Data-Driven Robust Optimization

The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization using statistical hypothesis tests. The approach is flexible and widely applicable, and robust optimization problems built from our new sets are computationally tractable, both theoretically and practically. Furthermore, optimal solutions to these problems enjoy a strong, finite-sample probabilistic guarantee. \edit{We describe concrete procedures for choosing an appropriate set for a given application and applying our approach to multiple uncertain constraints. Computational evidence in portfolio management and queuing confirm that our data-driven sets significantly outperform traditional robust optimization techniques whenever data is available.Comment: 38 pages, 15 page appendix, 7 figures. This version updated as of Oct. 201

Multi-Paradigm Reasoning for Access to Heterogeneous GIS

Accessing and querying geographical data in a uniform way has become easier in recent years. Emerging standards like WFS turn the web into a geospatial web services enabled place. Mediation architectures like VirGIS overcome syntactical and semantical heterogeneity between several distributed sources. On mobile devices, however, this kind of solution is not suitable, due to limitations, mostly regarding bandwidth, computation power, and available storage space. The aim of this paper is to present a solution for providing powerful reasoning mechanisms accessible from mobile applications and involving data from several heterogeneous sources. By adapting contents to time and location, mobile web information systems can not only increase the value and suitability of the service itself, but can substantially reduce the amount of data delivered to users. Because many problems pertain to infrastructures and transportation in general and to way finding in particular, one cornerstone of the architecture is higher level reasoning on graph networks with the Multi-Paradigm Location Language MPLL. A mediation architecture is used as a “graph provider” in order to transfer the load of computation to the best suited component – graph construction and transformation for example being heavy on resources. Reasoning in general can be conducted either near the “source” or near the end user, depending on the specific use case. The concepts underlying the proposal described in this paper are illustrated by a typical and concrete scenario for web applications