English
Related papers

Related papers: Robust solutions of uncertain mixed-integer linear…

200 papers

In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2022-07-19 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Francesco Sasso , Roland Bouffanais

A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…

Optimization and Control · Mathematics 2020-11-17 Xiaodong Zheng , Haoyong Chen , Yan Xu , Zhengmao Li , Zhenjia Lin , Zipeng Liang

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

The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Lucia Falconi , Andrea Martinelli , John Lygeros

We introduce Robust Multi-Objective Decoding (RMOD), a novel inference-time algorithm that robustly aligns Large Language Models (LLMs) to multiple human objectives (e.g., instruction-following, helpfulness, safety) by maximizing the…

Machine Learning · Computer Science 2026-02-17 Seongho Son , William Bankes , Sangwoong Yoon , Shyam Sundhar Ramesh , Xiaohang Tang , Ilija Bogunovic

Robust design of autonomous systems under uncertainty is an important yet challenging problem. This work proposes a robust controller that consists of a state estimator and a tube based predictive control law. The class of linear systems…

Systems and Control · Electrical Eng. & Systems 2022-10-11 Tianchen Ji , Junyi Geng , Katherine Driggs-Campbell

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…

Systems and Control · Computer Science 2013-07-16 Giuseppe C. Calafiore , Lorenzo Fagiano

A novel data-driven stochastic robust optimization (DDSRO) framework is proposed for optimization under uncertainty leveraging labeled multi-class uncertainty data. Uncertainty data in large datasets are often collected from various…

Machine Learning · Computer Science 2019-04-04 Chao Ning , Fengqi You

This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…

Optimization and Control · Mathematics 2019-11-20 Danylo Malyuta , Michael Szmuk , Behcet Acikmese

We study a robust extensible bin packing problem with budgeted uncertainty, under a budgeted uncertainty model where item sizes are defined to lie in the intersection of a box with a one-norm ball. We propose a scenario generation algorithm…

Discrete Mathematics · Computer Science 2025-10-29 Noam Goldberg , Michael Poss , Yariv Marmor

In Answer Set Programming (ASP), the user can define declaratively a problem and solve it with efficient solvers; practical applications of ASP are countless and several constraint problems have been successfully solved with ASP. On the…

Artificial Intelligence · Computer Science 2023-05-23 Paola Cappanera , Marco Gavanelli , Maddalena Nonato , Marco Roma

Linear programming (LP) relaxations are widely employed in exact solution methods for multilinear programs (MLP). One example is the family of Recursive McCormick Linearization (RML) strategies, where bilinear products are substituted for…

Optimization and Control · Mathematics 2022-07-20 Arvind U Raghunathan , Carlos Cardonha , David Bergman , Carlos J Nohra

When predictive models are used to support complex and important decisions, the ability to explain a model's reasoning can increase trust, expose hidden biases, and reduce vulnerability to adversarial attacks. However, attempts at…

Machine Learning · Computer Science 2019-07-11 Dimitris Bertsimas , Arthur Delarue , Patrick Jaillet , Sebastien Martin

Ensuring safety of nonlinear systems under model uncertainty and external disturbances is crucial, especially for real-world control tasks. Predictive methods such as robust model predictive control (RMPC) require solving nonconvex…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Zeyang Li , Chuxiong Hu , Weiye Zhao , Changliu Liu

This paper presents a new exact method to calculate worst-case parameter realizations in two-stage robust optimization problems with categorical or binary-valued uncertain data. Traditional exact algorithms for these problems, notably…

Optimization and Control · Mathematics 2022-01-19 Anirudh Subramanyam

Endogenous, i.e. decision-dependent, uncertainty has received increased interest in the stochastic programming community. In the robust optimization context, however, it has rarely been considered. This work addresses multistage robust…

Optimization and Control · Mathematics 2020-08-27 Wei Feng , Yiping Feng , Qi Zhang

We present a distributionally robust optimization (DRO) approach for the transmission expansion planning problem, considering both long- and short-term uncertainties on the system demand and non-dispatchable renewable generation. On the…

Optimization and Control · Mathematics 2020-03-17 Alexandre Velloso , David Pozo , Alexandre Street

In this work we investigate the min-max-min robust optimization problem and the k-adaptability robust optimization problem for binary problems with uncertain costs. The idea of the first approach is to calculate a set of k feasible…

Optimization and Control · Mathematics 2023-08-16 Jannis Kurtz

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos

We express the optimization of entanglement witnesses for arbitrary bipartite states in terms of a class of convex optimization problems known as Robust Semidefinite Programs (RSDP). We propose, using well known properties of RSDP, several…

Quantum Physics · Physics 2007-05-23 Fernando. G. S. L. Brandao , Reinaldo O. Vianna