Related papers: Solving Constrained Stochastic Shortest Path Probl…
Fast accumulation of large amounts of complex data has created a need for more sophisticated statistical methodologies to discover interesting patterns and better extract information from these data. The large scale of the data often…
In stochastic optimisation, the large number of scenarios required to faithfully represent the underlying uncertainty is often a barrier to finding efficient numerical solutions. This motivates the scenario reduction problem: by find a…
We consider an extension of the set covering problem (SCP) introducing (i)~multicover and (ii)~generalized upper bound (GUB)~constraints. For the conventional SCP, the pricing method has been introduced to reduce the size of instances, and…
Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…
In this work, we present a novel sampling-based path planning method, called SPRINT. The method finds solutions for high dimensional path planning problems quickly and robustly. Its efficiency comes from minimizing the number of collision…
Stochastic shortest path (SSP) is a well-known problem in planning and control, in which an agent has to reach a goal state in minimum total expected cost. In the learning formulation of the problem, the agent is unaware of the environment…
Choosing control inputs randomly can result in a reduced expected cost in optimal control problems with stochastic constraints, such as stochastic model predictive control (SMPC). We consider a controller with initial randomization, meaning…
The landscape of applications and subroutines relying on shortest path computations continues to grow steadily. This growth is driven by the undeniable success of shortest path algorithms in theory and practice. It also introduces new…
The Rank Pricing Problem (RPP) is a challenging bilevel optimization problem with binary variables whose objective is to determine the optimal pricing strategy for a set of products to maximize the total benefit, given that customer…
The Chance-Constrained Parallel Machine Scheduling Problem (CC-PMSP) assigns jobs with uncertain processing times to machines, ensuring that each machine's availability constraints are met with a certain probability. We present a…
Constraint Optimization Problems (COP) pose intricate challenges in combinatorial problems usually addressed through Branch and Bound (B\&B) methods, which involve maintaining priority queues and iteratively selecting branches to search for…
In this paper, we study the parameterized complexity of local search, whose goal is to find a good nearby solution from the given current solution. Formally, given an optimization problem where the goal is to find the largest feasible…
We consider the stochastic shortest path (SSP) problem for succinct Markov decision processes (MDPs), where the MDP consists of a set of variables, and a set of nondeterministic rules that update the variables. First, we show that several…
We introduce SPRING, a novel stochastic proximal alternating linearized minimization algorithm for solving a class of non-smooth and non-convex optimization problems. Large-scale imaging problems are becoming increasingly prevalent due to…
In this thesis, we present new techniques to deal with fundamental algorithmic graph problems where graphs are directed and partially dynamic, i.e. undergo either a sequence of edge insertions or deletions: - Single-Source Reachability…
CSP sparsification, introduced by Kogan and Krauthgamer (ITCS 2015), considers the following question: how much can an instance of a constraint satisfaction problem be sparsified (by retaining a reweighted subset of the constraints) while…
We propose a fast and scalable optimization method to solve chance or probabilistic constrained optimization problems governed by partial differential equations (PDEs) with high-dimensional random parameters. To address the critical…
We demonstrate that challenging shortest path problems can be solved via direct spline regression from a neural network, trained in an unsupervised manner (i.e. without requiring ground truth optimal paths for training). To achieve this, we…
This paper presents a new branch-and-cut algorithm based on infeasible path elimination for the three-dimensional loading capacitated vehicle routing problem (3L-CVRP) with different loading problem variants. We show that a previously…
We propose a continuous optimization algorithm for the Column Subset Selection Problem (CSSP) and Nystr\"om approximation. The CSSP and Nystr\"om method construct low-rank approximations of matrices based on a predetermined subset of…