The Value of Human Expertise

We consider optimization applications with unknown parameters where the decision maker believes that the optimal value of the nominal problem-the optimization problem they would have solved if the true parameters were known-is unlikely to be large. This belief derives from information that humans have that is not captured in datasets, obtained from domain knowledge and interacting with the physical world. We propose an approach to evaluating policies that provides tighter performance guarantees if the decision maker's belief happens to be correct. Our main result shows that if computing a policy's worst-case performance is a convex program, then the value of human expertise-the maximum improvement in performance guarantees that can be obtained from the belief about the nominal problem-is equal to the minimax gap of a max-min problem. We illustrate our developments in assortment optimization and shortest path problems.

Expected Survival-Time Bounds for Robust Optimization Over Time under Isotropic Gaussian Dynamics

Robust Optimization Over Time (ROOT) is a recent branch of evolutionary dynamic optimization that seeks solutions capable of remaining effective across multiple consecutive environments. Unlike the traditional track-the-moving-optimum (TMO) paradigm, which reoptimizes after every environmental change, ROOT explicitly values persistence. Although the field has grown considerably, most contributions remain algorithmic and empirical, leaving several fundamental properties poorly understood from a theoretical perspective. One such property is survival time, defined as the number of future environments in which a deployed solution continues to satisfy a prescribed quality threshold. While survival time is widely used as a measure of temporal robustness, little is known about how its expected value depends on environmental dynamics, deployment quality, or problem characteristics. This paper studies expected survival time for a fixed deployed solution under isotropic Gaussian environmental dynamics. Modeling survival as a discrete first-exit problem, we derive a rigorous lower bound and a computable multi-step upper bound. The analysis shows that expected survival scales as $Θ(σ^-{2})$ in slowly varying environments and approaches its minimum value of one future change in high dimensions. A comprehensive Monte Carlo study validates the theoretical predictions, examines sensitivity to modeling assumptions and parameter uncertainty, and illustrates how the bounds can support deployment decisions after optimization. The resulting framework provides an analytical characterization of deployment lifetime and identifies when a required deployment horizon can be guaranteed, ruled out, or remains analytically unresolved.

Distribution-Aware Robust Bilevel Optimization: Quantile-Guided Huber Updates in Two-Timescale Stochastic Approximation

Bilevel optimization (BLO) is fundamental to hierarchical decision-making but suffers from critical instability under heavy-tailed stochastic noise. Existing variance-reduction techniques typically rely on myopic magnitude checks, which fail to distinguish informative geometric signals from impulsive outliers. To resolve this, we propose \textbf{RQ-TTSA} (Robust Quantile-guided TTSA), a distribution-aware framework that leverages historical gradient buffers to estimate rolling quantiles for adaptive Huber-style clipping, effectively preserving local optimization geometry while strictly bounding effective variance. Theoretically, we provide a convergence analysis for quantile-guided TTSA under nonconvex-strongly convex assumptions with infinite-variance noise ($p \in (1,2]$), deriving a rate of $\mathcal{O}(T^{-\frac{p-1}{3p-2}})$ that recovers optimal dependence on the heavy-tailed parameter. Empirically, across six diverse tasks, spanning heterogeneous vision benchmarks, dynamic games under momentum poisoning, and offline reinforcement learning, RQ-TTSA consistently outperforms state-of-the-art baselines by eliminating divergence spikes and ensuring stable convergence. Our method demonstrates significant robustness to hyperparameter variations and incurs negligible computational overhead ($\approx 2.7\%$ increase), validating distribution-aware gradient control as a practical and necessary component for reliable bilevel learning.

Which Directions Matter? Sparse Design for Affine Robust Optimization

Robust machine learning and optimization rely on the uncertainty model choice. We investigate which uncertainty directions a model must cover when defined by a finite dictionary and a budget constraint. Selecting a subset forms an atomic uncertainty set with a closed form support function, yielding tractable robust programs for affine objectives. We propose a data driven selection rule based on a coverage objective over evaluation directions, including gradients, adversarial perturbations, or shifts observed on held out data. We prove this objective is monotone and submodular, supporting a greedy method with a $(1-1/e)$ approximation guarantee and a matching hardness barrier. We also provide a certificate bounding the loss from the selected subset and a radius calibration rule with out of sample control.