Related papers: Two-stage robust optimization for orienteering pro…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…
We consider a two-stage robust facility location problem on a metric under an uncertain demand. The decision-maker needs to decide on the (integral) units of supply for each facility in the first stage to satisfy an uncertain second-stage…
Decisions for a variable renewable resource generators commitment in the energy market are typically made in advance when little information is obtainable about wind availability and market prices. Much research has been published…
This paper develops negative curvature methods for continuous nonlinear unconstrained optimization in stochastic settings, in which function, gradient, and Hessian information is available only through probabilistic oracles, i.e., oracles…
In this work, we design primal and dual bounding methods for multistage adaptive robust optimization (MSARO) problems motivated by two decision rules rooted in the stochastic programming literature. From the primal perspective, this is…
Real world networks are often subject to severe uncertainties which need to be addressed by any reliable prescriptive model. In the context of the maximum flow problem subject to arc failure, robust models have gained particular attention.…
We consider various stochastic models that incorporate the notion of risk-averseness into the standard 2-stage recourse model, and develop novel techniques for solving the algorithmic problems arising in these models. A key notable feature…
Many discrete optimization problems are amenable to constrained shortest-path reformulations in an extended network space, a technique that has been key in convexification, bound strengthening, and search. In this paper, we propose a…
Catastrophic tornadoes cause severe damage and are a threat to human wellbeing, making it critical to determine mitigation strategies to reduce their impact. One such strategy, following recent research, is to retrofit existing structures.…
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…
Robust optimization (RO) tackles data uncertainty by optimizing for the worst-case scenario of an uncertain parameter and, in its basic form, is sometimes criticized for producing overly-conservative solutions. To reduce the level of…
We consider the P2P orienteering problem on general metrics and present a (2+{\epsilon}) approximation algorithm. In the stochastic P2P orienteering problem we are given a metric and each node has a fixed reward and random size. The goal is…
We consider a two-stage distributionally robust optimization (DRO) model with multimodal uncertainty, where both the mode probabilities and uncertainty distributions could be affected by the first-stage decisions. To address this setting,…
In this paper the problem of selecting $p$ out of $n$ available items is discussed, such that their total cost is minimized. We assume that costs are not known exactly, but stem from a set of possible outcomes. Robust recoverable and…
Stochastic Optimization is a cornerstone of operations research, providing a framework to solve optimization problems under uncertainty. Despite the development of numerous algorithms to tackle these problems, several persistent challenges…
We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…
The orienteering problem (OP) is a combinatorial optimization problem that seeks a path visiting a subset of locations to maximize collected rewards under a limited resource budget. This article presents a systematic PRISMA-based review of…
In the realm of robust optimization the k-adaptability approach is one promising method to derive approximate solutions for two-stage robust optimization problems. Instead of allowing all possible second-stage decisions, the k-adaptability…
This paper considers a security constrained dispatch problem involving generation and line contingencies in the presence of the renewable generation. The uncertainty due to renewables is modeled using joint chance-constraint and the…
We introduce the Stochastic Correlated Obstacle Scene (SCOS) problem, a navigation setting with spatially correlated obstacles of uncertain blockage status, realistically constrained sensors that provide noisy readings and costly…