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In this correspondence, we introduce a minimax regret criteria to the least squares problems with bounded data uncertainties and solve it using semi-definite programming. We investigate a robust minimax least squares approach that minimizes…

Systems and Control · Computer Science 2012-03-20 Nargiz Kalantarova , Mehmet A. Donmez , Suleyman S. Kozat

A 'dual-field' strategy is often used for tumors with highly complex shapes and/or with large volumes exceeding available field-size in both passive and scanning irradiations with ion beams. Range and setup uncertainties can cause hot and…

Medical Physics · Physics 2010-10-06 Taku Inaniwa , Nobuyuki Kanematsu , Takuji Furukawa , Koji Noda

This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines…

Optimization and Control · Mathematics 2025-11-18 Asimina Marousi , Vassilis M. Charitopoulos

Semidefinite programs are convex optimisation problems involving a linear objective function and a domain of positive semidefinite matrices. Over the last two decades, they have become an indispensable tool in quantum information science.…

Quantum Physics · Physics 2024-12-17 Armin Tavakoli , Alejandro Pozas-Kerstjens , Peter Brown , Mateus Araújo

Uncertain partially observable Markov decision processes (uPOMDPs) allow the probabilistic transition and observation functions of standard POMDPs to belong to a so-called uncertainty set. Such uncertainty, referred to as epistemic…

Artificial Intelligence · Computer Science 2021-11-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Ahmadreza Marandi , Marnix Suilen , Ufuk Topcu

The scenario approach provides a powerful data-driven framework for designing solutions under uncertainty with rigorous probabilistic robustness guarantees. Existing theory, however, primarily addresses assessing robustness with respect to…

Machine Learning · Statistics 2026-04-02 Simone Garatti , Lucrezia Manieri , Alessandro Falsone , Algo Carè , Marco C. Campi , Maria Prandini

Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…

Optimization and Control · Mathematics 2023-11-22 Izack Cohen , Krzysztof Postek , Shimrit Shtern

In this paper, we solve the multiple product price optimization problem under interval uncertainties of the price sensitivity parameters in the demand function. The objective of the price optimization problem is to maximize the overall…

Optimization and Control · Mathematics 2021-07-01 Mahdi Hamzeei , Alvin Lim , Jiefeng Xu

We consider global non-convex optimisation problems under uncertainty. In this setting, it is not possible to implement a desired solution exactly. Instead, any other solution within some distance to the intended solution may be…

Optimization and Control · Mathematics 2020-03-24 Martin Hughes , Marc Goerigk , Trivikram Dokka

This work solves suboptimal mixed-integer quadratic programs recursively for feedback control of dynamical systems. The proposed framework leverages parametric mixed-integer quadratic programming (MIQP) and hybrid systems theory to model a…

Optimization and Control · Mathematics 2025-07-04 Luke Fina , Christopher Petersen

Robust optimization is a tractable and expressive technique for decision-making under uncertainty, but it can lead to overly conservative decisions when pessimistic assumptions are made on the uncertain parameters. Wasserstein…

Optimization and Control · Mathematics 2026-04-07 Irina Wang , Cole Becker , Bart Van Parys , Bartolomeo Stellato

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher

One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…

Statistics Theory · Mathematics 2024-03-06 Nawapon Nakharutai , Sébastien Destercke , Matthias C. M. Troffaes

Robust optimization typically follows a worst-case perspective, where a single scenario may determine the objective value of a given solution. Accordingly, it is a challenging task to reduce the size of an uncertainty set without changing…

Optimization and Control · Mathematics 2022-09-02 Marc Goerigk , Mohammad Khosravi

Quasi-Bayesian theory uses convex sets of probability distributions and expected loss to represent preferences about plans. The theory focuses on decision robustness, i.e., the extent to which plans are affected by deviations in subjective…

Artificial Intelligence · Computer Science 2016-11-04 Fabio Gagliardi Cozman , Eric Krotkov

In ill-posed imaging inverse problems, uncertainty quantification remains a fundamental challenge, especially in safety-critical applications. Recently, conformal prediction has been used to quantify the uncertainty that the inverse problem…

Computer Vision and Pattern Recognition · Computer Science 2025-11-25 Jeffrey Wen , Rizwan Ahmad , Philip Schniter

This paper considers a formulation of the robust adaptive beamforming (RAB) problem based on worst-case signal-to-interference-plus-noise ratio (SINR) maximization with a nonconvex uncertainty set for the steering vectors. The uncertainty…

Signal Processing · Electrical Eng. & Systems 2023-03-22 Yongwei Huang , Hao Fu , Sergiy A. Vorobyov , Zhi-Quan Luo

We consider a robust approach to address uncertainty in model parameters in Markov Decision Processes (MDPs), which are widely used to model dynamic optimization in many applications. Most prior works consider the case where the uncertainty…

Optimization and Control · Mathematics 2021-09-02 Vineet Goyal , Julien Grand-Clément

Radiotherapy inverse planning often requires planners to modify parameters in the treatment planning system's objective function to produce clinically acceptable plans. Due to the manual steps in this process, plan quality can vary…

Medical Physics · Physics 2022-05-11 Kelsey Maass , Aleksandr Aravkin , Minsun Kim

Decision-focused learning is a promising development for contextual optimisation. It enables us to train prediction models that reflect the contextual sensitivity structure of the problem. However, there have been limited attempts to extend…

Optimization and Control · Mathematics 2023-12-21 Egon Peršak , Miguel F. Anjos