6 papers
Strong Formulations for Distributionally Robust Chance-Constrained Programs with Left-Hand Side Uncertainty under Wasserstein Ambiguity
Nam Ho-Nguyen, Fatma Kılınç-Karzan, Simge Küçükyavuz +1
Distributionally robust chance-constrained programs (DR-CCP) over Wasserstein ambiguity sets exhibit attractive out-of-sample performance and admit big--based mixed-integer prog…
Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty under Wasserstein Ambiguity
Nam Ho-Nguyen, Fatma Kılınç-Karzan, Simge Küçükyavuz +1
We consider exact deterministic mixed-integer programming (MIP) reformulations of distributionally robust chance-constrained programs (DR-CCP) with random right-hand sides over Was…
A Polyhedral Approach to Bisubmodular Function Minimization
Qimeng Yu, Simge Kucukyavuz
We consider minimization problems with bisubmodular objective functions. We propose valid inequalities, namely the poly-bimatroid inequalities, and provide a complete linear descri…
Integer Programming for Learning Directed Acyclic Graphs from Continuous Data
Hasan Manzour, Simge Küçükyavuz, Ali Shojaie
Learning directed acyclic graphs (DAGs) from data is a challenging task both in theory and in practice, because the number of possible DAGs scales superexponentially with the numbe…
An Exact Method for Constrained Maximization of the Conditional Value-at-Risk of a Class of Stochastic Submodular Functions
Hao-Hsiang Wu, Simge Kucukyavuz
We consider a class of risk-averse submodular maximization problems (RASM) where the objective is the conditional value-at-risk (CVaR) of a random nondecreasing submodular function…
Path Cover and Path Pack Inequalities for the Capacitated Fixed-Charge Network Flow Problem
Alper Atamturk, Birce Tezel, Simge Kucukyavuz
Capacitated fixed-charge network flows are used to model a variety of problems in telecommunication, facility location, production planning and supply chain management. In this pap…