Flexible Optimization for Cyber-Physical and Human Systems

We study how to construct optimization problems whose outcome are sets of feasible, close-to-optimal decisions for human users to pick from, instead of a single, hardly explainable “optimal” directive. In particular, we explore two complementary ways to render convex optimization problems stemming from cyber-physical applications “flexible”. In doing so, the optimization outcome is a trade off between engineering best and flexibility for the users to decide to do something slightly different. The first method is based on robust optimization and convex reformulations. The second one is stochastic and inspired from stochastic optimization with decision-dependent distributions.