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We consider two-stage robust optimization problems, which can be seen as games between a decision maker and an adversary. After the decision maker fixes part of the solution, the adversary chooses a scenario from a specified uncertainty…

Optimization and Control · Mathematics 2022-01-03 Marc Goerigk , Stefan Lendl , Lasse Wulf

In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…

Optimization and Control · Mathematics 2023-09-07 Romain Guillaume , Adam Kasperski , Pawel Zielinski

Uncertain dynamic obstacles, such as pedestrians or vehicles, pose a major challenge for optimal robot navigation with safety guarantees. Previous work on motion planning has followed two main strategies to provide a safe bound on an…

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

This paper combines two ingredients in order to get a rather surprising result on one of the most studied, elegant and powerful tools for solving convex feasibility problems, the method of alternating projections (MAP). Going back to names…

Optimization and Control · Mathematics 2021-11-11 Roger Behling , Yunier Bello-Cruz , Luiz-Rafael Santos

We present a novel probabilistic approach for optimal path experimental design. In this approach a discrete path optimization problem is defined on a static navigation mesh, and trajectories are modeled as random variables governed by a…

Optimization and Control · Mathematics 2026-01-19 Ahmed Attia

Nonconvexity induced by the nonlinear AC power flow equations challenges solution algorithms for AC optimal power flow (OPF) problems. While significant research efforts have focused on reliably computing high-quality OPF solutions, it is…

Optimization and Control · Mathematics 2020-02-18 Dongchan Lee , Konstantin Turitsyn , Daniel K. Molzahn , Line A. Roald

This paper is concerned with portfolio optimization models for creating high-quality lists of recommended items to balance the accuracy and diversity of recommendations. However, the statistics (i.e., expectation and covariance of ratings)…

Information Retrieval · Computer Science 2024-10-01 Tomoya Yanagi , Shunnosuke Ikeda , Yuichi Takano

Long-term reservoir management often uses bounds on the reservoir level, between which the operator can work. However, these bounds are not always kept up-to-date with the latest knowledge about the reservoir drainage area, and thus become…

Optimization and Control · Mathematics 2018-01-29 Thibaut Cuvelier , Pierre Archambeau , Benjamin Dewals , Quentin Louveaux

This work proposes an algorithm to bound the minimum distance between points on trajectories of a dynamical system and points on an unsafe set. Prior work on certifying safety of trajectories includes barrier and density methods, which do…

Optimization and Control · Mathematics 2023-06-16 Jared Miller , Mario Sznaier

Reliability-based design optimization (RBDO) approaches aim to identify the best design of an engineering problem, whilst the probability of failure (PoF) remains below an acceptable value. Thus, the incorporation of the sharpest bounds on…

Computational Engineering, Finance, and Science · Computer Science 2025-03-18 Niklas Miska , Daniel Balzani

Path planning is a classic problem for autonomous robots. To ensure safe and efficient point-to-point navigation an appropriate algorithm should be chosen keeping the robot's dimensions and its classification in mind. Autonomous robots use…

Robotics · Computer Science 2023-05-01 Alka Choudhary

This paper introduces a graph-based, potential-guided method for path planning problems in unknown environments, where obstacles are unknown until the robots are in close proximity to the obstacle locations. Inspired by optimal transport…

Optimization and Control · Mathematics 2019-09-26 Haoyan Zhai , Magnus Egerstedt , Haomin Zhou

This article demonstrates how an understanding of the geometry of a family of cost functions can be used to develop efficient numerical algorithms for real-time optimisation. Crucially, it is not the geometry of the individual functions…

Optimization and Control · Mathematics 2012-12-11 Jonathan H. Manton

In this paper, an optimization problem with uncertain objective function coefficients is considered. The uncertainty is specified by providing a discrete scenario set, containing possible realizations of the objective function coefficients.…

Data Structures and Algorithms · Computer Science 2023-03-10 Marc Goerigk , Romain Guillaume , Adam Kasperski , Paweł Zieliński

Computational difficulty of quadratic matching and the Gromov-Wasserstein distance has led to various approximation and relaxation schemes. One of such methods, relying on the notion of distance profiles, has been widely used in practice,…

Methodology · Statistics 2025-12-30 YoonHaeng Hur , Yuehaw Khoo

To operate reactively in uncertain environments, robots need to be able to quickly estimate the risk that they will collide with their environment. This ability is important for both planning (to ensure that plans maintain acceptable levels…

Robotics · Computer Science 2020-03-18 Charles Dawson , Andreas Hofmann , Brian Williams

Topology optimization under uncertainty (TOuU) often defines objectives and constraints by statistical moments of geometric and physical quantities of interest. Most traditional TOuU methods use gradient-based optimization algorithms and…

Optimization and Control · Mathematics 2019-11-05 Subhayan De , Jerrad Hampton , Kurt Maute , Alireza Doostan

We study network design problems for nonlinear and nonconvex flow models without controllable elements under load scenario uncertainties, i.e., under uncertain injections and withdrawals. To this end, we apply the concept of adjustable…

Optimization and Control · Mathematics 2025-01-20 Johannes Thürauf , Julia Grübel , Martin Schmidt

We propose a novel polyhedral uncertainty set for robust optimization, termed the smooth uncertainty set, which captures dependencies of uncertain parameters by constraining their pairwise differences. The bounds on these differences may be…

Optimization and Control · Mathematics 2025-10-13 Noam Goldberg , Michael Poss , Shimrit Shtern