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Supervised classification methods often assume that evaluation data is drawn from the same distribution as training data and that all classes are present for training. However, real-world classifiers must handle inputs that are far from the…
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…
Applying robust optimization often requires selecting an appropriate uncertainty set both in shape and size, a choice that directly affects the trade-off between average-case and worst-case performances. In practice, this calibration is…
Given a stable linear time-invariant (LTI) system subject to output constraints, we present a method to compute a set of disturbances such that the reachable set of outputs matches as closely as possible the output constraint set, while…
We consider problems with multiple linear objectives and linear constraints and use Adjustable Robust Optimization and Polynomial Optimization as tools to approximate the Pareto set with polynomials of arbitrarily large degree. The main…
We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…
In many machine learning tasks, a common approach for dealing with large-scale data is to build a small summary, {\em e.g.,} coreset, that can efficiently represent the original input. However, real-world datasets usually contain outliers…
Process flexibility is widely adopted as an effective strategy for responding to uncertain demand. Many algorithms for constructing sparse flexibility designs with good theoretical guarantees have been developed for balanced and symmetrical…
Our goal in this paper is to automatically extract a set of decision rules (rule set) that best explains a classification data set. First, a large set of decision rules is extracted from a set of decision trees trained on the data set. The…
In this paper we consider stable matchings subject to assignment constraints. These are matchings that require certain assigned pairs to be included, insist that some other assigned pairs are not, and, importantly, are stable. Our main…
We propose a refinement of the maxmin approach to robustness. A mechanism's payoff guarantee over an ambiguity set is \emph{robust} if the guarantee is approximately satisfied at priors near the ambiguity set (in the weak topology). We show…
The topic of learning to solve optimization problems has received interest from both the operations research and machine learning communities. In this work, we combine techniques from both fields to address the problem of learning to…
Developing classification algorithms that are fair with respect to sensitive attributes of the data has become an important problem due to the growing deployment of classification algorithms in various social contexts. Several recent works…
In this work we study binary classification problems where we assume that our training data is subject to uncertainty, i.e. the precise data points are not known. To tackle this issue in the field of robust machine learning the aim is to…
We address the problem of Gaussian Process (GP) optimization in the presence of unknown and potentially varying adversarial perturbations. Unlike traditional robust optimization approaches that focus on maximizing performance under…
In combinatorial optimization, partial variable assignments are called persistent if they agree with some optimal solution. We propose persistency criteria for the multicut and max-cut problem as well as fast combinatorial routines to…
We consider a class of combinatorial optimization problems that emerge in a variety of domains among which: condensed matter physics, theory of financial risks, error correcting codes in information transmissions, molecular and protein…
We propose a new Robust Optimization method for the energy offering problem of a price-taker generating company that wants to build offering curves for its generation units, in order to maximize its profit while taking into account the…
A central challenge in mechanism design is to identify mechanisms whose performance is robust under uncertainty about the environment. The maxmin optimality criterion is commonly used for this purpose, but it often yields a large and…
Stochastic programs where the uncertainty distribution must be inferred from noisy data samples are considered. The stochastic programs are approximated with distributionally-robust optimizations that minimize the worst-case expected cost…