5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.OC2023
New Methods for Parametric Optimization via Differential Equations
Heyuan Liu, Paul Grigas
We develop and analyze several different second-order algorithms for computing a near-optimal solution path of a convex parametric optimization problem with smooth Hessian. Our alg…
cs.LG2021★ 5 cited
Risk Bounds and Calibration for a Smart Predict-then-Optimize Method
Heyuan Liu, Paul Grigas
The predict-then-optimize framework is fundamental in practical stochastic decision-making problems: first predict unknown parameters of an optimization model, then solve the probl…