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相关论文: Learning Scenario Reduction for Two-Stage Robust O…

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The following three factors restrict the application of existing low-light image enhancement methods: unpredictable brightness degradation and noise, inherent gap between metric-favorable and visual-friendly versions, and the limited paired…

计算机视觉与模式识别 · 计算机科学 2023-08-23 Shuzhou Yang , Moxuan Ding , Yanmin Wu , Zihan Li , Jian Zhang

Running deep neural networks for large medical images is a resource-hungry and time-consuming task with centralized computing. Outsourcing such medical image processing tasks to hybrid clouds has benefits, such as a significant reduction of…

计算工程、金融与科学 · 计算机科学 2024-05-27 Yuandou Wang , Neel Kanwal , Kjersti Engan , Chunming Rong , Paola Grosso , Zhiming Zhao

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…

最优化与控制 · 数学 2024-10-14 Jamie Fairbrother , Marc Goerigk , Mohammad Khosravi

Scenario reduction is an important topic in stochastic programming problems. Due to the random behavior of load and renewable energy, stochastic programming becomes a useful technique to optimize power systems. Thus, scenario reduction gets…

信号处理 · 电气工程与系统科学 2019-09-02 Qiao Li , David Wenzhong Gao

Robust optimization (RO) tackles data uncertainty by optimizing for the worst-case scenario of an uncertain parameter and, in its basic form, is sometimes criticized for producing overly-conservative solutions. To reduce the level of…

最优化与控制 · 数学 2022-02-21 Milad Dehghani Filabadi , Houra Mahmoudzadeh

This paper presents a methodological framework for training, self-optimising, and self-organising surrogate models to approximate and speed up multiobjective optimisation of technical systems based on multiphysics simulations. At the hand…

We present an optimization-based method to plan the motion of an autonomous robot under the uncertainties associated with dynamic obstacles, such as humans. Our method bounds the marginal risk of collisions at each point in time by…

机器人学 · 计算机科学 2021-03-24 O. de Groot , B. Brito , L. Ferranti , D. Gavrila , J. Alonso-Mora

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

分布式、并行与集群计算 · 计算机科学 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

Two-stage stochastic integer programs provide a powerful framework for modeling decision-making under uncertainty, but they are notoriously difficult to solve at scale due to their high dimensionality and intrinsic nonconvexity.…

最优化与控制 · 数学 2026-04-28 Santanu S. Dey , Marco Molinaro , Jingye Xu

We introduce a causal aware foundation-model framework for real time optimal decision making in discrete choice environments. We propose a constrained triple-head price optimization (C3PO) network to solve a bilevel decision problem in…

机器学习 · 计算机科学 2026-05-11 Shivaram Subramanian , Zhengliang Xue , Markus Ettl , Yingdong Lu , Jayant Kalagnanam

Modern approaches for simulation-based inference rely upon deep learning surrogates to enable approximate inference with computer simulators. In practice, the estimated posteriors' computational faithfulness is, however, rarely guaranteed.…

机器学习 · 统计学 2022-08-30 Arnaud Delaunoy , Joeri Hermans , François Rozet , Antoine Wehenkel , Gilles Louppe

To scale optimization and simulation, prior work has explored training machine-learning surrogates that map problem parameters to solutions inexpensively at inference time. Unfortunately, commonly used approaches, including supervised and…

机器学习 · 计算机科学 2026-05-12 Khai Nguyen , Petros Ellinas , Anvita Bhagavathula , Priya L. Donti

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…

最优化与控制 · 数学 2022-01-14 Marc Goerigk , Mohammad Khosravi

A Two-Stage approach enables researchers to make optimal non-linear predictions via Generalized Ridge Regression using models that contain two or more x-predictor variables and make only realistic minimal assumptions. The optimal regression…

统计方法学 · 统计学 2023-07-11 Robert L. Obenchain

The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage…

最优化与控制 · 数学 2023-07-21 Jan Kronqvist , Boda Li , Jan Rolfes , Shudian Zhao

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

机器学习 · 计算机科学 2020-10-23 Kai Wang , Bryan Wilder , Andrew Perrault , Milind Tambe

Two-stage adaptive robust optimization (ARO) is a powerful approach for planning under uncertainty, balancing first-stage decisions with recourse decisions made after uncertainty is realized. To account for uncertainty, modelers typically…

系统与控制 · 电气工程与系统科学 2025-04-10 Aron Brenner , Rahman Khorramfar , Jennifer Sun , Saurabh Amin

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

最优化与控制 · 数学 2021-09-10 Marc Goerigk , Jannis Kurtz

There is unprecedented development in machine learning, exemplified by recent large language models and world simulators, which are artificial neural networks running on digital computers. However, they still cannot parallel human brains in…

While the forward and backward modeling of the process-structure-property chain has received a lot of attention from the materials community, fewer efforts have taken into consideration uncertainties. Those arise from a multitude of sources…

机器学习 · 统计学 2021-08-06 Maximilian Rixner , Phaedon-Stelios Koutsourelakis