Related papers: A lexicographic maximin approach to the selective …
We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…
In this paper, we study the predict-then-optimize problem where the output of a machine learning prediction task is used as the input of some downstream optimization problem, say, the objective coefficient vector of a linear program. The…
Deriving a representative model using value function-based methods from the perspective of preference disaggregation has emerged as a prominent and growing topic in multi-criteria sorting (MCS) problems. A noteworthy observation is that…
We consider lexicographic bi-objective problems on Markov Decision Processes (MDPs), where we optimize one objective while guaranteeing optimality of another. We propose a two-stage technique for solving such problems when the objectives…
In this manuscript we provide an exact solution to the maxmin problem max ||Ax|| subject to ||Bx||<= 1, where A and B are real matrices. This problem comes from a remodeling of max ||Ax|| subject to min ||Bx||, because the latter problem…
Allocation of scarce resources is a recurring challenge for the public sector: something that emerges in areas as diverse as healthcare, disaster recovery, and social welfare. The complexity of these policy domains and the need for meeting…
We study a general stochastic ranking problem where an algorithm needs to adaptively select a sequence of elements so as to "cover" a random scenario (drawn from a known distribution) at minimum expected cost. The coverage of each scenario…
When deploying a single predictor across multiple subpopulations, we propose a fundamentally different approach: interpreting group fairness as a bargaining problem among subpopulations. This game-theoretic perspective reveals that existing…
Bilingual lexicons form a critical component of various natural language processing applications, including unsupervised and semisupervised machine translation and crosslingual information retrieval. We improve bilingual lexicon induction…
In this paper, we address two optimisation problems arising in the context of city logistics and two-level transportation systems. The two-echelon vehicle routing problem and the two-echelon location routing problem seek to produce vehicle…
Hybrid variations of metaheuristics that include data mining strategies have been utilized to solve a variety of combinatorial optimization problems, with superior and encouraging results. Previous hybrid strategies applied mined patterns…
In certain real-world optimization scenarios, practitioners are not interested in solving multiple problems but rather in finding the best solution to a single, specific problem. When the computational budget is large relative to the cost…
Cloud computing is a new archetype that provides dynamic computing services to cloud users through the support of datacenters that employs the services of datacenter brokers which discover resources and assign them Virtually. The focus of…
We consider decision problems of rating alternatives based on their pairwise comparisons according to two criteria. Given pairwise comparison matrices for each criterion, the problem is to find the overall scores of the alternatives. We…
Multicriteria optimization problems occur in many real life applications, for example in cancer radiotherapy treatment and in particular in intensity modulated radiation therapy (IMRT). In this work we focus on optimization problems with…
We study an original problem of pure exploration in a strategic bandit model motivated by Monte Carlo Tree Search. It consists in identifying the best action in a game, when the player may sample random outcomes of sequentially chosen pairs…
Reliable communication over a discrete memoryless channel with the help of a relay has aroused interest due to its widespread applications in practical scenarios. By considering the system with a mismatched decoder, previous works have…
Min-max optimization is emerging as a key framework for analyzing problems of robustness to strategically and adversarially generated data. We propose a random reshuffling-based gradient free Optimistic Gradient Descent-Ascent algorithm for…
Robust optimization (RO) is a powerful paradigm for decision making under uncertainty. Existing algorithms for solving RO, including the reformulation approach and the cutting-plane method, do not scale well, hindering the application of RO…
The compactness of routes in distribution plans is a criterion that has not been sufficiently explored in the literature related to logistics distribution but has shown to have a significant impact on the practical implementation of routing…