Related papers: Chance-Constrained Set Multicover Problem
The standard quadratic optimization problem (StQP) consists of minimizing a quadratic form over the standard simplex. Without convexity or concavity of the quadratic form, the StQP is NP-hard. This problem has many relevant real-life…
In this paper, we tackle the resolution of chance-constrained problems reformulated via Sample Average Approximation. The resulting data-driven deterministic reformulation takes the form of a large-scale mixed-integer program cursed with…
We study the maximum set coverage problem in the massively parallel model. In this setting, $m$ sets that are subsets of a universe of $n$ elements are distributed among $m$ machines. In each round, these machines can communicate with each…
In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…
While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…
Conformal prediction (CP) constructs uncertainty sets for model outputs with finite-sample coverage guarantees. A candidate output is included in the prediction set if its non-conformity score is not considered extreme relative to the…
In the random-order online set cover problem, the instance with $m$ sets and $n$ elements is chosen in a worst-case fashion, but then the elements arrive in a uniformly random order. Can this random-order model allow us to circumvent the…
Chance-constrained programs (CCP) represent a trade-off between conservatism and robustness in optimization. In many CCPs, one optimizes an objective under a probabilistic constraint continuously parameterized by a random vector $\xi$. In…
We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…
This paper studies a distributionally robust chance constrained program (DRCCP) with Wasserstein ambiguity set, where the uncertain constraints should be satisfied with a probability at least a given threshold for all the probability…
The multiple-choice knapsack problem (MCKP) is a classic combinatorial optimization with wide practical applications. This paper investigates a significant yet underexplored extension of MCKP: the multi-objective chance-constrained MCKP…
A topic propagating in a social network reaches its tipping point if the number of users discussing it in the network exceeds a critical threshold such that a wide cascade on the topic is likely to occur. In this paper, we consider the task…
Chance-constrained problems involve stochastic components in the constraints which can be violated with a small probability. We investigate the impact of different types of chance constraints on the performance of iterative search…
A method is developed to numerically solve chance constrained optimal control problems. The chance constraints are reformulated as nonlinear constraints that retain the probability properties of the original constraint. The reformulation…
This paper is about minimum cost constrained selection of inputs and outputs for generic arbitrary pole placement. The input-output set is constrained in the sense that the set of states that each input can influence and the set of states…
We present a data-driven approach for distributionally robust chance constrained optimization problems (DRCCPs). We consider the case where the decision maker has access to a finite number of samples or realizations of the uncertainty. The…
Choosing decision variables deterministically (deterministic decision-making) can be regarded as a particular case of choosing decision variables probabilistically (probabilistic decision-making). It is necessary to investigate whether…
We study a generalized distributionally robust chance-constrained set covering problem (DRC) with a Wasserstein ambiguity set, where both decisions and uncertainty are binary-valued. We establish the NP-hardness of DRC and recast it as a…
We developed a corporative stochastic approximation (CSA) type algorithm for semi-infinite programming (SIP), where the cut generation problem is solved inexactly. First, we provide general error bounds for inexact CSA. Then, we propose two…
In this paper, we formulate the new multi-objective coverage (MOC) problem where our goal is to identify a small set of representative samples whose predicted outcomes broadly cover the feasible multi-objective space. This problem is of…