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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

While solutions of Distributionally Robust Optimization (DRO) problems can sometimes have a higher out-of-sample expected reward than the Sample Average Approximation (SAA), there is no guarantee. In this paper, we introduce a class of…

Optimization and Control · Mathematics 2023-06-13 Jun-ya Gotoh , Michael Jong Kim , Andrew E. B. Lim

In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of…

Optimization and Control · Mathematics 2010-10-27 Dimitris Bertsimas , David B. Brown , Constantine Caramanis

Data-Driven Computational Mechanics is a novel computing paradigm that enables the transition from standard data-starved approaches to modern data-rich approaches. At this early stage of development, one can distinguish two mainstream…

Numerical Analysis · Mathematics 2019-10-29 Cristian Guillermo Gebhardt , Dominik Schillinger , Marc Christian Steinbach , Raimund Rolfes

Recently, a special case of precision matrix estimation based on a distributionally robust optimization (DRO) framework has been shown to be equivalent to the graphical lasso. From this formulation, a method for choosing the regularization…

Methodology · Statistics 2022-06-10 Chau Tran , Pedro Cisneros-Velarde , Sang-Yun Oh , Alexander Petersen

We propose a data-driven control method for systems with aleatoric uncertainty, for example, robot fleets with variations between agents. Our method leverages shared trajectory data to increase the robustness of the designed controller and…

Robotics · Computer Science 2024-03-25 Alexander von Rohr , Dmitrii Likhachev , Sebastian Trimpe

In this work, we present an algorithmically tractable safe approximation of distributionally robust optimization (DRO) problems that contain univariate indicator functions. The latter appear in different applications, but render the model…

Optimization and Control · Mathematics 2026-01-22 Jana Dienstbier , Frauke Liers , Florian Rösel , Jan Rolfes

A convolutional encoder-decoder-based transformer model is proposed for autoregressively training on spatio-temporal data of turbulent flows. The prediction of future fluid flow fields is based on the previously predicted fluid flow field…

Fluid Dynamics · Physics 2023-03-31 Aakash Patil , Jonathan Viquerat , Elie Hachem

This study introduces adaptive robust optimization (ARO) and adaptive robust stochastic optimization (ARSO) approaches to address long- and short-term uncertainties in the optimal sizing and placement of distributed energy resources in…

Optimization and Control · Mathematics 2025-03-25 Fernando García-Muñoz , Cristian Duran-Mateluna

Spacecraft trajectory design is a global search problem, where previous work has revealed specific solution structures that can be captured with data-driven methods. This paper explores two global search problems in the circular restricted…

Machine Learning · Computer Science 2024-12-31 Jannik Graebner , Anjian Li , Amlan Sinha , Ryne Beeson

We develop and apply a novel shape optimization exemplified for a two-blade rotor with respect to the figure of merit ($FM$). This topologically assisted optimization (TAO) contains two steps. First a global evolutionary optimization is…

Real world networks are often subject to severe uncertainties which need to be addressed by any reliable prescriptive model. In the context of the maximum flow problem subject to arc failure, robust models have gained particular attention.…

Discrete Mathematics · Computer Science 2017-05-24 Fabian Mies , Britta Peis , Andreas Wierz

A new framework is developed for control of constrained nonlinear systems with structured parametric uncertainties. Forward invariance of a safe set is achieved through online parameter adaptation and data-driven model estimation. The new…

Systems and Control · Electrical Eng. & Systems 2020-06-01 Brett T. Lopez , Jean-Jacques E. Slotine , Jonathan P. How

In this article we consider shape optimization problems as optimal control problems via the method of mappings. Instead of optimizing over a set of admissible shapes a reference domain is introduced and it is optimized over a set of…

Optimization and Control · Mathematics 2021-06-09 Johannes Haubner , Martin Siebenborn , Michael Ulbrich

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

This paper studies a data-driven predictive control for a class of control-affine systems which is subject to uncertainty. With the accessibility to finite sample measurements of the uncertain variables, we aim to find controls which are…

Optimization and Control · Mathematics 2021-05-03 Dan Li , Dariush Fooladivanda , Sonia Martinez

In this study, we develop an innovative data-driven optimization approach to solve the drone delivery service planning problem with online demand. Drone-based logistics are expected to improve operations by enhancing flexibility and…

Optimization and Control · Mathematics 2024-04-04 Aditya Paul , Michael W. Levin , S. Travis Waller , David Rey

This paper introduces an optimization problem (P) and a solution strategy to design variable-speed-limit controls for a highway that is subject to traffic congestion and uncertain vehicle arrival and departure. By employing a finite…

Optimization and Control · Mathematics 2020-09-08 Dan Li , Dariush Fooladivanda , Sonia Martinez

In the era of exceptionally data-hungry models, careful selection of the training data is essential to mitigate the extensive costs of deep learning. Data pruning offers a solution by removing redundant or uninformative samples from the…

Machine Learning · Computer Science 2025-02-11 Artem Vysogorets , Kartik Ahuja , Julia Kempe

We introduce a data-driven approach to the modelling and analysis of viscous fluid mechanics. Instead of including constitutive laws for the fluid's viscosity in the mathematical model, we suggest to directly use experimental data. Only a…

Analysis of PDEs · Mathematics 2023-04-19 Christina Lienstromberg , Stefan Schiffer , Richard Schubert