Related papers: Solving Constrained Stochastic Shortest Path Probl…
In this paper, we consider the problem of minimum-time optimal control for a dynamical system with initial state uncertainties and propose a sequential convex programming (SCP) solution framework. We seek to minimize the expected terminal…
We continue the investigation of polynomial-time sparsification for NP-complete Boolean Constraint Satisfaction Problems (CSPs). The goal in sparsification is to reduce the number of constraints in a problem instance without changing the…
Stochastic Constraint Programming (SCP) is an extension of Constraint Programming (CP) used for modelling and solving problems involving constraints and uncertainty. SCP inherits excellent modelling abilities and filtering algorithms from…
We study the Stochastic Shortest Path (SSP) problem for autonomous systems with mixed max-sum cost aggregations under Linear Temporal Logic constraints. Classical SSP formulations rely on sum-aggregated costs, which are suitable for…
All Colors Shortest Path problem defined on an undirected graph aims at finding a shortest, possibly non-simple, path where every color occurs at least once, assuming that each vertex in the graph is associated with a color known in…
Self-Supervised Learning (SSL) for Combinatorial Optimization (CO) is an emerging paradigm for solving combinatorial problems using neural networks. In this paper, we address a central challenge of SSL for CO: solving problems with discrete…
The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…
Combinatorial problems stated as Constraint Satisfaction Problems (CSP) are examined. It is shown by example that any algorithm designed for the original CSP, and involving the AllDifferent constraint, has at least the same level of…
In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…
Along with the development of manufacture and services, the problem of distribution network optimization has been growing in importance, thus receiving much attention from the research community. One of the most recently introduced network…
In this paper, we study the shortest path problem (SPP) with multiple source-destination pairs (MSD), namely MSD-SPP, to minimize average travel time of all shortest paths. The inherent traffic capacity limits within a road network…
We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. Such problems are prevalent in statistics and machine learning, encompassing constrained $M$-estimation,…
Recent research in areas such as SAT solving and Integer Linear Programming has shown that the performances of a single arbitrarily efficient solver can be significantly outperformed by a portfolio of possibly slower on-average solvers. We…
In this paper, we propose a robust optimization-based heuristic algorithm for the chance-constrained binary knapsack problem (CKP). We assume that the weights of items are independent normally distributed. By utilizing the properties of the…
We present a new Monte Carlo Tree Search (MCTS) algorithm to solve the stochastic orienteering problem with chance constraints, i.e., a version of the problem where travel costs are random, and one is assigned a bound on the tolerable…
Single Source Shortest Paths ($\textrm{SSSP}$) is among the most well-studied problems in computer science. In the incremental (resp. decremental) setting, the goal is to maintain distances from a fixed source in a graph undergoing edge…
In literature, Clustered Shortest-Path Tree Problem (CluSPT) is an NP-hard problem. Previous studies often search for an optimal solution in relatively large space. To enhance the performance of the search process, two approaches are…
Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been…
We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…
Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…