Publications associées à Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls

Publications associées (31)

Learning to Remove Cuts in Integer Linear Programming

Volkan Cevher, Grigorios Chrysos, Efstratios Panteleimon Skoulakis

Cutting plane methods are a fundamental approach for solving integer linear programs (ILPs). In each iteration of such methods, additional linear constraints (cuts) are introduced to the constraint set with the aim of excluding the previous fractional opti ...

2024

A ride time-oriented scheduling algorithm for dial-a-ride problems

Nikolaos Geroliminis, Claudia Bongiovanni, Mor Kaspi

This paper offers a new algorithm to efficiently optimize scheduling decisions for dial-a-ride problems (DARPs), including problem variants considering electric and autonomous vehicles (e-ADARPs). The scheduling heuristic, based on linear programming theor ...

Pergamon-Elsevier Science Ltd2024

Scalable constrained optimization

Maria-Luiza Vladarean

Modern optimization is tasked with handling applications of increasingly large scale, chiefly due to the massive amounts of widely available data and the ever-growing reach of Machine Learning. Consequently, this area of research is under steady pressure t ...

EPFL2024

Quantifying the Unknown: Data-Driven Approaches and Applications in Energy Systems

Paul Scharnhorst

In light of the challenges posed by climate change and the goals of the Paris Agreement, electricity generation is shifting to a more renewable and decentralized pattern, while the operation of systems like buildings is increasingly electrified. This calls ...

EPFL2024

The effect of smooth parametrizations on nonconvex optimization landscapes

Nicolas Boumal

We develop new tools to study landscapes in nonconvex optimization. Given one optimization problem, we pair it with another by smoothly parametrizing the domain. This is either for practical purposes (e.g., to use smooth optimization algorithms with good g ...

Springer Heidelberg2024

Data-Driven Control and Optimization under Noisy and Uncertain Conditions

Baiwei Guo

Control systems operating in real-world environments often face disturbances arising from measurement noise and model mismatch. These factors can significantly impact the perfor- mance and safety of the system. In this thesis, we aim to leverage data to de ...

EPFL2023

Primal-Dual Contextual Bayesian Optimization for Control System Online Optimization with Time-Average Constraints

Colin Neil Jones, Yuning Jiang, Wenjie Xu

This paper studies the problem of online performance optimization of constrained closed-loop control systems, where both the objective and the constraints are unknown black-box functions affected by exogenous time-varying contextual disturbances. A primal- ...

IEEE2023

Augmented Lagrangian Methods for Provable and Scalable Machine Learning

Mehmet Fatih Sahin

Non-convex constrained optimization problems have become a powerful framework for modeling a wide range of machine learning problems, with applications in k-means clustering, large- scale semidefinite programs (SDPs), and various other tasks. As the perfor ...

EPFL2023

A Proximal-Point Lagrangian-Based Parallelizable Nonconvex Solver for Bilinear Model Predictive Control

Colin Neil Jones, Yuning Jiang, Yingzhao Lian

Nonlinear model predictive control (NMPC) has been widely adopted to manipulate bilinear systems with dynamics that include products of the inputs and the states. These systems are ubiquitous in chemical processes, mechanical systems, and quantum physics, ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2023

Quality-Constrained Encoding Optimization for Omnidirectional Video Streaming

Pascal Frossard, Roberto Gerson De Albuquerque Azevedo

Omnidirectional video streaming is usually implemented based on the representations of tiles, where the tiles are obtained by splitting the video frame into several rectangular areas and each tile is converted into multiple representations with different r ...

Ieee-Inst Electrical Electronics Engineers Inc2023

A Spatial Branch and Bound Algorithm for Continuous Pricing with Advanced Discrete Choice Demand Modeling

Michel Bierlaire

In this paper, we present a spatial branch and bound algorithm to tackle the continuous pricing problem, where demand is captured by an advanced discrete choice model (DCM). Advanced DCMs, like mixed logit or latent class models, are capable of modeling de ...

2023

Results on Sparse Integer Programming and Geometric Independent Sets

Jana Tabea Cslovjecsek

An integer linear program is a problem of the form max{c^T x : Ax=b, x >= 0, x integer}, where A is in Z^(n x m), b in Z^m, and c in Z^n. Solving an integer linear program is NP-hard in general, but there are several assumptions for which it becomes fixed ...

EPFL2023

Universal and adaptive methods for robust stochastic optimization

Ali Kavis

Within the context of contemporary machine learning problems, efficiency of optimization process depends on the properties of the model and the nature of the data available, which poses a significant problem as the complexity of either increases ad infinit ...

EPFL2023

Data-driven Methods for Control: from Linear to Lifting

Yingzhao Lian

The progress towards intelligent systems and digitalization relies heavily on the use of automation technology. However, the growing diversity of control objects presents significant challenges for traditional control approaches, as they are highly depende ...

EPFL2023

The multivariate Serre conjecture ring

Luc Guyot

It is well-known that for any integral domain R, the Serre conjecture ring R(X), i.e., the localization of the univariate polynomial ring R[X] at monic polynomials, is a Bezout domain of Krull dimension

Academic Press Inc Elsevier Science2023

Model Predictive Control for Multi-Agent Systems under Limited Communication and Time-Varying Network Topology

Melanie Nicole Zeilinger, Danilo Saccani

In control system networks, reconfiguration of the controller when agents are leaving or joining the network is still an open challenge, in particular when operation constraints that depend on each agent's behavior must be met. Drawing our motivation from ...

IEEE2023

Fairness and Explainability in Clustering Problems

Xinrui Jia

In this thesis we present and analyze approximation algorithms for three different clustering problems. The formulations of these problems are motivated by fairness and explainability considerations, two issues that have recently received attention in the ...

EPFL2023

Memory of Motion for Initializing Optimization in Robotics

Teguh Santoso Lembono

Many robotics problems are formulated as optimization problems. However, most optimization solvers in robotics are locally optimal and the performance depends a lot on the initial guess. For challenging problems, the solver will often get stuck at poor loc ...

EPFL2022

A PCP Theorem for Interactive Proofs and Applications

Alessandro Chiesa

The celebrated PCP Theorem states that any language in NP can be decided via a verifier that reads O(1) bits from a polynomially long proof. Interactive oracle proofs (IOP), a generalization of PCPs, allow the verifier to interact with the prover for multi ...

SPRINGER INTERNATIONAL PUBLISHING AG2022

Dual Approach for Two-Stage Robust Nonlinear Optimization

Jianzhe Zhen

Adjustable robust minimization problems where the objective or constraints depend in a convex way on the adjustable variables are generally difficult to solve. In this paper, we reformulate the original adjustable robust nonlinear problem with a polyhedral ...

INFORMS2022