Related papers: On Repetitive Scenario Design
The problem of reward design examines the interaction between a leader and a follower, where the leader aims to shape the follower's behavior to maximize the leader's payoff by modifying the follower's reward function. Current approaches to…
Random serial dictatorship (RSD) is a randomized assignment rule that - given a set of $n$ agents with strict preferences over $n$ houses - satisfies equal treatment of equals, ex post efficiency, and strategyproofness. For $n \le 3$,…
We investigate the merits of replication, and provide methods for optimal design (including replicates), with the goal of obtaining globally accurate emulation of noisy computer simulation experiments. We first show that replication can be…
Reciprocal recommender systems (RRSs) are crucial in online two-sided matching platforms, such as online job or dating markets, as they need to consider the preferences of both sides of the match. The concentration of recommendations to a…
Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…
Generative design refers to computational design methods that can automatically conduct design exploration under constraints defined by designers. Among many approaches, topology optimization-based generative designs aim to explore diverse…
Model-based process simulation can be used to derive designs and operating conditions of chemical processes that optimally balance multiple objectives, such as quality, costs, or environmental impacts. This work focuses on identifying…
Efficient algorithms for searching for optimal saturated designs are widely available. They maximize a given efficiency measure (such as D-optimality) and provide an optimum design. Nevertheless, they do not guarantee a \emph{global}…
In this document, we develop a structured approach to the management of HPC resilience based on the concept of resilience-based design patterns. A design pattern is a general repeatable solution to a commonly occurring problem. We identify…
Real Options for Project Schedules (ROPS) has three recursive sampling/optimization shells. An outer Adaptive Simulated Annealing (ASA) optimization shell optimizes parameters of strategic Plans containing multiple Projects containing…
Engineering problems that are modeled using sophisticated mathematical methods or are characterized by expensive-to-conduct tests or experiments, are encumbered with limited budget or finite computational resources. Moreover, practical…
Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…
We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of…
Control Co-Design (CCD) considers the coupled effects of both the plant and control parameters to optimize a system's closed-loop transient performance during the design stage. This paper presents a new method for CCD with guarantees on…
Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…
Standard regression discontinuity design (RDD) models rely on the continuity of expected potential outcomes at the cutoff. The standard continuity assumption can be violated by strategic manipulation of the running variable, which is…
In big data analysis, a simple task such as linear regression can become very challenging as the variable dimension $p$ grows. As a result, variable screening is inevitable in many scientific studies. In recent years, randomized algorithms…
We study a class of two-stage stochastic programs in which the second stage includes a set of components with uncertain capacity, and the expression for the distribution function of the uncertain capacity includes first-stage variables.…
In this paper, we study the possibility of designing non-trivial random CSP models by exploiting the intrinsic connection between structures and typical-case hardness. We show that constraint consistency, a notion that has been developed to…
Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…