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math.OC2021★ 1 cited
Distributed Optimization with Coupling Constraints
Xuyang Wu, He Wang, Jie Lu
In this paper, we develop a novel distributed algorithm for addressing convex optimization with both nonlinear inequality and linear equality constraints, where the objective funct…
math.OC2018
A Re-solving Heuristic with Uniformly Bounded Loss for Network Revenue Management
Pornpawee Bumpensanti, He Wang
We consider the canonical (quantity-based) network revenue management problem, where a firm accepts or rejects incoming customer requests irrevocably in order to maximize expected…