Publications related to Scalable Stochastic Optimization: Scenario Reduction with Guarantees

Satisficing measure approach for vehicle routing problem with time windows under uncertainty

The complexity of evaluating chance constraints makes chance-constrained programming problem difficult to solve. One way to handle this complexity is by devising satisficing measures for the relevant uncertainties. This paper focuses on solving the stochas ...

2016

What Players do with the Ball: A Physically Constrained Interaction Modeling

Pascal Fua, Xinchao Wang, Andrii Maksai

Tracking the ball is critical for video-based analysis of team sports. However, it is difficult, especially in low resolution images, due to the small size of the ball, its speed that creates motion blur, and its often being occluded by players. In this pa ...

2016

Fast K-Means with Accurate Bounds

François Fleuret, James Peter Newling

We propose a novel accelerated exact

k

-means algorithm, which outperforms the current state-of-the-art low-dimensional algorithm in 18 of 22 experiments, running up to 3

\times

faster. We also propose a general improvement of existing state-of-the-art a ...

Idiap2016

Distributionally Robust Multi-Item Newsvendor Problems with Multimodal Demand Distributions

Daniel Kuhn, Grani Adiwena Hanasusanto

We present a risk-averse multi-dimensional newsvendor model for a class of products whose demands are strongly correlated and subject to fashion trends that are not fully understood at the time when orders are placed. The demand distribution is known to be ...

Springer Verlag2015

Distributionally Robust Logistic Regression

Daniel Kuhn, Soroosh Shafieezadeh Abadeh, Peyman Mohajerin Esfahani

This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If the radius of this ...

2015

Optimum Biorefinery Pathways Selection Using the Integer-Cuts Constraint Method Applied to a MILP Problem

François Maréchal, Adriano Viana Ensinas, Alberto Mian, Stefano Maronese

Biorefineries are multi-product facilities that convert biomass into a broad variety of products (energy, biofuels, chemicals, feed, and food). In this paper, a new systematic approach to select and rank different biorefinery conversion pathways is propose ...

2015

A two-stage stochastic programming approach to employee scheduling in retail outlets with uncertain demand

Colin Neil Jones

This paper describes an employee scheduling system for retail outlets; it is a constraint-based system that exploits forecasts and stochastic techniques to generate schedules meeting the demand for sales personnel. Uncertain scenarios due to fluctuating de ...

Elsevier2015

Upper bounds for the reach-avoid probability via robust optimization

Maryam Kamgarpour, John Lygeros, Tyler Summers

We consider finite horizon reach-avoid problems for discrete time stochastic systems. Our goal is to construct upper bound functions for the reach-avoid probability by means of tractable convex optimization problems. We achieve this by restricting attentio ...

2015

A Universal Primal-Dual Convex Optimization Framework

Volkan Cevher, Quoc Tran Dinh, Alp Yurtsever

We propose a new primal-dual algorithmic framework for a prototypical con- strained convex optimization template. The algorithmic instances of our frame- work are universal since they can automatically adapt to the unknown Ho ̈lder con- tinuity properties ...

2015

A Distributionally Robust Perspective on Uncertainty Quantification and Chance Constrained Programming

Daniel Kuhn, Grani Adiwena Hanasusanto, Wolfram Wiesemann

The objective of uncertainty quantification is to certify that a given physical, engineering or economic system satisfies multiple safety conditions with high probability. A more ambitious goal is to actively influence the system so as to guarantee and mai ...

Springer Verlag2015

Scalable Stochastic Optimization: Scenario Reduction with Guarantees

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Satisficing measure approach for vehicle routing problem with time windows under uncertainty

What Players do with the Ball: A Physically Constrained Interaction Modeling

Fast K-Means with Accurate Bounds

Distributionally Robust Multi-Item Newsvendor Problems with Multimodal Demand Distributions

Distributionally Robust Logistic Regression

Optimum Biorefinery Pathways Selection Using the Integer-Cuts Constraint Method Applied to a MILP Problem

A two-stage stochastic programming approach to employee scheduling in retail outlets with uncertain demand

Upper bounds for the reach-avoid probability via robust optimization

A Universal Primal-Dual Convex Optimization Framework

A Distributionally Robust Perspective on Uncertainty Quantification and Chance Constrained Programming

Distributionally Robust Multi-Item Newsvendor Problems with Multimodal Demand Distributions

What Players do with the Ball: A Physically Constrained Interaction Modeling

A Universal Primal-Dual Convex Optimization Framework

Satisficing measure approach for vehicle routing problem with time windows under uncertainty

Fast K-Means with Accurate Bounds

Distributionally Robust Logistic Regression

A two-stage stochastic programming approach to employee scheduling in retail outlets with uncertain demand

Optimum Biorefinery Pathways Selection Using the Integer-Cuts Constraint Method Applied to a MILP Problem

Upper bounds for the reach-avoid probability via robust optimization

A Distributionally Robust Perspective on Uncertainty Quantification and Chance Constrained Programming