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Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the…

Optimization and Control · Mathematics 2014-02-27 Aharon Ben-Tal , Elad Hazan , Tomer Koren , Shie Mannor

We consider solving linear optimization (LO) problems with uncertain objective coefficients. For such problems, we often employ robust optimization (RO) approaches by introducing an uncertainty set for the unknown coefficients. Typical RO…

Optimization and Control · Mathematics 2023-12-04 Ayaka Ueta , Mirai Tanaka , Ken Kobayashi , Kazuhide Nakata

Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…

Optimization and Control · Mathematics 2019-07-19 Timothy C. Y. Chan , Neal Kaw

In problems that involve input parameter information gathered from multiple data sources with varying reliability, incorporating decision makers' trust on different sources in optimization models can potentially improve solution…

Optimization and Control · Mathematics 2026-02-27 Yanru Guo , Ruiwei Jiang , Siqian Shen

In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Optimization and Control · Mathematics 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros

Robust optimization(RO) is an important tool for handling optimization problem with uncertainty. The main objective of RO is to solve optimization problems due to uncertainty associated with constraints satisfying all realizations of…

Optimization and Control · Mathematics 2025-04-02 Parthasarathi Mondal , Akshay Kumar Ojha

A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…

Optimization and Control · Mathematics 2023-10-31 Jintao Xu , Shu-Cherng Fang , Wenxun Xing

Recent efforts on solving inverse problems in imaging via deep neural networks use architectures inspired by a fixed number of iterations of an optimization method. The number of iterations is typically quite small due to difficulties in…

Image and Video Processing · Electrical Eng. & Systems 2021-06-04 Davis Gilton , Gregory Ongie , Rebecca Willett

Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…

Machine Learning · Statistics 2017-11-22 Matthew Norton , Akiko Takeda , Alexander Mafusalov

The standard quadratic optimization problem (StQP) consists of minimizing a quadratic form over the standard simplex. Without convexity or concavity of the quadratic form, the StQP is NP-hard. This problem has many relevant real-life…

Optimization and Control · Mathematics 2025-04-10 Immanuel M. Bomze , Daniel de Vicente

Toward scalable quantum computing, the control of quantum systems needs to be robust against both coherent errors induced by parametric uncertainties and incoherent errors induced by environmental decoherence. This poses significant…

Quantum Physics · Physics 2025-07-11 Yidian Fan , Re-Bing Wu

In robust decision-making under non-Bayesian uncertainty, different robust optimization criteria, such as maximin performance, minimax regret, and maximin ratio, have been proposed. In many problems, all three criteria are well-motivated…

Optimization and Control · Mathematics 2024-03-20 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes

The NP-hard problem of optimizing a quadratic form over the unimodular vector set arises in radar code design scenarios as well as other active sensing and communication applications. To tackle this problem (which we call unimodular…

Systems and Control · Computer Science 2014-10-22 Mojtaba Soltanalian , Petre Stoica

Performance degradation due to target deviation by, for example, drift or jitter, presents a significant issue to inter-satellite laser communications. In particular, with periodic acquisition for positioning the satellite receiver,…

Signal Processing · Electrical Eng. & Systems 2023-06-26 Zhanwei Yu , Yi Zhao , Di Yuan

Geometric uncertainty can degrade treatment quality in radiation therapy. While margins and robust optimization mitigate these effects, they provide only implicit control over clinical goal fulfillment probability. We therefore develop a…

Medical Physics · Physics 2026-01-14 Albin Fredriksson , Erik Engwall , Jenneke de Jong , Johan Sundström

Chemotherapy appointment scheduling is a challenging problem due to the uncertainty in pre-medication and infusion durations. In this paper, we formulate a two-stage stochastic mixed integer programming model for the chemotherapy…

Optimization and Control · Mathematics 2021-01-20 Nur Banu Demir , Serhat Gul , Melih Celik

Given a set of human's decisions that are observed, inverse optimization has been developed and utilized to infer the underlying decision making problem. The majority of existing studies assumes that the decision making problem is with a…

Machine Learning · Statistics 2018-08-03 Chaosheng Dong , Bo Zeng

Uncertainties such as setup and range errors can significantly compromise proton therapy. A discrete uncertainty set is often constructed to represent different uncertainty scenarios. A min-max robust optimization approach is then utilized…

Optimization and Control · Mathematics 2025-08-12 Zihang Qiu , Ali Ajdari , Mislav Bobić , Thomas Bortfeld , Dick den Hertog , Jannis Kurtz , Hoyeon Lee

Motion planning in high-dimensional space is a challenging task. In order to perform dexterous manipulation in an unstructured environment, a robot with many degrees of freedom is usually necessary, which also complicates its motion…

Robotics · Computer Science 2021-08-03 Chao Liu , Mark Yim

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

Optimization and Control · Mathematics 2018-03-29 Omid Nohadani , Kartikey Sharma