8 citations · 10 across the 9 of their papers we have counts for
Showing 2019Show all
3 papers · 1 filter
cs.NE2019
A Simple Yet Effective Approach to Robust Optimization Over Time
Lukáš Adam, Xin Yao
Robust optimization over time (ROOT) refers to an optimization problem where its performance is evaluated over a period of future time. Most of the existing algorithms use particle…
math.OC2019★ 8 cited
Machine learning approach to chance-constrained problems: An algorithm based on the stochastic gradient descent
Lukáš Adam, Martin Branda
We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic g…
math.OC2019
Projections onto the canonical simplex with additional linear inequalities
L. Adam, V. Mácha
We consider the distributionally robust optimization and show that computing the distributional worst-case is equivalent to computing the projection onto the canonical simplex with…