Theory and Applications of Robust Optimization

In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology. In addition to surveying prominent theoretical results of RO, we also present some recent results linking RO to adaptable models for multi-stage decision-making problems. Finally, we highlight applications of RO across a wide spectrum of domains, including finance, statistics, learning, and various areas of engineering.Comment: 50 page

Robust Transmission in Downlink Multiuser MISO Systems: A Rate-Splitting Approach

We consider a downlink multiuser MISO system with bounded errors in the Channel State Information at the Transmitter (CSIT). We first look at the robust design problem of achieving max-min fairness amongst users (in the worst-case sense). Contrary to the conventional approach adopted in literature, we propose a rather unorthodox design based on a Rate-Splitting (RS) strategy. Each user's message is split into two parts, a common part and a private part. All common parts are packed into one super common message encoded using a public codebook, while private parts are independently encoded. The resulting symbol streams are linearly precoded and simultaneously transmitted, and each receiver retrieves its intended message by decoding both the common stream and its corresponding private stream. For CSIT uncertainty regions that scale with SNR (e.g. by scaling the number of feedback bits), we prove that a RS-based design achieves higher max-min (symmetric) Degrees of Freedom (DoF) compared to conventional designs (NoRS). For the special case of non-scaling CSIT (e.g. fixed number of feedback bits), and contrary to NoRS, RS can achieve a non-saturating max-min rate. We propose a robust algorithm based on the cutting-set method coupled with the Weighted Minimum Mean Square Error (WMMSE) approach, and we demonstrate its performance gains over state-of-the art designs. Finally, we extend the RS strategy to address the Quality of Service (QoS) constrained power minimization problem, and we demonstrate significant gains over NoRS-based designs.Comment: Accepted for publication in IEEE Transactions on Signal Processin