Diego Cattaruzza

On Multi-Disjunctive Valid Inequalities for Chance-Constrained Stochastic Problems with Finite Support

  • Diego Cattaruzza
  • Martine LabbĂ©
  • Matteo Petris
  • Marius Roland
  • Martin Schmidt
    • Categories (Mixed) Integer Linear Programming, Stochastic Programming Tags , , , ,

    We consider mixed-integer linear chance-constrained problems for which the random vector that parameterizes the feasible region has finite support. Our key objective is to improve branch-and-bound or -cut approaches by introducing new types of valid inequalities that improve the dual bound and, by this, the overall performance of such methods. We introduce so-called multi-disjunctive valid … Read more

    Exact and Heuristic Solution Techniques for Mixed-Integer Quantile Minimization Problems

  • Diego Cattaruzza
  • Martine LabbĂ©
  • Matteo Petris
  • Marius Roland
  • Martin Schmidt
    • Categories (Mixed) Integer Linear Programming, Applications - Science and Engineering, Stochastic Programming Tags , , , ,

    We consider mixed-integer linear quantile minimization problems that yield large-scale problems that are very hard to solve for real-world instances. We motivate the study of this problem class by two important real-world problems: a maintenance planning problem for electricity networks and a quantile-based variant of the classic portfolio optimization problem. For these problems, we develop … Read more

    Design of Poisoning Attacks on Linear Regression Using Bilevel Optimization

  • Miguel F. Anjos
  • Luce Brotcorne
  • Diego Cattaruzza
  • Zeynep Suvak
    • Categories Complementarity and Variational Inequalities Tags , , ,

    Poisoning attack is one of the attack types commonly studied in the field of adversarial machine learning. The adversary generating poison attacks is assumed to have access to the training process of a machine learning algorithm and aims to prevent the algorithm from functioning properly by injecting manipulative data while the algorithm is being trained. … Read more