Related papers: Exact reliability optimization for series-parallel…
Managing insurance and financial risk when data is limited is a key task in the insurance industry. In this paper, we focus on cases where the risk distribution is modeled as a mixture with some components estimable to high precision or…
We consider the classic problem of Network Reliability. A network is given together with a source vertex, one or more target vertices, and probabilities assigned to each of the edges. Each edge appears in the network with its associated…
The network unreliability problem asks for the probability that a given undirected graph gets disconnected when every edge independently fails with a given probability $p$. Valiant (1979) showed that this problem is \#P-hard; therefore, the…
This paper re-introduces the network reliability polynomial - introduced by Moore and Shannon in 1956 -- for studying the effect of network structure on the spread of diseases. We exhibit a representation of the polynomial that is…
We study the single pair capacitated network design problem and the budget constrained max flow problem on undirected series-parallel graphs. These problems were well studied on directed series-parallel graphs, but little is known in the…
We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We focus on the discrete scenario case, but our approach can be extended to other types of…
This paper studies distributed convex optimization with both affine equality and nonlinear inequality couplings through the duality analysis. We first formulate the dual of the coupling-constraint problem and reformulate it as a consensus…
The calculation of network reliability in a probabilistic context has long been an issue of practical and academic importance. Conventional approaches (determination of bounds, sums of disjoint products algorithms, Monte Carlo evaluations,…
Distribution grids constitute complex networks of lines often times reconfigured to minimize losses, balance loads, alleviate faults, or for maintenance purposes. Topology monitoring becomes a critical task for optimal grid scheduling.…
This article develops a control method for linear time-invariant systems subject to time-varying and a priori unknown cost functions, that satisfies state and input constraints, and is robust to exogenous disturbances. To this end, we…
This paper considers a distributed convex optimization problem with inequality constraints over time-varying unbalanced digraphs, where the cost function is a sum of local objectives, and each node of the graph only knows its local…
We reformulate the problem of modularity maximization over the set of partitions of a network as a conic optimization problem over the completely positive cone, converting it from a combinatorial optimization problem to a convex continuous…
The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…
This paper tackles the challenging problem of jointly inferring time-varying network topologies and imputing missing data from partially observed graph signals. We propose a unified non-convex optimization framework to simultaneously…
Optimal stopping is a fundamental class of stochastic dynamic optimization problems with numerous applications in finance and operations management. We introduce a new approach for solving computationally-demanding stochastic optimal…
Resilience and robustness are important properties in the reliability and attack-tolerance analysis of networks. In recent decades, various qualitative and heuristic-based quantitative approaches have made significant contributions in…
This paper considers the optimization-based traffic allocation problem among multiple end points in connectionless networks. The network utility function is modeled as a non-concave function, since it is the best description of the quality…
Motivated by potential applications in power systems, we study a problem of optimizing a sum of $n$ convex functions on dynamic networks of $n$ nodes when each function is known to only a single node. The nodes' variables, while satisfy…
This paper discusses the reliability of a graph in which the links are perfectly reliable but the nodes may fail with certain probability p. Calculating graph node reliability is an NP-Hard problem. We introduce an efficient and accurate…
The optimal design of wireless networks has been widely studied in the literature and many optimization models have been proposed over the years. However, most models directly include the signal-to-interference ratios representing service…