区间不确定性下线性互补问题性质的稳定性

区间B张量与区间双B张量

Interval B-Tensors and Interval Double B-Tensors

本文研究了区间B张量和双B张量的性质与特征，提出判断条件并揭示其与其它张量的联系，扩展了张量理论在优化和互补问题中的应用。

On the existence of solutions to stochastic quasi-variational inequality and complementarity problems

Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems are complicated by uncertainty, motivating the examination of a stochastic generalization of the variational inequality problem and its extensions in which the components of the mapping contain expectations. When the associated sets are unbounded, ascertaining existence requires having access to analytical forms of the expectations. Naturally, in practical se…

An Efficient Interval Uncertainty Optimization Approach Based on Quasi-sparse Response Surface

The structure uncertainty optimization problem is usually treated as double-loop optimization process, which is computation-intensive. In this paper, an efficient interval uncertainty optimization approach based on Quasi-sparse response surface (QSRS) is proposed for structure uncertainty optimization. In which, 1) with l_1 norm and l_2 norm penalty method, a few appropriate basis functions are selected form a large number of basis functions to construct QSRS accurately and only a few sampling points is required, 2) as the orthogonal chebyshev polynomials is employed as QSRS basis functions, t…

Uncertainty Intervals for Robust Bottleneck Assignment

We examine the robustness of bottleneck assignment problems to perturbations in the assignment weights. We derive two algorithms that provide uncertainty bounds for robust assignment. We prove that the bottleneck assignment is guaranteed to be invariant to perturbations which lie within the provided bounds. We apply the method to an example of task assignment for a multi-agent system.

Matrix Completion under Interval Uncertainty

Matrix completion under interval uncertainty can be cast as matrix completion with element-wise box constraints. We present an efficient alternating-direction parallel coordinate-descent method for the problem. We show that the method outperforms any other known method on a benchmark in image in-painting in terms of signal-to-noise ratio, and that it provides high-quality solutions for an instance of collaborative filtering with 100,198,805 recommendations within 5 minutes.

On convexity and solution concepts in cooperative interval games

Cooperative interval game is a cooperative game in which every coalition gets assigned some closed real interval. This models uncertainty about how much the members of a coalition get for cooperating together. In this paper we study convexity, core and the Shapley value of games with interval uncertainty. Our motivation to do so is twofold. First, we want to capture which properties are preserved when we generalize concepts from classical cooperative game theory to interval games. Second, since these generalizations can be done in different ways, mainly with regard to the resulting level of un…

无环有向图中可恢复鲁棒最短路径问题的计算复杂性

Computational complexity of the recoverable robust shortest path problem in acyclic digraphs under interval budgeted uncertainty

本文研究无环有向图中可恢复鲁棒最短路径问题的计算复杂性，证明其在分层无环有向图下仍为强NP难，并证明离散预算不确定性下该问题不可近似。

具有预算区间不确定性的鲁棒单阶段选择问题

Robust single-stage selection problems with budgeted interval uncertainty

研究具有预算区间不确定性的鲁棒单阶段选择问题，在固定与不确定双成本及基数约束下，提供包含多项式算法及NP完备性证明的完整计算复杂度分类。

Investigating the Recoverable Robust Single Machine Scheduling Problem Under Interval Uncertainty

We investigate the recoverable robust single machine scheduling problem under interval uncertainty. In this setting, jobs have first-stage processing times p and second-stage processing times q and we aim to find a first-stage and second-stage schedule with a minimum combined sum of completion times, such that at least Delta jobs share the same position in both schedules. We provide positive complexity results for some important special cases of this problem, as well as derive a 2-approximation algorithm to the full problem. Computational experiments examine the performance of an exact mixed-i…

约束含数据不确定性的非光滑区间值多目标优化中的近似Pareto解研究

On approximate Pareto solutions in nonsmooth interval-valued multiobjective optimization with data uncertainty in constraints

针对约束含数据不确定性的非光滑区间值多目标优化问题，定义多类近似Pareto解，推导其最优性条件与对偶关系，为含不确定约束的区间值多目标优化提供理论支撑。

Machine Learning based optimization for interval uncertainty propagation

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These approaches employ a machine learning based optimization strategy, the so-called Bayesian optimization, for evaluating the upper and lower bounds of a generic response variable over the set of possible responses obtained when each interval variable varies independently over its range. The lack of knowledge caused by not evaluating the response function for all th…

Uncertainty quantification for nonconvex tensor completion: Confidence intervals, heteroscedasticity and optimality

We study the distribution and uncertainty of nonconvex optimization for noisy tensor completion -- the problem of estimating a low-rank tensor given incomplete and corrupted observations of its entries. Focusing on a two-stage estimation algorithm proposed by Cai et al. (2019), we characterize the distribution of this nonconvex estimator down to fine scales. This distributional theory in turn allows one to construct valid and short confidence intervals for both the unseen tensor entries and the unknown tensor factors. The proposed inferential procedure enjoys several important features: (1) it…