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math.OC2025
Smooth Uncertainty Sets: Dependence of Uncertain Parameters via a Simple Polyhedral Set
Noam Goldberg, Michael Poss, Shimrit Shtern
We propose a novel polyhedral uncertainty set for robust optimization, termed the smooth uncertainty set, which captures dependencies of uncertain parameters by constraining their…
math.OC2024
Robust Radiotherapy Planning with Spatially Based Uncertainty Sets
Noam Goldberg, Mark P. Langer, Shimrit Shtern
Radiotherapy treatment planning is a challenging large-scale optimization problem plagued by uncertainty. Following the robust optimization methodology, we propose a novel, spatial…
math.OC2023
Projecting onto a Capped Rotated Second-Order Cone
Noam Goldberg, Ishy Zagdoun
We derive a closed-form expression for the projection onto a capped rotated second-order cone, a convex set that arises in perspective relaxations of nonlinear programs with binary…