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In this paper we propose a Deep Reinforcement Learning approach to solve a multimodal transportation planning problem, in which containers must be assigned to a truck or to trains that will transport them to their destination. While…
There is significant interest in deploying machine learning algorithms for diagnostic radiology, as modern learning techniques have made it possible to detect abnormalities in medical images within minutes. While machine-assisted diagnoses…
Algorithms with predictions is a recent framework that has been used to overcome pessimistic worst-case bounds in incomplete information settings. In the context of scheduling, very recent work has leveraged machine-learned predictions to…
Dual control explicitly addresses the problem of trading off active exploration and exploitation in the optimal control of partially unknown systems. While the problem can be cast in the framework of stochastic dynamic programming, exact…
We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of convex-concave unconstrained min-max optimization problems. Compared to first-order methods, our understanding of second-order…
The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage…
Recently, there has been a surge of interest in adopting deep neural networks (DNNs) for solving the optimal power flow (OPF) problem in power systems. Computing optimal generation dispatch decisions using a trained DNN takes significantly…
Deep learning has shown that learned functions can dramatically outperform hand-designed functions on perceptual tasks. Analogously, this suggests that learned optimizers may similarly outperform current hand-designed optimizers, especially…
In this paper, we study a network slicing problem for edge-cloud orchestrated vehicular networks, in which the edge and cloud servers are orchestrated to process computation tasks for reducing network slicing cost while satisfying the…
Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…
Finetuning foundation models for specific tasks is an emerging paradigm in modern machine learning. The efficacy of task-specific finetuning largely depends on the selection of appropriate training data. We present TSDS (Task-Specific Data…
Capability planning problems are pervasive throughout many areas of human interest with prominent examples found in defense and security. Planning provides a unique context for optimization that has not been explored in great detail and…
In this paper, we extend the adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse to the multistage stochastic programming setting. The proposed algorithms integrate the adaptive partition-based…
We are considering a two-stage optimal scheduling problem, which involves two similar projects with the same starting times for workers and the same deadlines for tasks. It is required that the starting times for workers and deadlines for…
The Operating Room Scheduling (ORS) problem deals with the optimization of daily operating room surgery schedules. It is a challenging problem subject to many constraints, like to determine the starting time of different surgeries and…
In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with non-Lipschitzian value…
We study the optimal transport problem for pairs of stationary finite-state Markov chains, with an emphasis on the computation of optimal transition couplings. Transition couplings are a constrained family of transport plans that capture…
This paper addresses the Service Network Design (SND) problem for a logistics service provider (LSP) operating in a multimodal freight transport network, considering uncertain travel times and limited truck fleet availability. A two-stage…
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…
A common theme in stochastic optimization problems is that, theoretically, stochastic algorithms need to "know" relatively rich information about the underlying distributions. This is at odds with most applications, where distributions are…