Related papers: Machine Learning-Augmented Optimization of Large B…
We study the management of product transitions in a semiconductor manufacturing firm that requires the coordination of resource allocation decisions by multiple, autonomous Product Divisions using a multi-follower bilevel model to capture…
Bilevel Optimization has experienced significant advancements recently with the introduction of new efficient algorithms. Mirroring the success in single-level optimization, stochastic gradient-based algorithms are widely used in bilevel…
Real time traffic navigation is an important capability in smart transportation technologies, which has been extensively studied these years. Due to the vast development of edge devices, collecting real time traffic data is no longer a…
With the growing attention towards developing the multimodal transport system to enhance urban mobility, there is an increasing need to construct new, rebuild or expand existing infrastructure to facilitate existing and accommodate newly…
We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…
Optimal-Transport Distributionally Robust Optimization (OT-DRO) robustifies data-driven decision-making under uncertainty by capturing the sampling-induced statistical error via optimal transport ambiguity sets. The standard OT-DRO pipeline…
This paper studies the joint optimization of edge node activation and resource pricing in edge computing, where an edge computing platform provides heterogeneous resources to accommodate multiple services with diverse preferences. We cast…
Bilevel optimization, a well-established field for modeling hierarchical decision-making problems, has recently intersected with sustainability studies and practices, resulting in a series of works focusing on bilevel optimization problems…
Bilevel programs (BPs) find a wide range of applications in fields such as energy, transportation, and machine learning. As compared to BPs with continuous (linear/convex) optimization problems in both levels, the BPs with discrete decision…
This paper studies convergence properties of inexact iterative solution schemes for bilevel optimization problems. Bilevel optimization problems emerge in control-aware design optimization, where the system design parameters are optimized…
Route choice is often modelled as a two-step procedure in which travellers choose their routes from small sets of promising candidates. Many methods developed to identify such choice sets rely on assumptions about the mechanisms behind the…
This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…
Many problems in machine learning involve bilevel optimization (BLO), including hyperparameter optimization, meta-learning, and dataset distillation. Bilevel problems consist of two nested sub-problems, called the outer and inner problems,…
MPC (Model predictive control)-based motion planning and trajectory generation are essential in applications such as unmanned aerial vehicles, robotic manipulators, and rocket control. However, the real-time implementation of such…
Winter road maintenance is critical for ensuring public safety and reducing environmental impacts, yet existing methods struggle to manage large-scale routing problems effectively and mostly reply on human decision. This study presents a…
Mobile social network applications constitute an important platform for traffic information sharing, helping users collect and share sensor information about the driving conditions they experience on the traveled path in real time. In this…
Multi-stage decision-making under uncertainty, where decisions are taken under sequentially revealing uncertain problem parameters, is often essential to faithfully model managerial problems. Given the significant computational challenges…
Goods can exhibit positive externalities impacting decisions of customers in socials networks. Suppliers can integrate these externalities in their pricing strategies to increase their revenue. Besides optimizing the prize, suppliers also…
In this study, we consider two classes of multicriteria two-stage stochastic programs in finite probability spaces with multivariate risk constraints. The first-stage problem features a multivariate stochastic benchmarking constraint based…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…