11 citations · 19 across the 2 of their papers we have counts for
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math.OC2021★ 11 cited
On Data-Driven Prescriptive Analytics with Side Information: A Regularized Nadaraya-Watson Approach
Prateek R. Srivastava, Yijie Wang, Grani A. Hanasusanto +1
We consider generic stochastic optimization problems in the presence of side information which enables a more insightful decision. The side information constitutes observable exoge…
math.OC2019
Newton-type Multilevel Optimization Method
Chin Pang Ho, Michal Kocvara, Panos Parpas
Inspired by multigrid methods for linear systems of equations, multilevel optimization methods have been proposed to solve structured optimization problems. Multilevel methods make…