2 papers
cs.LG2025
Smart Surrogate Losses for Contextual Stochastic Linear Optimization with Robust Constraints
Hyungki Im, Wyame Benslimane, Paul Grigas
We study an extension of contextual stochastic linear optimization (CSLO) that, in contrast to most of the existing literature, involves inequality constraints that depend on uncer…
math.OC2024
Strong Formulations for Hybrid System Control
Jisun Lee, Hyungki Im, Alper Atamtürk
We study the mixed-integer quadratic programming formulation of an -period hybrid control problem with a convex quadratic cost function and linear dynamics. We first give the co…