-----------------------------------------------------------------------------------------

                                  SEEM-DOT Joint Seminar

                          The Chinese University of Hong Kong

-----------------------------------------------------------------------------------------

Date: Monday, April 20, 2026, 16:30 pm to 17:30 pm HKT

Venue: ERB 513, The Chinese University of Hong Kong

Title: Distributionally robust optimization through the lens of submodularity

Speaker: Prof. Karthik Natarajan, Singapore University of Technology and Design

Abstract

Distributionally robust optimization is used to tackle decision making problems under uncertainty where the distribution of the uncertain data is ambiguous. In this work, we define a submodular ambiguity set and showcase its expressive power in modeling both discrete and continuous uncertainty. With discrete uncertainty, we show that a class of distributionally robust optimization problems is solvable in polynomial time. With continuous uncertainty, we show that it is solvable approximately up to an additive error in pseudo-polynomial time. We then focus on a specific class of submodular ambiguity sets where one can develop compact LP and SDP formulations. The paper highlights that the submodular ambiguity set is the natural discrete counterpart of the convex ambiguity set and supplements it for continuous uncertainty, both in modeling and computation. This is joint work with Arjun Ramachandra (IIM Bangalore) and Divya Padmanabhan (IIT Goa).

Biography

Karthik Natarajan is Professor in Engineering Systems and Design at Singapore University of Technology and Design. He serves as Associate Editor in OR, MS, MSOM and Math Programming and authored the book titled Optimization with Marginals and Moments published by Dynamic Ideas in 2021.

Everyone is welcome to attend the talk!

SEEM-5202 Website: http://seminar.se.cuhk.edu.hk