Related papers: Explicit sets with ideal robustness are achievable…
It is well known that machine learning methods can be vulnerable to adversarially-chosen perturbations of their inputs. Despite significant progress in the area, foundational open problems remain. In this paper, we address several key…
We consider a network design and expansion problem, where we need to make a capacity investment now, such that uncertain future demand can be satisfied as closely as possible. To use a robust optimization approach, we need to construct an…
This paper studies binary linear programming problems in the presence of uncertainties that may cause solution values to change during implementation. This type of uncertainty, termed implementation uncertainty, is modeled explicitly…
Datasets can be biased due to societal inequities, human biases, under-representation of minorities, etc. Our goal is to certify that models produced by a learning algorithm are pointwise-robust to potential dataset biases. This is a…
In this work, we consider robust submodular maximization with matroid constraints. We give an efficient bi-criteria approximation algorithm that outputs a small family of feasible sets whose union has (nearly) optimal objective value. This…
This paper addresses a fundamental and important question in control: under what conditions does there fail to exist a robust control policy that keeps the state of a constrained linear system within a target set, despite bounded…
We revisit the coalition structure generation problem in which the goal is to partition the players into exhaustive and disjoint coalitions so as to maximize the social welfare. One of our key results is a general polynomial-time algorithm…
We consider robust shortest path problems, where the aim is to find a path that optimizes the worst-case performance over an uncertainty set containing all relevant scenarios for arc costs. The usual approach for such problems is to assume…
This paper addresses the classical problem of determining the set of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve with…
We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…
To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision variables (which we can set) and stochastic variables…
A combinatorial design is a family of sets that are almost disjoint, which is applied in pseudo random number generations and randomness extractions. The parameter, $\rho$, quantifying the overlap between the sets within the family, is…
In this paper, we develop efficient randomized algorithms for estimating probabilistic robustness margin and constructing robustness degradation curve for uncertain dynamic systems. One remarkable feature of these algorithms is their…
Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…
Design under uncertainty is a challenging problem, as a systems performance can be highly sensitive to variations in input parameters and model uncertainty. A conventional approach to addressing such problems is robust optimization, which…
Constrained-random simulation is the predominant approach used in the industry for functional verification of complex digital designs. The effectiveness of this approach depends on two key factors: the quality of constraints used to…
We study novel robust zero-order algorithms with acceleration for the solution of real-time optimization problems. In particular, we propose a family of extremum seeking dynamics that can be universally modeled as singularly perturbed…
In robust optimization one seeks to make a decision under uncertainty, where the goal is to find the solution with the best worst-case performance. The set of possible realizations of the uncertain data is described by a so-called…
Given subsets of uncertain values, we study the problem of identifying the subset of minimum total value (sum of the uncertain values) by querying as few values as possible. This set selection problem falls into the field of explorable…
In the present paper, a robust approach to a special class of convex feasibility problems is considered. By techniques of convex and variational analysis, conditions for the existence of robust feasible solutions and related error bounds…