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math.OC2021
Stochastic Cutting Planes for Data-Driven Optimization
Dimitris Bertsimas, Michael Lingzhi Li
We introduce a stochastic version of the cutting-plane method for a large class of data-driven Mixed-Integer Nonlinear Optimization (MINLO) problems. We show that under very weak a…
math.OC2018
Interpretable Matrix Completion: A Discrete Optimization Approach
Dimitris Bertsimas, Michael Lingzhi Li
We consider the problem of matrix completion on an matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the…