Related papers: Chance-Constrained Set Multicover Problem
We investigate a class of chance-constrained combinatorial optimization problems. Given a pre-specified risk level $\epsilon \in [0,1]$, the chance-constrained program aims to find the minimum cost selection of a vector of binary decisions…
Optimization problems involving complex variables, when solved, are typically transformed into real variables, often at the expense of convergence rate and interpretability. This paper introduces a novel formalism for a prominent problem in…
This paper studies randomized approximation algorithm for a variant of the set cover problem called minimum submodular cost partial multi-cover (SCPMC), in which each element $e$ has a covering requirement $r_e$ and a profit $p_e$, and the…
In this paper, we present approximation algorithms for combinatorial optimization problems under probabilistic constraints. Specifically, we focus on stochastic variants of two important combinatorial optimization problems: the k-center…
In this paper, we investigate the probabilistic set covering problem (PSCP) in which the right-hand side is a binary random vector and the covering constraint is required to be satisfied with a prespecified probability. We consider the case…
This paper introduces a framework for Chance-Constrained Optimization with Complex Variables, addressing complex linear programming for both individual and joint probabilistic constraints in the complex domain. We first analyze the 3CP…
In black-box function optimization, we need to consider not only controllable design variables but also uncontrollable stochastic environment variables. In such cases, it is necessary to solve the optimization problem by taking into account…
Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey, we focus on cases when only a limited information on the…
In many submodular optimization applications, datasets are naturally partitioned into disjoint subsets. These scenarios give rise to submodular optimization problems with partition-based constraints, where the desired solution set should be…
Out-of-distribution (OOD) generalization has attracted increasing research attention in recent years, due to its promising experimental results in real-world applications. In this paper,we study the confidence set prediction problem in the…
In this paper, we consider a probabilistic set covering problem (PSCP) in which each 0-1 row of the constraint matrix is random with a finite discrete distribution, and the objective is to minimize the total cost of the selected columns…
Chance constrained programming (CCP) refers to a type of optimization problem with uncertain constraints that are satisfied with at least a prescribed probability level. In this work, we study the sample average approximation (SAA) of…
We propose a novel method for selective classification (SC), a problem which allows a classifier to abstain from predicting some instances, thus trading off accuracy against coverage (the fraction of instances predicted). In contrast to…
Coverage problems are central in optimization and have a wide range of applications in data mining and machine learning. While several distributed algorithms have been developed for coverage problems, the existing methods suffer from…
Prediction sets can wrap around any ML model to cover unknown test outcomes with a guaranteed probability. Yet, it remains unclear how to use them optimally for downstream decision-making. Here, we propose a decision-theoretic framework…
The SetCover problem has been extensively studied in many different models of computation, including parallel and distributed settings. From an approximation point of view, there are two standard guarantees: an $O(\log…
In distributed model predictive control (MPC), the control input at each sampling time is computed by solving a large-scale optimal control problem (OCP) over a finite horizon using distributed algorithms. Typically, such algorithms require…
In this work, we propose a distributionally robust stochastic model predictive control (DR-SMPC) algorithm to address the problem of two-sided chance constrained discrete-time linear system corrupted by additive noise. The prevalent…
In this paper, we consider the optimization problem Submodular Cover (SCP), which is to find a minimum cardinality subset of a finite universe $U$ such that the value of a submodular function $f$ is above an input threshold $\tau$. In…
In this paper, we consider the weighted online set k-multicover problem. In this problem, we have a universe V of elements, a family S of subsets of V with a positive real cost for every set in S and a "coverage factor" (positive integer)…