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Network flow is one of the most studied combinatorial optimization problems having innumerable applications. Any flow on a directed acyclic graph $G$ having $n$ vertices and $m$ edges can be decomposed into a set of $O(m)$ paths. In some…

Data Structures and Algorithms · Computer Science 2022-07-05 Shahbaz Khan , Alexandru I. Tomescu

We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case…

Machine Learning · Computer Science 2024-02-27 Chen Xu , Jonghyeok Lee , Xiuyuan Cheng , Yao Xie

Interdiction problems are leader-follower games in which the leader is allowed to delete a certain number of edges from the graph in order to maximally impede the follower, who is trying to solve an optimization problem on the impeded…

Data Structures and Algorithms · Computer Science 2013-10-02 Feng Pan , Aaron Schild

This work addresses the problem of evaluating optimal link capacities of a packet-flow network for the objective of congestion minimization. We present a simple model of packet flow in networks and present a numerical approach to evaluate…

Networking and Internet Architecture · Computer Science 2020-02-10 Saptarshi Pal , Ayan Chatterjee , Dripto Bakshi , Amitava Mukherjee

Recent studies have shown that deep reinforcement learning (DRL) policies are vulnerable to adversarial attacks, which raise concerns about applications of DRL to safety-critical systems. In this work, we adopt a principled way and study…

Machine Learning · Computer Science 2022-05-17 Chao Wang

The Optimal Power Flow (OPF) problem is integral to the functioning of power systems, aiming to optimize generation dispatch while adhering to technical and operational constraints. These constraints are far from straightforward; they…

Machine Learning · Computer Science 2023-10-10 Andrew Rosemberg , Mathieu Tanneau , Bruno Fanzeres , Joaquim Garcia , Pascal Van Hentenryck

In this paper, we provide a comprehensive review of recent advances in robust portfolio selection problems and their extensions, from both operational research and financial perspectives. A multi-dimensional classification of the models and…

Portfolio Management · Quantitative Finance 2022-01-13 Alireza Ghahtarani , Ahmed Saif , Alireza Ghasemi

It is important to be able to detect and classify malicious network traffic flows such as DDoS attacks from benign flows. Normally the task is performed by using supervised classification algorithms. In this paper we analyze the usage of…

Cryptography and Security · Computer Science 2018-08-08 Quang-Vinh Dang

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

Machine Learning · Computer Science 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens

We consider robust shortest path problems, where the aim is to find a path that optimizes the worst-case performance over an uncertainty set containing all relevant scenarios for arc costs. The usual approach for such problems is to assume…

Optimization and Control · Mathematics 2018-02-13 André Chassein , Trivikram Dokka , Marc Goerigk

A common problem in the optimization of structures is the handling of uncertainties in the parameters. If the parameters appear in the constraints, the uncertainties can lead to an infinite number of constraints. Usually the constraints…

Optimization and Control · Mathematics 2012-05-01 Daniel P. Mohr , Ina Stein , Thomas Matzies , Christina A. Knapek

We consider the problem of reserving link capacity in a network in such a way that any of a given set of flow scenarios can be supported. In the optimal capacity reservation problem, we choose the reserved link capacities to minimize the…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-03 Nicholas Moehle , Xinyue Shen , Zhi-Quan Luo , Stephen Boyd

This paper investigates the control of flow networks, where the control objective is to regulate the measured output (e.g storage levels) towards a desired value. We present a distributed controller that dynamically adjusts the inputs and…

Systems and Control · Computer Science 2017-08-03 Sebastian Trip , Tjardo Scholten , Claudio De Persis

Generative Flow Networks (GFlowNets) are recently proposed models for learning stochastic policies that generate compositional objects by sequences of actions with the probability proportional to a given reward function. The central problem…

Machine Learning · Computer Science 2022-10-03 Anh Do , Duy Dinh , Tan Nguyen , Khuong Nguyen , Stanley Osher , Nhat Ho

We consider two-stage robust optimization problems, which can be seen as games between a decision maker and an adversary. After the decision maker fixes part of the solution, the adversary chooses a scenario from a specified uncertainty…

Optimization and Control · Mathematics 2022-01-03 Marc Goerigk , Stefan Lendl , Lasse Wulf

The aim of this paper is a short survey of models and methods that developed by the authors. These models and methods are used to optimize general networks with nonlinear non-convex restrictions and objectives possessing mixed…

Optimization and Control · Mathematics 2019-11-12 Emmanuel M. Livshits , Leonid A. Ostromuhov

Machine-learning models are known to be vulnerable to evasion attacks that perturb model inputs to induce misclassifications. In this work, we identify real-world scenarios where the true threat cannot be assessed accurately by existing…

Machine Learning · Computer Science 2024-03-12 Weiran Lin , Keane Lucas , Neo Eyal , Lujo Bauer , Michael K. Reiter , Mahmood Sharif

This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…

Optimization and Control · Mathematics 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

With the proliferation of distributed generation into distribution networks, the need to consider fault currents in the dispatch problem becomes increasingly relevant. This paper introduces a method for adding fault current constraints into…

Systems and Control · Electrical Eng. & Systems 2023-01-31 Jose E. Tabarez , Arthur K. Barnes , Adam Mate , Russell W. Bent

We refine existing general network optimization techniques, give new characterizations for the class of problems to which they can be applied, and show that they can also be used to solve various two-player games in almost linear time.…

Computer Science and Game Theory · Computer Science 2008-01-29 Daniel Andersson