Victor Bucarey

Decision-focused predictions via pessimistic bilevel optimization: complexity and algorithms

  • Victor Bucarey
  • Sophia Calderón
  • Gonzalo Muñoz
  • Frédéric Semet
    • Categories Constrained Nonlinear Optimization, Data Science Applications, Other Topics

    Dealing with uncertainty in optimization parameters is an important and longstanding challenge. Typically, uncertain parameters are predicted accurately, and then a deterministic optimization problem is solved. However, the decisions produced by this so-called predict-then-optimize procedure can be highly sensitive to uncertain parameters. In this work, we contribute to recent efforts in producing decision-focused predictions, i.e., to … Read more

    Playing Stackelberg security games in perfect formulations

  • Victor Bucarey
  • Pamela Bustamante-Faúndez
  • Vladimir
  • Martine Labbé
  • Fernando Ordóñez
    • Categories Applications - OR and Management Sciences, Game Theory, Network Optimization

    Protecting critical infrastructure from intentional damage requires foreseeing the strategies of possible attackers. The problem faced by the defender of such infrastructure can be formulated as a Stackelberg security game. A defender must decide what specific targets to protect with limited resources, maximizing their expected utility (e.g., minimizing damage value) and considering that a second … Read more

    A dynamic programming approach to segmented isotonic regression

  • Victor Bucarey
  • Martine Labbé
  • Juan M. Morales
  • Salvador Pineda
    • Categories Data-Mining, Dynamic Programming, Energy Tags , , , , ,

    This paper proposes a polynomial-time algorithm to construct the monotone stepwise curve that minimizes the sum of squared errors with respect to a given cloud of data points. The fitted curve is also constrained on the maximum number of steps it can be composed of and on the minimum step length. Our algorithm relies on … Read more

    Benders decomposition for Network Design Covering Problems

  • Victor Bucarey
  • Bernard Fortz
  • Martine Labbé
  • Juan A. Mesa
  • Natividad González-Blanco
    • Categories Facility Planning and Design, Transportation Tags , , ,

    We consider two covering variants of the network design problem. We are given a set of origin/destination(O/D) pairs and each such O/D pair is covered if there exists a path in the network from the origin to the destination whose length is not larger than a given threshold. In the first problem, called the maximal … Read more