiency of path planning for a broad range of…
We consider a natural dynamic staffing problem in which a decision-maker sequentially hires workers over a finite horizon to meet an unknown demand revealed at the end. Predictions about demand arrive over time and become increasingly…
We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…
Recent years have witnessed a rapid growth of distributed machine learning (ML) frameworks, which exploit the massive parallelism of computing clusters to expedite ML training. However, the proliferation of distributed ML frameworks also…
The amount of data in our society has been exploding in the era of big data today. In this paper, we address several open challenges of big data stream classification, including high volume, high velocity, high dimensionality, high…
Efficient coordination and planning is essential for large-scale multi-agent systems that collaborate in a shared dynamic environment. Heuristic search methods or learning-based approaches often lack the guarantee on correctness and…
Cloud computing has motivated renewed interest in resource allocation problems with new consumption models. A common goal is to share a resource, such as CPU or I/O bandwidth, among distinct users with different demand patterns as well as…
Recently, much progress has been made on particle swarm optimization (PSO). A number of works have been devoted to analyzing the convergence of the underlying algorithms. Nevertheless, in most cases, rather simplified hypotheses are used.…