12 citations · 33 across the 13 of their papers we have counts for
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math.OC2021
Multistart Algorithm for Identifying All Optima of Nonconvex Stochastic Functions
Prateek Jaiswal, Jeffrey Larson
We propose a multistart algorithm to identify all local minima of a constrained, nonconvex stochastic optimization problem. The algorithm uniformly samples points in the domain and…
math.ST2021★ 2 cited
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao
This paper considers data-driven chance-constrained stochastic optimization problems in a Bayesian framework. Bayesian posteriors afford a principled mechanism to incorporate data…