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Robustness is often regarded as a critical future challenge for real-world applications, where stability is essential. However, as models often learn tasks in a similar order, we hypothesize that easier tasks will be easier regardless of…

In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

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…

Uncertainty sets are at the heart of robust optimization (RO) because they play a key role in determining the RO models' tractability, robustness, and conservativeness. Different types of uncertainty sets have been proposed that model…

It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…

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…

We consider the class of single machine scheduling problems with the objective to minimize the weighted number of late jobs, under the assumption that completion due-dates are not known precisely at the time when decision-maker must provide…

The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…

Toward a multi-objective optimization robust problem, the variations in design variables and design environment pa-rameters include the small variations and the large varia-tions. The former have small effect on the performance func-tions…

Classification tasks are usually evaluated in terms of accuracy. However, accuracy is discontinuous and cannot be directly optimized using gradient ascent. Popular methods minimize cross-entropy, hinge loss, or other surrogate losses, which…

This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…

Robust topology optimization (RTO), as a class of topology optimization problems, identifies a design with the best average performance while reducing the response sensitivity to input uncertainties, e.g. load uncertainty. Solving RTO is…

Numerous real-world applications of uncertain multiobjective optimization problems (UMOPs) can be found in science, engineering, business, and management. To handle the solution of uncertain optimization problems, robust optimization is a…

Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables…

Ben-Tal and Teboulle \cite{BTT86} introduce the concept of optimized certainty equivalent (OCE) of an uncertain outcome as the maximum present value of a combination of the cash to be taken out from the uncertain income at present and the…

In safety-critical deep learning applications, robustness measures the ability of neural models that handle imperceptible perturbations in input data, which may lead to potential safety hazards. Existing pre-deployment robustness assessment…

When attempting to recover functions from observational data, one naturally seeks to do so in an optimal manner with respect to some modeling assumption. With a focus put on the worst-case setting, this is the standard goal of Optimal…

We develop a fast algorithm to construct the robustness degradation function, which describes quantitatively the relationship between the proportion of systems guaranteeing the robustness requirement and the radius of the uncertainty set.…

Our focus is on robust recovery algorithms in statistical linear inverse problem. We consider two recovery routines - the much studied linear estimate originating from Kuks and Olman [42] and polyhedral estimate introduced in [37]. It was…

Counterfactual explanations inform ways to achieve a desired outcome from a machine learning model. However, such explanations are not robust to certain real-world changes in the underlying model (e.g., retraining the model, changing…