Related papers: Branch-and-bound algorithm for efficient reliabili…
In safety-critical machine learning applications, it is crucial to defend models against adversarial attacks -- small modifications of the input that change the predictions. Besides rigorously studied $\ell_p$-bounded additive…
The PC algorithm is the state-of-the-art algorithm for causal structure discovery on observational data. It can be computationally expensive in the worst case due to the conditional independence tests are performed in an…
Long-term reservoir management often uses bounds on the reservoir level, between which the operator can work. However, these bounds are not always kept up-to-date with the latest knowledge about the reservoir drainage area, and thus become…
In this work we study binary two-stage robust optimization problems with objective uncertainty. We present an algorithm to calculate efficiently lower bounds for the binary two-stage robust problem by solving alternately the underlying…
This paper presents the first generic bi-objective binary linear branch-and-cut algorithm. Studying the impact of valid inequalities in solution and objective spaces, two cutting frameworks are proposed. The multi-point separation problem…
This paper proposes an offline control algorithm, called Recurrent Model Predictive Control (RMPC), to solve large-scale nonlinear finite-horizon optimal control problems. It can be regarded as an explicit solver of traditional Model…
Accurate prediction of seismic responses and quantification of structural damage are critical in civil engineering. Traditional approaches such as finite element analysis could lack computational efficiency, especially for complex…
The incorporation of cutting planes within the branch-and-bound algorithm, known as branch-and-cut, forms the backbone of modern integer programming solvers. These solvers are the foremost method for solving discrete optimization problems…
Robust matrix completion (RMC) is a widely used machine learning tool that simultaneously tackles two critical issues in low-rank data analysis: missing data entries and extreme outliers. This paper proposes a novel scalable and learnable…
In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately,…
Many network applications are based on binary-state networks, where each component has one of two states: success or failure. Efficient algorithms to evaluate binary-state network reliability are continually being developed. Reliability…
This paper quantifies the impact of branches and branch mispredictions on the single-core performance for two classes of graph problems. Specifically, we consider classical algorithms for computing connected components and breadth-first…
This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…
In Constraint Programming, solving discrete minimization problems with hard and soft constraints can be done either using (i) soft global constraints, (ii) a reformulation into a linear program, or (iii) a reformulation into local cost…
This paper proposes a computationally efficient framework, based on interval analysis, for rigorous verification of nonlinear continuous-time dynamical systems with neural network controllers. Given a neural network, we use an existing…
Various networks such as cloud computing, water/gas/electricity networks, wireless sensor networks, transportation networks, and 4G/5G networks, have become an integral part of our daily lives. A binary-state network (BN) is often used to…
In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…
Most of previous machine learning algorithms are proposed based on the i.i.d. hypothesis. However, this ideal assumption is often violated in real applications, where selection bias may arise between training and testing process. Moreover,…
The series-parallel (active) redundancy allocation problem with mixed components (RAP) involves setting reliable objectives for components or subsystems to meet the resource consumption constraint, e.g., the total cost. RAP has been an…
Robust optimization is concerned with constructing solutions that remain feasible also when a limited number of resources is removed from the solution. Most studies of robust combinatorial optimization to date made the assumption that every…