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Stochastic Programming is a powerful modeling framework for decision-making under uncertainty. In this work, we tackle two-stage stochastic programs (2SPs), the most widely used class of stochastic programming models. Solving 2SPs exactly…

Optimization and Control · Mathematics 2022-10-14 Justin Dumouchelle , Rahul Patel , Elias B. Khalil , Merve Bodur

Two-stage stochastic programs (2SPs) are important tools for making decisions under uncertainty. Decision-makers use contextual information to generate a set of scenarios to represent the true conditional distribution. However, the number…

Optimization and Control · Mathematics 2025-02-11 David Islip , Roy H. Kwon , Sanghyeon Bae , Woo Chang Kim

Two-stage stochastic programming (2SP) offers a basic framework for modelling decision-making under uncertainty, yet scalability remains a challenge due to the computational complexity of recourse function evaluation. Existing…

Optimization and Control · Mathematics 2026-04-24 Yu Liu , Fabricio Oliveira , Jan Kronqvist

Graphs, comprising nodes and edges, visually depict relationships and structures, posing challenges in extracting high-level features due to their intricate connections. Multiple connections introduce complexities in discovering patterns,…

Machine Learning · Computer Science 2024-11-12 Masoud Kargar , Nasim Jelodari , Alireza Assadzadeh

Stochastic sequential decision making often requires hierarchical structure in the problem where each high-level action should be further planned with primitive states and actions. In addition, many real-world applications require a plan…

Artificial Intelligence · Computer Science 2022-05-12 Sungkweon Hong , Brian C. Williams

Graph convolutional network (GCN) based approaches have achieved significant progress for solving complex, graph-structured problems. GCNs incorporate the graph structure information and the node (or edge) features through message passing…

Machine Learning · Computer Science 2021-05-04 Saurav Manchanda , Da Zheng , George Karypis

The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage…

Optimization and Control · Mathematics 2023-07-21 Jan Kronqvist , Boda Li , Jan Rolfes , Shudian Zhao

Node classification on graph data is a major problem, and various graph neural networks (GNNs) have been proposed. Variants of GNNs such as H2GCN and CPF outperform graph convolutional networks (GCNs) by improving on the weaknesses of the…

Machine Learning · Computer Science 2022-12-05 Yuga Oishi , Ken Kaneiwa

The Flexible Job-shop Scheduling Problem (FJSP) is an important combinatorial optimization problem that arises in manufacturing and service settings. FJSP is composed of two subproblems, an assignment problem that assigns tasks to machines,…

Artificial Intelligence · Computer Science 2023-01-25 Wenbo Chen , Reem Khir , Pascal Van Hentenryck

Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…

Optimization and Control · Mathematics 2024-08-06 Beste Basciftci , Shabbir Ahmed , Nagi Gebraeel

Motion prediction for traffic participants is essential for a safe and robust automated driving system, especially in cluttered urban environments. However, it is highly challenging due to the complex road topology as well as the uncertain…

Robotics · Computer Science 2022-08-02 Lu Zhang , Peiliang Li , Jing Chen , Shaojie Shen

Sequential decision problems in applications such as manipulation in warehouses, multi-step meal preparation, and routing in autonomous vehicle networks often involve reasoning about uncertainty, planning over discrete modes as well as…

Artificial Intelligence · Computer Science 2019-06-24 Shushman Choudhury , Mykel J. Kochenderfer

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

A stochastic program typically involves several parameters, including deterministic first-stage parameters and stochastic second-stage elements that serve as input data. These programs are re-solved whenever any input parameter changes.…

Optimization and Control · Mathematics 2026-03-16 Chhavi Sharma , Harsha Gangammanavar

Graph convolutional networks (GCNs) have been successfully applied in node classification tasks of network mining. However, most of these models based on neighborhood aggregation are usually shallow and lack the "graph pooling" mechanism,…

Social and Information Networks · Computer Science 2019-06-11 Fenyu Hu , Yanqiao Zhu , Shu Wu , Liang Wang , Tieniu Tan

Assortment optimization seeks to select a subset of substitutable products, subject to constraints, to maximize expected revenue. The problem is NP-hard due to its combinatorial and nonlinear nature and arises frequently in industries such…

Machine Learning · Computer Science 2025-11-18 Guokai Li , Pin Gao , Stefanus Jasin , Zizhuo Wang

This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Zhentong Shao , Jingtao Qin , Nanpeng Yu

In hyperspectral image (HSI) classification, spatial context has demonstrated its significance in achieving promising performance. However, conventional spatial context-based methods simply assume that spatially neighboring pixels should…

Machine Learning · Computer Science 2019-09-27 Sheng Wan , Chen Gong , Ping Zhong , Shirui Pan , Guangyu Li , Jian Yang

Last decade has seen the emergence of numerous methods for learning on graphs, particularly Graph Neural Networks (GNNs). These methods, however, are often not directly applicable to more complex structures like bipartite graphs (equivalent…

Machine Learning · Computer Science 2024-09-27 Pavel Procházka , Marek Dědič , Lukáš Bajer

Graph Convolutional Networks (GCNs) are extensively utilized for deep learning on graphs. The large data sizes of graphs and their vertex features make scalable training algorithms and distributed memory systems necessary. Since the…

Machine Learning · Computer Science 2022-12-14 Gunduz Vehbi Demirci , Aparajita Haldar , Hakan Ferhatosmanoglu
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