Related papers: Solving the Constrained Random Disambiguation Path…
We prove a general result demonstrating the power of Lagrangian relaxation in solving constrained maximization problems with arbitrary objective functions. This yields a unified approach for solving a wide class of {\em subset selection}…
Constrained Stochastic Shortest Path Problems (CSSPs) model problems with probabilistic effects, where a primary cost is minimised subject to constraints over secondary costs, e.g., minimise time subject to monetary budget. Current…
This paper proposes an efficient numerical method based on second-order cone programming (SOCP) to solve dynamic optimal transport (DOT) problems with quadratic cost on staggered grid discretization. By properly reformulating discretized…
Autonomous vehicles face the problem of optimizing the expected performance of subsequent maneuvers while bounding the risk of collision with surrounding dynamic obstacles. These obstacles, such as agent vehicles, often exhibit stochastic…
In backbone networks, it is fundamental to quickly protect traffic against any unexpected event, such as failures or congestions, which may impact Quality of Service (QoS). Standard solutions based on Segment Routing (SR), such as…
We define the problem of linear Contextual Stochastic Shortest Path (CSSP), where at the beginning of each episode, the learner observes an adversarially chosen context that determines the MDP through a fixed but unknown linear function.…
In the Single Source Replacement Paths (SSRP) problem we are given a graph $G = (V, E)$, and a shortest paths tree $\widehat{K}$ rooted at a node $s$, and the goal is to output for every node $t \in V$ and for every edge $e$ in…
The Constraint Shortest Path (CSP) problem is as follows. An $n$-vertex graph is given, each edge/arc assigned two weights. Let us call them "cost" and "length" for definiteness. Finding a min-cost upper-bounded length path between a given…
In this paper we address two different related problems. We first study the problem of finding a simple shortest path in a $d$-dimensional real space subdivided in several polyhedra endowed with different $\ell_p$-norms. This problem is a…
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…
In the rank-constrained optimization problem (RCOP), it minimizes a linear objective function over a prespecified closed rank-constrained domain set and $m$ generic two-sided linear matrix inequalities. Motivated by the Dantzig-Wolfe (DW)…
We consider the problem of designing policies for Markov decision processes (MDPs) with dynamic coherent risk objectives and constraints. We begin by formulating the problem in a Lagrangian framework. Under the assumption that the risk…
We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…
The logic-constrained shortest path problem (LCSPP) combines a one-to-one shortest path problem with satisfiability constraints imposed on the routing graph. This setting arises in flight planning, where air traffic control (ATC)…
We consider large-scale traffic assignment problems and develop a path-based compression framework. In particular, we partition paths into major and minor paths according to a set of nominal flows and a prescribed threshold, and retain the…
The main goal of distribution network (DN) expansion planning is essentially to achieve minimal investment constrained with specified reliability requirements. The reliability-constrained distribution network planning (RcDNP) problem can be…
Motion planning for manipulators under task space constraints is difficult as it constrains the joint configurations to always lie on an implicitly defined manifold. It is possible to view task constrained motion planning as an optimization…
The search for the optimal pair of active and protection paths in a network with Shared Risk Link Groups (SRLG) is a challenging but high-value problem in the industry that is inevitable in ensuring reliable connections on the modern…
This work extends the randomized shortest paths (RSP) model by investigating the net flow RSP and adding capacity constraints on edge flows. The standard RSP is a model of movement, or spread, through a network interpolating between a…
We develop polynomial-size LP-relaxations for {\em orienteering} and the {\em regret-bounded vehicle routing problem} (\rvrp) and devise suitable LP-rounding algorithms that lead to various new insights and approximation results for these…