85 citations · 144 across the 16 of their papers we have counts for
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math.OC2021★ 4 cited
Convex Chance-Constrained Programs with Wasserstein Ambiguity
Haoming Shen, Ruiwei Jiang
Chance constraints yield non-convex feasible regions in general. In particular, when the uncertain parameters are modeled by a Wasserstein ball, arXiv:1806.07418 and arXiv:1809.002…
math.OC2021★ 1 cited
Sequential Competitive Facility Location: Exact and Approximate Algorithms
Mingyao Qi, Ruiwei Jiang, Siqian Shen
We study a competitive facility location problem (CFLP), where two firms sequentially open new facilities within their budgets, in order to maximize their market shares of demand t…
math.OC2021
Chance-Constrained Optimization under Limited Distributional Information: A Review of Reformulations Based on Sampling and Distributional Robustness
Simge Küçükyavuz, Ruiwei Jiang
Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey,…