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math.OC2019
Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens
Fatma Kılınç-Karzan, Simge Küçükyavuz, Dabeen Lee
A particularly important substructure in modeling joint linear chance-constrained programs with random right-hand sides and finite sample space is the intersection of mixing sets w…
cs.LG2019
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…
math.OC2019
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…