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Scenario-based optimization problems can be solved via Benders decomposition, which separates first-stage (master problem) decisions from second-stage (subproblem) recourse actions and iteratively refines the master problem with Benders…
Robust discrete optimization is a highly active field of research where a plenitude of combinations between decision criteria, uncertainty sets and underlying nominal problems are considered. Usually, a robust problem becomes harder to…
Solution techniques for Constraint Satisfaction and Optimisation Problems often make use of backtrack search methods, exploiting variable and value ordering heuristics. In this paper, we propose and analyse a very simple method to apply in…
Constrained pathfinding is a well-studied, yet challenging network optimisation problem that can be seen in a broad range of real-world applications. Pathfinding with multiple resource limits, which is known as the Resource Constrained…
Random cost simulations were introduced as a method to investigate optimization problems in systems with conflicting constraints. Here I study the approach in connection with the training of a feed-forward multilayer perceptron, as used in…
In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…
We introduce and study the problem of consistent low-rank approximation, in which rows of an input matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ arrive sequentially and the goal is to provide a sequence of subspaces that well-approximate the…
Finding an optimal subset of nodes or links to disintegrate harmful networks is a fundamental problem in network science, with potential applications to anti-terrorism, epidemic control, and many other fields of study. The challenge of the…
In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…
Querying the shortest path between two vertexes is a fundamental operation in a variety of applications, which has been extensively studied over static road networks. However, in reality, the travel costs of road segments evolve over time,…
Constrained Stochastic Shortest Path Problems (CSSPs) model problems with probabilistic effects, where a primary cost is minimised subject to constraints over secondary costs, e.g., minimise time subject to monetary budget. Current…
The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…
The Minimum Spanning Tree Problem with Conflicts consists in finding the minimum conflict-free spanning tree of a graph, i.e., the spanning tree of minimum cost, including no pairs of edges that are in conflict. In this paper, we solve this…
The search for the optimal pair of active and protection paths in a network with Shared Risk Link Groups (SRLG) is a challenging but high-value problem in the industry that is inevitable in ensuring reliable connections on the modern…
This work focuses on a specific classification problem, where the information about a sample is not readily available, but has to be acquired for a cost, and there is a per-sample budget. Inspired by real-world use-cases, we analyze average…
This work examines the expected computational cost to determine an approximate global minimum of a class of cost functions characterized by the variance of coefficients. The cost function takes $N$-dimensional binary states as arguments and…
We study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data. With the stochastic Galerkin approach, the solutions are represented as…
We build on a recently proposed method for stepwise explaining solutions of Constraint Satisfaction Problems (CSP) in a human-understandable way. An explanation here is a sequence of simple inference steps where simplicity is quantified…
Searching in partially ordered structures has been considered in the context of information retrieval and efficient tree-like indexes, as well as in hierarchy based knowledge representation. In this paper we focus on tree-like partial…
Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…