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Robust optimization aims to find optimum points from the collection of points that are feasible for every possible scenario of a given uncertain set. An optimum solution to a robust optimization problem is commonly found by the min-max…

Optimization and Control · Mathematics 2024-10-07 Nand Kishor , Debdas Ghosh , Xiaopeng Zhao

Deep neural networks are in the limelight of machine learning with their excellent performance in many data-driven applications. However, they can lead to inaccurate predictions when queried in out-of-distribution data points, which can…

Machine Learning · Computer Science 2023-03-01 Yana Stoyanova , Soroush Ghandi , Maryam Tavakol

Adaptive robust optimization (ARO) extends static robust optimization by allowing decisions to depend on the realized uncertainty - weakly dominating static solutions within the modeled uncertainty set. However, ARO makes previous…

Optimization and Control · Mathematics 2025-11-20 Karl Zhu , Dimitris Bertsimas

In this work, we propose a novel method to tackle the problem of multiobjective optimization under parameteric uncertainties, by considering the Conditional Pareto Sets and Conditional Pareto Fronts. Based on those quantities we can define…

Optimization and Control · Mathematics 2026-01-15 Victor Trappler , Céline Helbert , Rodolphe Le Riche

This paper studied a robust concurrent topology optimization (RCTO) approach to design the structure and its composite materials simultaneously. For the first time, the material uncertainty with imprecise probability is integrated into the…

Computational Engineering, Finance, and Science · Computer Science 2020-03-10 Y. Wu , Eric Li , Z. C. He , X. Y. Lin , H. X. Jiang

Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…

Machine Learning · Computer Science 2024-07-30 Noah Schutte , Krzysztof Postek , Neil Yorke-Smith

In this work the robustness of a feedback optimization scheme is discussed. Previously known results in literature, on the convergence to local optima of the optimization problem of interest, are extended to the case where the sensitivities…

Optimization and Control · Mathematics 2021-04-01 Mirko Pasquini , Kévin Colin , Véronique Chotteau , Håkan Hjalmarsson

Efficiency in optimisation and search processes persists to be one of the challenges, which affects the performance and use of optimisation algorithms. Utilising a pool of operators instead of a single operator to handle move operations…

Artificial Intelligence · Computer Science 2025-12-12 Mehmet Emin Aydin

Formal explainability guarantees the rigor of computed explanations, and so it is paramount in domains where rigor is critical, including those deemed high-risk. Unfortunately, since its inception formal explainability has been hampered by…

Artificial Intelligence · Computer Science 2024-12-04 Xuanxiang Huang , Joao Marques-Silva

This paper considers the resource-constrained project scheduling problem with uncertain activity durations. We assume that activity durations lie in a budgeted uncertainty set, and follow a robust two-stage approach, where a decision maker…

Optimization and Control · Mathematics 2020-04-15 Matthew Bold , Marc Goerigk

We consider box-constrained robust optimisation problems with implementation uncertainty. In this setting, the solution that a decision maker wants to implement may become perturbed. The aim is to find a solution that optimises the worst…

Optimization and Control · Mathematics 2018-09-10 Martin Hughes , Marc Goerigk , Michael Wright

We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…

Optimization and Control · Mathematics 2025-06-25 Irina Wang , Bart Van Parys , Bartolomeo Stellato

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…

Optimization and Control · Mathematics 2022-04-07 Ahmadreza Marandi , Aharon Ben-Tal , Dick den Hertog , Bertrand Melenberg

A novel data-driven stochastic robust optimization (DDSRO) framework is proposed for optimization under uncertainty leveraging labeled multi-class uncertainty data. Uncertainty data in large datasets are often collected from various…

Machine Learning · Computer Science 2019-04-04 Chao Ning , Fengqi You

We study the problem of training an unbiased and accurate model given a dataset with multiple biases. This problem is challenging since the multiple biases cause multiple undesirable shortcuts during training, and even worse, mitigating one…

Machine Learning · Computer Science 2024-09-06 Nayeong Kim , Juwon Kang , Sungsoo Ahn , Jungseul Ok , Suha Kwak

Many of the successes of machine learning are based on minimizing an averaged loss function. However, it is well-known that this paradigm suffers from robustness issues that hinder its applicability in safety-critical domains. These issues…

Machine Learning · Computer Science 2022-06-09 Alexander Robey , Luiz F. O. Chamon , George J. Pappas , Hamed Hassani

We study approaches to robust model-based design of experiments in the context of maximum-likelihood estimation. These approaches provide robustification of model-based methodologies for the design of optimal experiments by accounting for…

Methodology · Statistics 2021-09-03 Anwesh Reddy Gottu Mukkula , Michal Mateáš , Miroslav Fikar , Radoslav Paulen

We present an end-to-end framework for generating solutions to combinatorial optimization problems with unknown components using transformer-based sequence-to-sequence neural networks. Our framework learns directly from past solutions and…

Optimization and Control · Mathematics 2026-02-06 Macarena Navarro , Willem-Jan van Hoeve , Karan Singh

Multi-objective evaluation is a necessary aspect when managing complex systems, as the intrinsic complexity of a system is generally closely linked to the potential number of optimization objectives. However, an evaluation makes no sense…

Physics and Society · Physics 2016-08-03 Juste Raimbault