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This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

机器学习 · 计算机科学 2025-10-28 Jiaqi Wen , Jianyi Yang

Simulation-based optimal design techniques are a convenient tool for solving a particular class of optimal design problems. The goal is to find the optimal configuration of factor settings with respect to an expected utility criterion. This…

统计方法学 · 统计学 2013-05-21 Markus Hainy , Werner G. Müller , Helga Wagner

In this paper, a simulation-based method for the analysis and design of abstracted models for a stochastic hybrid system is proposed. The accuracy of a model is evaluated in terms of its capability to reproduce the system output for all the…

系统与控制 · 计算机科学 2014-05-29 M. Prandini , S. Garatti , R. Vignali

Optimised lightweight structures, such as shallow domes and slender towers, are prone to sudden buckling failure because geometric uncertainties/imperfections can lead to a drastic reduction in their buckling loads. We introduce a framework…

数值分析 · 数学 2025-10-28 Tianyi Liu , Xiao Xiao , Fehmi Cirak

This work presents a rigorous mathematical formulation for topology optimization of a macrostructure undergoing ductile failure. The prediction of ductile solid materials which exhibit dominant plastic deformation is an intriguingly…

数值分析 · 数学 2023-03-22 Nima Noii , Hassan Ali Jahangiry , Haim Waisman

In this paper, a methodology for fine scale modeling of large scale structures is proposed, which combines the variational multiscale method, domain decomposition and model order reduction. The influence of the fine scale on the coarse…

计算工程、金融与科学 · 计算机科学 2023-07-06 Philipp Diercks , Karen Veroy , Annika Robens-Radermacher , Jörg F. Unger

Control architectures and autonomy stacks for complex engineering systems are often divided into layers to decompose a complex problem and solution into distinct, manageable sub-problems. To simplify designs, uncertainties are often ignored…

最优化与控制 · 数学 2021-12-30 Tyler Summers , Maryam Kamgarpour

Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by samples from that distribution. A key element of DRO is the…

最优化与控制 · 数学 2019-01-09 Xi Chen , Qihang Lin , Guanglin Xu

We consider a simply supported plate with constant thickness, defined on an unknown multiply connected domain. We optimize its shape according to some given performance functional. Our method is of fixed domain type, easy to be implemented,…

最优化与控制 · 数学 2019-09-13 Dan Tiba , Cornel Marius Murea

We present a methodical procedure for topology optimization under uncertainty with multi-resolution finite element models. We use our framework in a bi-fidelity setting where a coarse and a fine mesh corresponding to low- and…

数值分析 · 计算机科学 2019-04-08 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Inverse design of high-resolution and fine-detailed 3D lightweight mechanical structures is notoriously expensive due to the need for vast computational resources and the use of very fine-scaled complex meshes. Furthermore, in designing for…

We present a novel technique for the determination of the topological susceptibility (related to the variance of the distribution of global topological charge) from lattice gauge theory simulations, based on maximum-likelihood analysis of…

Robust optimization is a widely studied area in operations research, where the algorithm takes as input a range of values and outputs a single solution that performs well for the entire range. Specifically, a robust algorithm aims to…

数据结构与算法 · 计算机科学 2020-05-19 Arun Ganesh , Bruce M. Maggs , Debmalya Panigrahi

Real world networks are often subject to severe uncertainties which need to be addressed by any reliable prescriptive model. In the context of the maximum flow problem subject to arc failure, robust models have gained particular attention.…

离散数学 · 计算机科学 2017-05-24 Fabian Mies , Britta Peis , Andreas Wierz

We consider robust estimation of wrapped models to multivariate circular data that are points on the surface of a $p$-torus based on the weighted likelihood methodology.Robust model fitting is achieved by a set of weighted likelihood…

统计方法学 · 统计学 2024-01-10 Claudio Agostinelli , Luca Greco , Giovanni Saraceno

Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

机器学习 · 计算机科学 2025-04-25 Changyu Gao , Andrew Lowy , Xingyu Zhou , Stephen J. Wright

We discuss a topology optimization problem for an elastoplastic medium. The distribution of material in a region is optimized with respect to a given target functional taking into account compliance. The incremental elastoplastic problem…

最优化与控制 · 数学 2020-11-02 Stefano Almi , Ulisse Stefanelli

Randomized smoothing is the current state-of-the-art method for producing provably robust classifiers. While randomized smoothing typically yields robust $\ell_2$-ball certificates, recent research has generalized provable robustness to…

机器学习 · 计算机科学 2023-09-26 Samuel Pfrommer , Brendon G. Anderson , Somayeh Sojoudi

We propose an end-to-end distributionally robust system for portfolio construction that integrates the asset return prediction model with a distributionally robust portfolio optimization model. We also show how to learn the risk-tolerance…

计算金融 · 定量金融 2022-06-13 Giorgio Costa , Garud N. Iyengar

An effective field model is introduced here within the micromagnetics formulation, to study roughness in magnetic structures, by considering sub-exchange length roughness levels as a perturbation on a smooth structure. This allows the…

材料科学 · 物理学 2016-01-20 Serban Lepadatu
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