Related papers: A Data-embedded Solution Paradigm for Nonconvex Pr…
We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…
Text embeddings are essential components in modern NLP pipelines. Although numerous embedding models have been proposed, no single model consistently dominates across domains and tasks. This variability motivates the use of ensemble…
Process simulation is gaining attention for its ability to assess potential performance improvements and risks associated with business process changes. The existing literature presents various techniques, generally grounded in process…
Distributed optimization is an essential paradigm to solve large-scale optimization problems in modern applications where big-data and high-dimensionality creates a computational bottleneck. Distributed optimization algorithms that exhibit…
In robust optimization, we would like to find a solution that is immunized against all scenarios that are modeled in an uncertainty set. Which scenarios to include in such a set is therefore of central importance for the tractability of the…
Accurately modeling and verifying the correct operation of systems interacting in dynamic environments is challenging. By leveraging parametric uncertainty within the model description, one can relax the requirement to describe exactly the…
Combinatorial optimization problems are notoriously challenging for neural networks, especially in the absence of labeled instances. This work proposes an unsupervised learning framework for CO problems on graphs that can provide integral…
Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…
Federated Composite Optimization (FCO) has emerged as a promising framework for training models with structural constraints (e.g., sparsity) in distributed edge networks. However, simultaneously achieving communication efficiency and…
This paper proposes a robust approximation method for solving chance constrained optimization (CCO) of polynomials. Assume the CCO is defined with an individual chance constraint that is affine in the decision variables. We construct a…
Systematic design and verification of advanced control strategies for complex systems under uncertainty largely remains an open problem. Despite the promise of blackbox optimization methods for automated controller tuning, they generally…
This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…
In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…
We provide methods for in-database support of decision making under uncertainty. Many important decision problems correspond to selecting a package (bag of tuples in a relational database) that jointly satisfy a set of constraints while…
In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…
In data-driven optimization, solution feasibility is often ensured through a "safe" reformulation of the uncertain constraints, such that an obtained data-driven solution is guaranteed to be feasible for the oracle formulation with high…
Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…
Software engineers often have to estimate the performance of a software system before having full knowledge of the system parameters, such as workload and operational profile. These uncertain parameters inevitably affect the accuracy of…
In this paper, we introduce a method for approximating the solution to inference and optimization tasks in uncertain and deterministic reasoning. Such tasks are in general intractable for exact algorithms because of the large number of…
Model-free adaptive optimization methods are capable of optimizing unknown, time-varying processes even when other optimization methods are not. However, their practical application is often limited by perturbations that are used to gather…