Related papers: Multistage Distributionally Robust Mixed-Integer P…

We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

We propose a supervised learning framework for computing solutions of multi-parametric Mixed Integer Linear Programs (MILPs) that arise in Model Predictive Control. Our approach also quantifies sub-optimality for the computed solutions.…

With the growth of complexity and extent, large scale interconnected network systems, e.g. transportation networks or infrastructure networks, become more vulnerable towards external disruptions. Hence, managing potential disruptive events…

Here, we explore the problem of error propagation mitigation in modular digital twins as a sequential decision process. Building on a companion study that used a Hidden Markov Model (HMM) to infer latent error regimes from surrogate-physics…

Multistage decision policies provide useful control strategies in high-dimensional state spaces, particularly in complex control tasks. However, they exhibit weak performance guarantees in the presence of disturbance, model mismatch, or…

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…

The increased volatility of markets and the pressing need for resource sustainability are driving supply chains towards more agile, distributed, and dynamic designs. Motivated by the Physical Internet initiative, we introduce the Dynamic…

This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…

Mixed Integer Linear Programs (MILPs) are highly flexible and powerful tools for modeling and solving complex real-world combinatorial optimization problems. Recently, machine learning (ML)-guided approaches have demonstrated significant…

We investigate a simple approximation scheme, based on overlapping linear decision rules, for solving data-driven two-stage distributionally robust optimization problems with the type-$\infty$ Wasserstein ambiguity set. Our main result…

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 infinite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust approach to addressing the parameter uncertainty can…

Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…

We present an integrated prediction-optimization (PredOpt) framework to efficiently solve sequential decision-making problems by predicting the values of binary decision variables in an optimal solution. We address the key issues of…

Several recent publications report advances in training optimal decision trees (ODT) using mixed-integer programs (MIP), due to algorithmic advances in integer programming and a growing interest in addressing the inherent suboptimality of…

Learning-based approaches to verifying unknown Markov decision processes (MDPs) often employ uncertain MDPs. These models use, for example, confidence intervals to capture transition uncertainty and allow synthesis of policies that are…

Navigating rigid body objects through crowded environments can be challenging, especially when narrow passages are presented. Existing sampling-based planners and optimization-based methods like mixed integer linear programming (MILP)…

Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…

This work solves suboptimal mixed-integer quadratic programs recursively for feedback control of dynamical systems. The proposed framework leverages parametric mixed-integer quadratic programming (MIQP) and hybrid systems theory to model a…

We present a novel approach for the control of uncertain, linear time-invariant systems, which are perturbed by potentially unbounded, additive disturbances. We propose a \emph{doubly robust} data-driven state-feedback controller to ensure…