Related papers: Distributionally Robust Airport Ground Holding Pro…
This paper studies a class of multiagent stochastic optimization problems where the objective is to minimize the expected value of a function which depends on a random variable. The probability distribution of the random variable is unknown…
We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex…
The Gromov-Wasserstein distance is a notable extension of optimal transport. In contrast to the classic Wasserstein distance, it solves a quadratic assignment problem that minimizes the pair-wise distance distortion under the transportation…
One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…
We investigate the problem of synthesizing distributionally robust control policies for stochastic systems under safety and reach-avoid specifications. Using a game-theoretical framework, we consider the setting where the probability…
We present a distributed framework of the Primal-Dual Hybrid Gradient (PDHG) algorithm for solving massive-scale linear programming (LP) problems. Although PDHG-based solvers demonstrate strong performance on single-node GPU architectures,…
In this paper, we propose a stochastic Primal-Dual Hybrid Gradient (PDHG) approach for solving a wide spectrum of regularized stochastic minimization problems, where the regularization term is composite with a linear function. It has been…
In this paper some methods to use the empirical bootstrap approach for stochastic gradient descent (SGD) to minimize the empirical risk over a separable Hilbert space are investigated from the view point of algorithmic stability and…
Due to complex sets of interrelated activities in aircraft heavy maintenance (AHM), many airlines have to deal with substantial aircraft maintenance downtime. The scheduling problem in AHM is regarded as an NP-hard problem. Using exact…
In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through $\phi$-divergences and Wasserstein distances, respectively. While the former focuses on ambiguity in…
The increased volatility of markets and the pressing need for resource sustainability are driving supply chains towards more agile, distributed, and dynamic designs. Motivated by the Physical Internet initiative, we introduce the Dynamic…
This article proposes an efficient numerical method for solving nonlinear partial differential equations (PDEs) based on sparse Gaussian processes (SGPs). Gaussian processes (GPs) have been extensively studied for solving PDEs by…
This paper introduces a noise-tolerant computing method for over-the-air computation (AirComp) aimed at weighted averaging, which is critical in various Internet of Things (IoT) applications such as environmental monitoring. Traditional…
Constrained clustering leverages limited domain knowledge to improve clustering performance and interpretability, but incorporating pairwise must-link and cannot-link constraints is an NP-hard challenge, making global optimization…
This paper studies the robust optimal operation of distribution networks (DNs) under renewable generation and load demand uncertainties, seeking an improved trade-off between robustness and economic performance. Building upon information…
We propose a distributionally robust data-driven predictive control framework for stochastic linear time-invariant systems with unknown dynamics and disturbance distributions. We use an offline trajectory to fit the subspace predictive…
Performativity means that the deployment of a predictive model incentivizes agents to strategically adapt their behavior, thereby inducing a model-dependent distribution shift. Practitioners often repeatedly retrain the model on data…
In this paper, we propose a unified analysis of variants of distributed SGD with arbitrary compressions and delayed updates. Our framework is general enough to cover different variants of quantized SGD, Error-Compensated SGD (EC-SGD) and…
Traditional ground wireless communication networks cannot provide high-quality services for artificial intelligence (AI) applications such as intelligent transportation systems (ITS) due to deployment, coverage and capacity issues. The…
In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…