Decision-dependent robust optimization (DDRO) problems are usually tackled by reformulating them using a strong-duality theorem for the uncertainty set model. If the uncertainty set is, however, described by a mixed-integer linear model, dualization techniques cannot be applied and the literature on solution methods is very scarce. In this paper, we exploit the equivalence of DDRO … Read more
Extreme weather events, like flooding, disrupt urban transportation networks by reducing speeds and capacities, and by closing roadways. These hazards create regime-dependent uncertainty in link performance and travel-time distribution tails, challenging conventional traffic assignment that relies on the expectation of cost or mean excess of cost summation. This study develops a risk- and ambiguity-aware traffic … Read more
Problem definition: Curb space has long been a scarce public resource in automobilized cities, serving competing uses for passenger parking and commercial activities. The rapid growth of e-commerce and home deliveries, combined with increasing urban density, has further intensified pressure on this already constrained resource, making effective curbspace management a critical policy challenge. Yet, in … Read more
We study a two-stage admission and assignment problem under uncertainty arising in university admission systems. In the first stage, applicants are admitted to an initial two-year program. In the second stage, admitted applicants are assigned to degree programs through an articulation mechanism subject to capacity constraints. Uncertainty stems from the academic performance of admitted applicants … Read more
Bilevel optimization is a powerful tool for modeling hierarchical decision-making processes, which arise in various real-world applications. Due to their nested structure, however, bilevel problems are intrinsically hard to solve—even if all variables are continuous and all parameters of the problem are exactly known. Further challenges arise if mixed-integer aspects and problems under uncertainty are … Read more
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In this paper, we introduce a framework for contextual distributionally robust optimization (DRO) that considers the causal and continuous structure of the underlying distribution by developing interpretable and tractable decision rules that prescribe decisions using covariates. We first introduce the causal Sinkhorn discrepancy (CSD), an entropy-regularized causal Wasserstein distance that encourages continuous transport plans while … Read more
We consider a quadratic minmax problem with coupled inner constraints and propose a method to compute a class of stationary points. To motivate the need to compute such stationary points, we first show that they are meaningful, in the sense that they can be locally optimal for our problem under suitable linear independence and second-order … Read more
This paper proposes a unified framework for designing robustness in optimization under uncertainty using gauge sets, convex sets that generalize distance and capture how distributions may deviate from a nominal reference. Representing robustness through a gauge set reweighting formulation brings many classical robustness paradigms under a single convex-analytic perspective. The corresponding dual problem, the upper … Read more
Distributionally robust optimization (DRO) has emerged as a powerful paradigm for reliable decision-making under uncertainty. This paper focuses on DRO with ambiguity sets defined via the Sinkhorn discrepancy: an entropy-regularized Wasserstein distance, referred to as Sinkhorn DRO. Existing work primarily addresses Sinkhorn DRO from a dual perspective, leveraging its formulation as a conditional stochastic optimization … Read more