Optimization under uncertainty
understanding orders and testing programs with specifications
Professor of Computer Science
+46317725415
Computer Science and Engineering
Chalmers University of Technology
Room number: EDIT-6452
My office is in the EDIT building of campus Johanneberg, near Rännvägen 6.
understanding orders and testing programs with specifications
One of the most ubiquitous problems in optimization is that of finding all the elements of a finite set at which a function f attains its minimum (or maximum). When the codomain of f is equipped with a total order, it is easy to specify, implement, and verify generic solutions to this problem. But what if f is affected by uncertainties? What if one seeks values that minimize more than one objective, or if does not return a single result but a set of possible results, or even a probability distribution? Such situations are common in climate science, economics, and engineering. Developing trustworthy solution methods for optimization under uncertainty requires formulating and answering these questions rigorously, including deciding which order relations to apply in different cases. We show how functional programming can support this task, and apply it to specify and test solution methods for cases where optimization is affected by two conceptually different kinds of uncertainty: value and functorial uncertainty.