combinatorial optimization 1constrained optimization 1distributionally robust optimization 1frank-wolfe algorithm 1stochastic gradient 1wasserstein ambiguity 1
From the 1 of 2 linked papers with an AI index.
2 papers
math.OC2026
First-Order Methods for Distributionally Robust Constrained Optimization
Hubert Villuendas, Mathieu Besançon, Jérôme Malick
The paper introduces a stochastic algorithm that combines entropic regularization with a stochastic Frank‑Wolfe method to solve Wasserstein distributionally robust optimization pro…
math.OC2025
Knapsack with compactness: a semidefinite approach
Hubert Villuendas, Mathieu Besançon, Jérôme Malick
The min-knapsack problem with compactness constraints extends the classical knapsack problem, in the case of ordered items, by introducing a restriction ensuring that they cannot b…