Related papers: Approximating Multiple Robust Optimization Solutio…
We present a method to include robustness into a multi-criteria optimization (MCO) framework for intensity-modulated proton therapy (IMPT). The approach allows one to simultaneously explore the trade-off between different objectives as well…
We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…
Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the…
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.…
This paper proposes an accelerated proximal point method for maximally monotone operators. The proof is computer-assisted via the performance estimation problem approach. The proximal point method includes various well-known convex…
Solution robustness focuses on structural similarities between the nominal solution and the scenario solutions. Most other robust optimization approaches focus on the quality robustness and only evaluate the relevance of their solutions…
Robust PCA has drawn significant attention in the last decade due to its success in numerous application domains, ranging from bio-informatics, statistics, and machine learning to image and video processing in computer vision. Robust PCA…
Robust optimization is a young and active research field that has been mainly developed in the last 15 years. Robust optimization is very useful for practice, since it is tailored to the information at hand, and it leads to computationally…
Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient…
In recent advances in solving the problem of transmission network expansion planning, the use of robust optimization techniques has been put forward, as an alternative to stochastic mathematical programming methods, to make the problem…
Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…
Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…
Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables…
Robust optimization is a commonly employed method to mitigate uncertainties in the planning of intensity-modulated proton therapy (IMPT). In certain contexts, the large number of uncertainty scenarios makes the robust problem impractically…
Robust discrete optimization is a highly active field of research where a plenitude of combinations between decision criteria, uncertainty sets and underlying nominal problems are considered. Usually, a robust problem becomes harder to…
Finding robust solutions of an optimization problem is an important issue in practice, and various concepts on how to define the robustness of a solution have been suggested. The idea of recoverable robustness requires that a solution can…
Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…
Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this approach for a class of selection problems. The aim is to choose…
We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…
The performance of Large Language Models (LLMs) depends heavily on the chosen prompting strategy, yet static approaches such as Zero-Shot, Few-Shot, or Chain-of-Thought (CoT) impose a rigid efficiency-accuracy trade-off. Highly accurate…