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The non-convexity and intractability of distributionally robust chance constraints make them challenging to cope with. From a data-driven perspective, we propose formulating it as a robust optimization problem to ensure that the…

Optimization and Control · Mathematics 2023-06-23 Zhiping Chen , Wentao Ma , Bingbing Ji

This article aims to introduce the paradigm of distributional robustness from the field of convex optimization to tackle optimal design problems under uncertainty. We consider realistic situations where the physical model, and thereby the…

Optimization and Control · Mathematics 2025-07-30 Charles Dapogny , Julien Prando , Boris Thibert

We propose a new algorithm for the solution of the robust multiple-load topology optimization problem. The algorithm can be applied to any type of problem, e.g., truss topology, variable thickness sheet or free material optimization. We…

Optimization and Control · Mathematics 2013-07-30 Michal Kocvara

The rough-set theory proposed by Pawlak, has been widely used in dealing with data classification problems. The original rough-set model is, however, quite sensitive to noisy data. Tzung thus proposed deals with the problem of producing a…

Data Structures and Algorithms · Computer Science 2012-04-09 Ali Soltan Mohammadi , L. Asadzadeh , D. D. Rezaee

Bilevel optimization is a powerful tool for modeling hierarchical decision making processes. However, the resulting problems are challenging to solve - both in theory and practice. Fortunately, there have been significant algorithmic…

Optimization and Control · Mathematics 2023-01-25 Yasmine Beck , Ivana Ljubić , Martin Schmidt

In this paper, we develop a two-stage data-driven approach to address the adjustable robust optimization problem, where the uncertainty set is adjustable to manage infeasibility caused by significant or poorly quantified uncertainties. In…

Optimization and Control · Mathematics 2025-05-29 Xiaoxing Ren , Alessio Moreschini , Zhongda Chu , Yulong Gao , Thomas Parisini

This paper studies distributionally robust optimization for a rich class of risk measures with ambiguity sets defined by $\phi$-divergences. The risk measures are allowed to be non-linear in probabilities, are represented by Choquet…

Optimization and Control · Mathematics 2025-04-15 Guanyu Jin , Roger J. A. Laeven , Dick den Hertog

This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…

Optimization and Control · Mathematics 2022-12-19 Yoshihiro Kanno

Soft set theory serves as a mathematical framework for handling uncertain information, and hesitant fuzzy sets find extensive application in scenarios involving uncertainty and hesitation. Hesitant fuzzy sets exhibit diverse membership…

Machine Learning · Computer Science 2024-03-11 Shizhan Lu

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Optimization and Control · Mathematics 2021-09-10 Marc Goerigk , Jannis Kurtz

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

This paper proposes strategies for designing a system whose computational model is subject to aleatory and epistemic uncertainty. Aleatory variables, which are caused by randomness in physical parameters, are draws from a possibly unknown…

Methodology · Statistics 2026-02-18 Luis G. Crespo

The motion planning problem is a fundamental problem in robotics, so that every autonomous robot should be able to deal with it. A number of solutions have been proposed and a probabilistic one seems to be quite reasonable. However, here we…

Robotics · Computer Science 2018-05-11 Kyriakos Papadopoulos , Apostolos Syropoulos

This paper develops a category-theoretic approach to uncertainty, informativeness and decision-making problems. It is based on appropriate first order fuzzy logic in which not only logical connectives but also quantifiers have fuzzy…

General Mathematics · Mathematics 2007-05-23 P. V. Golubtsov , S. S. Moskaliuk

We consider global non-convex optimisation problems under uncertainty. In this setting, it is not possible to implement a desired solution exactly. Instead, any other solution within some distance to the intended solution may be…

Optimization and Control · Mathematics 2020-03-24 Martin Hughes , Marc Goerigk , Trivikram Dokka

Modeling human ratings data subject to raters' decision uncertainty is an attractive problem in applied statistics. In view of the complex interplay between emotion and decision making in rating processes, final raters' choices seldom…

Applications · Statistics 2021-05-21 Antonio Calcagnì , Luigi Lombardi

This paper deals with uncertain parabolic fluid flow problem where the uncertainty occurs due to the initial conditions and parameters involved in the system. Uncertain values are considered as fuzzy and these are handled through a recently…

Computational Engineering, Finance, and Science · Computer Science 2015-03-27 S. Nayak , S. Chakraverty

Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…

Computation · Statistics 2022-10-17 Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

We present a logical framework to represent and reason about fuzzy optimization problems based on fuzzy answer set optimization programming. This is accomplished by allowing fuzzy optimization aggregates, e.g., minimum and maximum in the…

Artificial Intelligence · Computer Science 2013-04-10 Emad Saad

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

Optimization and Control · Mathematics 2022-08-24 Phebe Vayanos , Angelos Georghiou , Han Yu
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