Related papers: Data-Driven Distributionally Robust Optimization f…
It is known that the set of perturbed data is key in robust optimization (RO) modelling. Distributionally robust optimization (DRO) is a methodology used for optimization problems affected by random parameters with uncertain probability…
We present a distributionally robust optimization (DRO) approach for the transmission expansion planning problem, considering both long- and short-term uncertainties on the system demand and non-dispatchable renewable generation. On the…
We consider a two-stage distributionally robust optimization (DRO) model with multimodal uncertainty, where both the mode probabilities and uncertainty distributions could be affected by the first-stage decisions. To address this setting,…
Distributionally robust optimization (DRO) provides a framework for training machine learning models that are able to perform well on a collection of related data distributions (the "uncertainty set"). This is done by solving a min-max…
We consider optimal decision-making problems in an uncertain environment. In particular, we consider the case in which the distribution of the input is unknown, yet there is abundant historical data drawn from the distribution. In this…
Distributionally Robust Optimization (DRO) has enabled to prove the equivalence between robustness and regularization in classification and regression, thus providing an analytical reason why regularization generalizes well in statistical…
We review distributionally robust optimization (DRO), a principled approach for constructing statistical estimators that hedge against the impact of deviations in the expected loss between the training and deployment environments. Many…
A community integrated energy system (CIES) is an important carrier of the energy internet and smart city in geographical and functional terms. Its emergence provides a new solution to the problems of energy utilization and environmental…
Despite superior performance in many situations, deep neural networks are often vulnerable to adversarial examples and distribution shifts, limiting model generalization ability in real-world applications. To alleviate these problems,…
Distributionally Robust Optimization (DRO) is a worst-case approach to decision making when there is model uncertainty. It is also well known that for certain uncertainty sets, DRO is approximated by a regularized nominal problem. We show…
We investigate a stochastic program with expected value constraints, addressing the problem in a general context through Distributionally Robust Optimization (DRO) approach using Wasserstein distances, where the ambiguity set depends on the…
We consider statistical methods which invoke a min-max distributionally robust formulation to extract good out-of-sample performance in data-driven optimization and learning problems. Acknowledging the distributional uncertainty in learning…
This paper studies adaptive distributionally robust dispatch (DRD) of the multi-energy microgrid under supply and demand uncertainties. A Wasserstein ambiguity set is constructed to support data-driven decision-making. By fully leveraging…
How should researchers select experimental sites when the deployment population differs from observed data? I formulate the problem of experimental site selection as an optimal transport problem, developing methods to minimize downstream…
The heating, ventilation and air condition (HVAC) system consumes the most energy in commercial buildings, consisting over 60% of total energy usage in the U.S. Flexible HVAC system setpoint scheduling could potentially save building energy…
We study a single-server appointment scheduling problem with a fixed sequence of appointments, for which we must determine the arrival time for each appointment. We specifically examine two stochastic models. In the first model, we assume…
The performance of machine learning (ML) models critically depends on the quality and representativeness of the training data. In applications with multiple heterogeneous data generating sources, standard ML methods often learn spurious…
We propose a Distributionally Robust Optimization (DRO) formulation with a Wasserstein-based uncertainty set for selecting grouped variables under perturbations on the data for both linear regression and classification problems. The…
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…
To ensure a successful bid while maximizing of profits, generation companies (GENCOs) need a self-scheduling strategy that can cope with a variety of scenarios. So distributionally robust opti-mization (DRO) is a good choice because that it…