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This paper proposes risk-averse and risk-agnostic formulations to robust design in which solutions that satisfy the system requirements for a set of scenarios are pursued. These scenarios, which correspond to realizations of uncertain…

Optimization and Control · Mathematics 2025-11-07 Luis G. Crespo , Bret Stanford , Natalia Alexandrov

We study two-stage distributionally robust optimization (DRO) problems with decision-dependent information discovery (DDID) wherein (a portion of) the uncertain parameters are revealed only if an (often costly) investment is made in the…

Optimization and Control · Mathematics 2025-10-07 Qing Jin , Angelos Georghiou , Phebe Vayanos , Grani A. Hanasusanto

Distributionally robust optimization (DRO) is a powerful framework for training robust models against data distribution shifts. This paper focuses on constrained DRO, which has an explicit characterization of the robustness level. Existing…

Machine Learning · Statistics 2024-04-02 Qi Zhang , Yi Zhou , Ashley Prater-Bennette , Lixin Shen , Shaofeng Zou

In this paper, we propose a practical online method for solving a class of distributionally robust optimization (DRO) with non-convex objectives, which has important applications in machine learning for improving the robustness of neural…

Machine Learning · Computer Science 2021-11-15 Qi Qi , Zhishuai Guo , Yi Xu , Rong Jin , Tianbao Yang

Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…

Optimization and Control · Mathematics 2020-12-07 Zhe Zhang , Shabbir Ahmed , Guanghui Lan

It is known that the set of perturbed data is key in robust optimization (RO) modelling. Distributionally robust optimization (DRO) is a methodology used for optimization problems affected by random parameters with uncertain probability…

Optimization and Control · Mathematics 2022-05-09 Yueyao Li , Wenxun Xing

In aircraft design, structural optimization and uncertainty quantification concerning transonic aeroelastic issues are computationally impractical, because the iterative process requires great number of aeroelastic analysis. Emerging…

Fluid Dynamics · Physics 2018-08-15 Ziyi Wang , Weiwei Zhang , Xiaojing Wu , Kongjin Chen

We propose and validate a data-driven approach for modeling large-amplitude flow-induced oscillations of elastically mounted pitching wings. We first train a neural networks regression model for the nonlinear aerodynamic moment using data…

Fluid Dynamics · Physics 2025-02-21 Yuanhang Zhu , Kenneth Breuer

In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…

Optimization and Control · Mathematics 2021-06-15 Adrián Esteban-Pérez , Juan M. Morales

The inverse approach is computationally efficient in aerodynamic design as the desired target performance distribution is prespecified. However, it has some significant limitations that prevent it from achieving full efficiency. First, the…

Machine Learning · Computer Science 2022-03-10 Sunwoong Yang , Sanga Lee , Kwanjung Yee

Distributionally robust optimization (DRO) has shown lot of promise in providing robustness in learning as well as sample based optimization problems. We endeavor to provide DRO solutions for a class of sum of fractionals, non-convex…

Machine Learning · Computer Science 2022-06-01 Avinandan Bose , Arunesh Sinha , Tien Mai

We consider the problem of analyzing the probabilistic performance of first-order methods when solving convex optimization problems drawn from an unknown distribution only accessible through samples. By combining performance estimation…

Optimization and Control · Mathematics 2025-12-11 Jisun Park , Vinit Ranjan , Bartolomeo Stellato

Obtaining predictive low-order models is a central challenge in fluid dynamics. Data-driven frameworks have been widely used to obtain low-order models of aerodynamic systems; yet, resulting models tend to yield predictions that grow…

Computational design optimization in fluid dynamics usually requires to solve non-linear partial differential equations numerically. In this work, we explore a Bayesian optimization approach to minimize an object's drag coefficient in…

Computational Engineering, Finance, and Science · Computer Science 2017-12-12 Stephan Eismann , Stefan Bartzsch , Stefano Ermon

In this paper, we present a generic approach of a dynamical data-driven model order reduction technique for three-dimensional fluid-structure interaction problems. A low-order continuous linear differential system is identified from…

Computational Engineering, Finance, and Science · Computer Science 2023-01-25 Claire Dupont , Florian De Vuyst , Anne-Virginie Salsac

In this paper, we present a novel data-driven optimization approach for trajectory based air traffic flow management (ATFM). A key aspect of the proposed approach is the inclusion of airspace users' trajectory preferences, which are…

Optimization and Control · Mathematics 2022-11-15 Luigi De Giovanni , Guglielmo Lulli , Carlo Lancia

Noisy data are often viewed as a challenge for decision-making. This paper studies a distributionally robust optimization (DRO) that shows how such noise can be systematically incorporated. Rather than applying DRO to the noisy empirical…

Optimization and Control · Mathematics 2025-09-03 Chung-Han Hsieh , Rong Gan

We consider the penalized distributionally robust optimization (DRO) problem with a closed, convex uncertainty set, a setting that encompasses learning using $f$-DRO and spectral/$L$-risk minimization. We present Drago, a stochastic…

Machine Learning · Statistics 2025-02-12 Ronak Mehta , Jelena Diakonikolas , Zaid Harchaoui

Accurate machine-learning models for aerodynamic prediction are essential for accelerating shape optimization, yet remain challenging to develop for complex three-dimensional configurations due to the high cost of generating training data.…

Machine Learning · Computer Science 2026-04-21 Yunjia Yang , Babak Gholami , Caglar Gurbuz , Mohammad Rashed , Nils Thuerey

Distributionally Robust Optimization (DRO), as a popular method to train robust models against distribution shift between training and test sets, has received tremendous attention in recent years. In this paper, we propose and analyze…

Machine Learning · Computer Science 2023-08-17 Qi Qi , Jiameng Lyu , Kung sik Chan , Er Wei Bai , Tianbao Yang