Related papers: An approach to the distributionally robust shortes…
We consider several basic questions on distributed routing in directed graphs with multiple additive costs, or metrics, and multiple constraints. Distributed routing in this sense is used in several protocols, such as IS-IS and OSPF. A…
Probabilistic sampling methods have become very popular to solve single-shot path planning problems. Rapidly-exploring Random Trees (RRTs) in particular have been shown to be very efficient in solving high dimensional problems. Even though…
The Minimum Path Cover (MPC) problem consists of finding a minimum-cardinality set of node-disjoint paths that cover all nodes in a given graph. We explore a variant of the MPC problem on acyclic digraphs (DAGs) where, given a subset of…
"The Price of Robustness" by Bertsimas and Sim represented a breakthrough in the development of a tractable robust counterpart of Linear Programming Problems. However, the central modeling assumption that the deviation band of each…
The minimum-cost arborescence problem is a well-studied problem in the area of graph theory, with known polynomial-time algorithms for solving it. Previous literature introduced new variations on the original problem with different…
In this paper we explore the relation between distributionally robust learning and different forms of regularization to enforce robustness of deep neural networks. In particular, starting from a concrete min-max distributionally robust…
Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by samples from that distribution. A key element of DRO is the…
We present a distributionally robust optimization (DRO) approach for the transmission expansion planning problem, considering both long- and short-term uncertainties on the system demand and non-dispatchable renewable generation. On the…
This paper deals with a distributed Mixed-Integer Linear Programming (MILP) set-up arising in several control applications. Agents of a network aim to minimize the sum of local linear cost functions subject to both individual constraints…
This paper addresses the problem of finding multiple near-optimal, spatially-dissimilar paths that can be considered as alternatives in the decision making process, for finding optimal corridors in which to construct a new road. We further…
We present a new mixed integer formulation for the discrete informative path planning problem in random fields. The objective is to compute a budget constrained path while collecting measurements whose linear estimate results in minimum…
In this paper, we focus on a data-driven risk-averse multistage stochastic programming (RMSP) model considering distributional robustness. We optimize the RMSP over the worst-case distribution within an ambiguity set of probability…
In this paper, we consider a distributionally robust resource planning model inspired by a real-world service industry problem. In this problem, there is a mixture of known demand and uncertain future demand. Prior to having full knowledge…
There has been a surge of interest in learning optimal decision trees using mixed-integer programs (MIP) in recent years, as heuristic-based methods do not guarantee optimality and find it challenging to incorporate constraints that are…
We consider the problem of solving robust Markov decision process (MDP), which involves a set of discounted, finite state, finite action space MDPs with uncertain transition kernels. The goal of planning is to find a robust policy that…
Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from…
Distributionally robust optimal control (DROC) is gaining interest. This study presents a reformulation method for discrete DROC (DDROC) problems to design optimal control policies under a worst-case distributional uncertainty. The…
In project scheduling under processing times uncertainty, the Anchor-Robust Project Scheduling Problem is to find a baseline schedule of bounded makespan and a max-weight subset of jobs whose starting times are guaranteed. The problem was…
Determinantal Point Processes (DPPs) are probabilistic models that arise in quantum physics and random matrix theory and have recently found numerous applications in computer science. DPPs define distributions over subsets of a given ground…
Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…