Related papers: Robust Approach to Restricted Items Selection Prob…
We study optimization problems that are neither approximable in polynomial time (at least with a constant factor) nor fixed parameter tractable, under widely believed complexity assumptions. Specifically, we focus on Maximum Independent…
In this work we study binary classification problems where we assume that our training data is subject to uncertainty, i.e. the precise data points are not known. To tackle this issue in the field of robust machine learning the aim is to…
We consider the problem of selecting a subset of alternatives given noisy evaluations of the relative strength of different alternatives. We wish to select a k-subset (for a given k) that provides a maximum likelihood estimate for one of…
This paper studies distributionally robust optimization (DRO) when the ambiguity set is given by moments for the distributions. The objective and constraints are given by polynomials in decision variables. We reformulate the DRO with…
Model selection is a cornerstone of statistical inference, where information criteria are widely employed to balance model fit and complexity. However, classical likelihood-based criteria are often highly sensitive to contamination,…
In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…
The goal of this paper is to set a constraint programming framework to solve lot-sizing problems. More specifically, we consider a single-item lot-sizing problem with time-varying lower and upper bounds for production and inventory. The…
While research in robust optimization has attracted considerable interest over the last decades, its algorithmic development has been hindered by several factors. One of them is a missing set of benchmark instances that make algorithm…
In this paper, we study the following robust optimization problem. Given an independence system and candidate objective functions, we choose an independent set, and then an adversary chooses one objective function, knowing our choice. Our…
In robust optimization, the general aim is to find a solution that performs well over a set of possible parameter outcomes, the so-called uncertainty set. In this paper, we assume that the uncertainty size is not fixed, and instead aim at…
Many researchers in artificial intelligence are beginning to explore the use of soft constraints to express a set of (possibly conflicting) problem requirements. A soft constraint is a function defined on a collection of variables which…
This paper deals with the recoverable robust spanning tree problem under interval uncertainty representations. A polynomial time, combinatorial algorithm for the recoverable spanning tree problem is first constructed. This problem…
The problem of pattern selection arises when the evolution equations have many solutions, whereas observed patterns constitute a much more restricted set. An approach is advanced for treating the problem of pattern selection by defining the…
Decision making and learning in the presence of uncertainty has attracted significant attention in view of the increasing need to achieve robust and reliable operations. In the case where uncertainty stems from the presence of adversarial…
Budgeted uncertainty sets have been established as a major influence on uncertainty modeling for robust optimization problems. A drawback of such sets is that the budget constraint only restricts the global amount of cost increase that can…
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…
While generalizing well over natural inputs, neural networks are vulnerable to adversarial inputs. Existing defenses against adversarial inputs have largely been detached from the real world. These defenses also come at a cost to accuracy.…
Distributionally robust optimization is used to tackle decision making problems under uncertainty where the distribution of the uncertain data is ambiguous. Many ambiguity sets have been proposed for continuous uncertainty that build on…
We consider a combined problem of teaming and scheduling of multi-skilled employees that have to perform jobs with uncertain qualification requirements. We propose two modeling approaches that generate solutions that are robust to possible…
Diversity maximization problem is a well-studied problem where the goal is to find $k$ diverse items. Fair diversity maximization aims to select a diverse subset of $k$ items from a large dataset, while requiring that each group of items be…