相关论文: Including robustness in multi-criteria optimizatio…

Recent deep reinforcement learning methods have achieved remarkable success in solving multi-objective combinatorial optimization problems (MOCOPs) by decomposing them into multiple subproblems, each associated with a specific weight…

In this work, we propose a robust optimization approach to mitigate the impact of uncertainties in particle precipitation. Our model incorporates partial differential equations, more particular nonlinear and nonlocal population balance…

Model Predictive Control (MPC) represents nowadays one of the main methods employed for process control in industry. Its strong suits comprise a simple algorithm based on a straightforward formulation and the flexibility to deal with…

There is a tension between robustness and efficiency when designing Markov chain Monte Carlo (MCMC) sampling algorithms. Here we focus on robustness with respect to tuning parameters, showing that more sophisticated algorithms tend to be…

Large language models (LLMs) achieve strong performance across a wide range of tasks but are highly sensitive to prompt design, motivating the need for automatic prompt optimization. Existing methods predominantly focus on performance…

This paper proposes the multi objective variant of the recently introduced fitness dependent optimizer (FDO). The algorithm is called a Multi objective Fitness Dependent Optimizer (MOFDO) and is equipped with all five types of knowledge…

We study approaches to robust model-based design of experiments in the context of maximum-likelihood estimation. These approaches provide robustification of model-based methodologies for the design of optimal experiments by accounting for…

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Robust matrix completion aims to recover a low-rank matrix from a subset of noisy entries perturbed by complex noises, where traditional methods for matrix completion may perform poorly due to utilizing $l_2$ error norm in optimization. In…

Prompt optimization (PO) provides a practical way to improve response quality when users lack the time or expertise to manually craft effective prompts. Existing methods typically rely on LLMs' self-generation ability to optimize prompts.…

A finite-element discretization of such an equation yields a linear system whose conditioning worsens as the variations in the values of PDE coefficients becomes large. This paper introduces a procedure by which the discrete system obtained…

Robust and stochastic optimal control problem (OCP) formulations allow a systematic treatment of uncertainty, but are typically associated with a high computational cost. The recently proposed zero-order robust optimization (zoRO) algorithm…

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…

This work proposes a framework for multistage adjustable robust optimization that unifies the treatment of three different types of endogenous uncertainty, where decisions, respectively, (i) alter the uncertainty set, (ii) affect the…

The goal of multi-objective query optimization (MOQO) is to find query plans that realize a good compromise between conflicting objectives such as minimizing execution time and minimizing monetary fees in a Cloud scenario. A previously…

In this work, we consider an online robust Markov Decision Process (MDP) where we have the information of finitely many prototypes of the underlying transition kernel. We consider an adaptively updated ambiguity set of the prototypes and…

Robust Markov Decision Processes (MDPs) are a powerful framework for modeling sequential decision-making problems with model uncertainty. This paper proposes the first first-order framework for solving robust MDPs. Our algorithm interleaves…

Model Predictive Control (MPC) is widely recognized for its ability to explicitly handle system constraints. In practice, system states are often affected by disturbances with unknown distributions. While robust MPC guarantees constraint…

Significant outages from weather and climate extremes have highlighted the critical need for resilience-centered risk management of the grid. This paper proposes a multi-stage stochastic robust optimization (SRO) model that advances the…

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…