Related papers: S-BORM: Reliability-based optimization of general …
Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…
Distributionally Robust Optimization (DRO) has been shown to provide a flexible framework for decision making under uncertainty and statistical estimation. For example, recent works in DRO have shown that popular statistical estimators can…
Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…
A robust-to-dynamics optimization (RDO) problem is an optimization problem specified by two pieces of input: (i) a mathematical program (an objective function $f:\mathbb{R}^n\rightarrow\mathbb{R}$ and a feasible set…
We consider solving linear optimization (LO) problems with uncertain objective coefficients. For such problems, we often employ robust optimization (RO) approaches by introducing an uncertainty set for the unknown coefficients. Typical RO…
Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…
This paper aims at improving the classification accuracy of a Support Vector Machine (SVM) classifier with Sequential Minimal Optimization (SMO) training algorithm in order to properly classify failure and normal instances from oil and gas…
We propose a partition-based state estimator for linear discrete-time systems composed by coupled subsystems affected by bounded disturbances. The architecture is distributed in the sense that each subsystem is equipped with a local state…
In this work we are interested in the construction of numerical methods for high dimensional constrained nonlinear optimization problems by particle-based gradient-free techniques. A consensus-based optimization (CBO) approach combined with…
Massive multiple-input multiple-output (M-MIMO) technique brings better energy efficiency and coverage but higher computational complexity than small-scale MIMO. For linear detections such as minimum mean square error (MMSE), prohibitive…
Uncertainties are inherent to real-world systems. Taking them into account is crucial in industrial design problems and this might be achieved through reliability-based design optimization (RBDO) techniques. In this paper, we propose a…
The distributed operating room (OR) scheduling problem aims to find an assignment of surgeries to ORs across collaborating hospitals that share their waiting lists and ORs. We propose a stochastic extension of this problem where surgery…
Statistical uncertainties complicate engineering design -- confounding regulated design approaches, and degrading the performance of reliability efforts. The simplest means to tackle this uncertainty is double loop simulation; a nested…
We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtain these results in the i.i.d. setup under subgaussian…
Quantum computing is an advancing area of research in which computer hardware and algorithms are developed to take advantage of quantum mechanical phenomena. In recent studies, quantum algorithms have shown promise in solving linear systems…
Barrett's algorithm is one of the most widely used methods for performing modular multiplication, a critical nonlinear operation in modern privacy computing techniques such as homomorphic encryption (HE) and zero-knowledge proofs (ZKP).…
We address the problem of efficient verification of multi-threaded programs running over Total Store Order (TSO) memory model. It has been shown that even with finite data domain programs, the complexity of control state reachability under…
This paper proposes a new robust optimization (RO) formulation namely the RO under objective functional uncertainty (ObRO). The ObRO adopts a min-max structure where the inner problem finds the worst-case objective function in a continuous…
We present a novel quantum optimization-based route compression technique that significantly reduces storage requirements compared to conventional methods. Route optimization systems face critical challenges in efficiently storing selected…
This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown distribution. The proposed method is based on sequential…