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In this paper, we develop a two-stage data-driven approach to address the adjustable robust optimization problem, where the uncertainty set is adjustable to manage infeasibility caused by significant or poorly quantified uncertainties. In…

Optimization and Control · Mathematics 2025-05-29 Xiaoxing Ren , Alessio Moreschini , Zhongda Chu , Yulong Gao , Thomas Parisini

Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…

Optimization and Control · Mathematics 2019-04-16 Xinbo Geng , Le Xie

Despite substantial improvement in the development of forecasting approaches, conditional and dynamic uncertainty estimates ought to be accommodated in decision-making in power system operation and market, in order to yield either…

Applications · Statistics 2018-08-20 Faranak Golestaneh , Pierre Pinson , Hoay Beng Gooi

Climate-economic modeling under uncertainty presents significant computational challenges that may limit policymakers' ability to address climate change effectively. This paper explores neural network-based approaches for solving…

Machine Learning · Computer Science 2025-05-20 Carlos Rodriguez-Pardo , Louis Daumas , Leonardo Chiani , Massimo Tavoni

In ill-posed inverse problems, it is commonly desirable to obtain insight into the full spectrum of plausible solutions, rather than extracting only a single reconstruction. Information about the plausible solutions and their likelihoods is…

Computer Vision and Pattern Recognition · Computer Science 2024-05-14 Omer Yair , Elias Nehme , Tomer Michaeli

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

This paper presents a computational framework for the robust stiffness design of hyperelastic structures at finite deformations subject to various uncertain sources. In particular, the loading, material properties, and geometry…

Computational Engineering, Finance, and Science · Computer Science 2025-01-28 Nan Feng , Guodong Zhang , Kapil Khandelwal

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

Optimization models have been broadly used within side the energy industry as useful decision-making systems for scheduling and dispatching electric powered energy resources; this is applied in a system called unit commitment (UC). Unit…

Optimization and Control · Mathematics 2022-04-01 Angel Zambrano

Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…

Optimization and Control · Mathematics 2019-04-16 Xinbo Geng , Le Xie

While the forward and backward modeling of the process-structure-property chain has received a lot of attention from the materials community, fewer efforts have taken into consideration uncertainties. Those arise from a multitude of sources…

Machine Learning · Statistics 2021-08-06 Maximilian Rixner , Phaedon-Stelios Koutsourelakis

Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

Renewable energy is essential for energy security and global warming mitigation. However, power generation from renewable energy sources is uncertain due to volatile weather conditions and complex equipment operations. To improve…

Methodology · Statistics 2020-07-09 Yuchen Shi , Nan Chen

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

This paper surveys the primary computational hurdles of Energy Systems optimization coming from different sources: model-induced complexity, optimization algorithm requirements, and uncertainties handling (both aleatoric and epistemic).…

To achieve virtual certification for industrial design, quantifying the uncertainties in simulation-driven processes is crucial. We discuss a physics-constrained approach to account for epistemic uncertainty of turbulence models. In order…

Machine Learning · Computer Science 2023-07-12 Marcel Matha , Christian Morsbach

We study how to utilize (possibly machine-learned) predictions in a model for computing under uncertainty in which an algorithm can query unknown data. The goal is to minimize the number of queries needed to solve the problem. We consider…

Data Structures and Algorithms · Computer Science 2021-11-09 Thomas Erlebach , Murilo S. de Lima , Nicole Megow , Jens Schlöter

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…

Optimization and Control · Mathematics 2024-03-12 Qin Li , Li Wang , Yunan Yang

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide