Related papers: Robust Designs via Geometric Programming
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…
The radius of robust feasibility provides a numerical value for the largest possible uncertainty set that guarantees robust feasibility of an uncertain linear conic program. This determines when the robust feasible set is non-empty.…
Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the…
Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…
This paper studies robust solutions and semidefinite linear programming (SDP) relaxations of a class of convex polynomial programs in the face of data uncertainty. The class of convex programs, called robust SOS-convex programs, includes…
With neural networks being used to control safety-critical systems, they increasingly have to be both accurate (in the sense of matching inputs to outputs) and robust. However, these two properties are often at odds with each other and a…
In this paper, we introduce a deterministic formulation for the geometric programming problem, wherein the coefficients are represented as independent linear-normal uncertain random variables. To address the challenges posed by this…
Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…
The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…
Logic-Geometric Programming (LGP) is a powerful motion and manipulation planning framework, which represents hierarchical structure using logic rules that describe discrete aspects of problems, e.g., touch, grasp, hit, or push, and solves…
Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of…
We introduce log-log convex programs, which are optimization problems with positive variables that become convex when the variables, objective functions, and constraint functions are replaced with their logs, which we refer to as a log-log…
Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…
A new robust algorithm for the numerical computation of biarcs, i.e. $G^1$ curves composed of two arcs of circle, is presented. Many algorithms exist but are based on geometric constructions, which must consider many geometrical…
Linear Genetic Programming (LGP) is a powerful technique that allows for a variety of problems to be solved using a linear representation of programs. However, there still exists some limitations to the technique, such as the need for…
Robust Markov decision processes (MDPs) are used for applications of dynamic optimization in uncertain environments and have been studied extensively. Many of the main properties and algorithms of MDPs, such as value iteration and policy…
Geometric modeling by constraints, whose applications are of interest to communities from various fields such as mechanical engineering, computer aided design, symbolic computation or molecular chemistry, is now integrated into standard…
Differential Dynamic Programming is an optimal control technique often used for trajectory generation. Many variations of this algorithm have been developed in the literature, including algorithms for stochastic dynamics or state and input…
A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting…
Gaussian process (GP) models are commonly used statistical metamodels for emulating expensive computer simulators. Fitting a GP model can be numerically unstable if any pair of design points in the input space are close together. Ranjan,…