Supermodularity and robust optimization in elliptic PDEs

We study distributionally robust optimization problems constrained by semilinear elliptic PDEs. Uncertain nonnegative loads enter the PDE through $m$ intensity parameters, and damage is measured by integrating a nondecreasing convex function of the solution. We prove that, for coercive operators satisfying a positivity-preserving lattice condition, a nondecreasing concave reaction $g$ makes the damage nondecreasing, convex, and supermodular in the load intensities. Under nonnegative loading and $g(0)=0$, concavity is also necessary for these properties to hold for all admissible operators and damage functions. For Wasserstein uncertainty sets based on a weighted $\ell_1$ distance and $N$ observations, we show that at most $m+1$ nested stress corners are needed per observation. These corners form a set of at most $N(m+1)$ points that does not depend on the Wasserstein radius and supports a worst-case distribution for every radius. We compute the exact robust value by checking $λ=0$ and at most $Nm$ positive breakpoints, and we construct a worst-case distribution that moves each observation to a chain corner and splits at most one observation between two adjacent corners. We apply the results to a convex remediation-planning problem with Monod biodegradation. Numerical experiments show that the method requires far fewer PDE solves than enumerating all corners. Finally, a counterexample shows that supermodularity can fail for the fractional $p$-Laplacian when $p>2$.

Authors

Publication Details

Journal
arXiv (Cornell University)
Published
2026-11-02
DOI
https://doi.org/10.48550/arxiv.2611.02573
Primary Topic
Risk and Portfolio Optimization
Type
preprint
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preprint

Supermodularity and robust optimization in elliptic PDEs

Debangana Mukherjee, Akash Ashirbad Panda
arXiv (Cornell University)
Risk and Portfolio Optimization
preprint

Supermodularity and robust optimization in elliptic PDEs

Debangana Mukherjee, Akash Ashirbad Panda
preprint en

Abstract

We study distributionally robust optimization problems constrained by semilinear elliptic PDEs. Uncertain nonnegative loads enter the PDE through $m$ intensity parameters, and damage is measured by integrating a nondecreasing convex function of the solution. We prove that, for coercive operators satisfying a positivity-preserving lattice condition, a nondecreasing concave reaction $g$ makes the damage nondecreasing, convex, and supermodular in the load intensities. Under nonnegative loading and $g(0)=0$, concavity is also necessary for these properties to hold for all admissible operators and damage functions. For Wasserstein uncertainty sets based on a weighted $\ell_1$ distance and $N$ observations, we show that at most $m+1$ nested stress corners are needed per observation. These corners form a set of at most $N(m+1)$ points that does not depend on the Wasserstein radius and supports a worst-case distribution for every radius. We compute the exact robust value by checking $λ=0$ and at most $Nm$ positive breakpoints, and we construct a worst-case distribution that moves each observation to a chain corner and splits at most one observation between two adjacent corners. We apply the results to a convex remediation-planning problem with Monod biodegradation. Numerical experiments show that the method requires far fewer PDE solves than enumerating all corners. Finally, a counterexample shows that supermodularity can fail for the fractional $p$-Laplacian when $p>2$.

arXiv (Cornell University)
Risk and Portfolio Optimization
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