6 citations · 13 across the 4 of their papers we have counts for
4 papers
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…
Active Learning For Contextual Linear Optimization: A Margin-Based Approach
Mo Liu, Paul Grigas, Heyuan Liu +1
We develop the first active learning method for contextual linear optimization. Specifically, we introduce a label acquisition algorithm that sequentially decides whether to reques…
Online Contextual Decision-Making with a Smart Predict-then-Optimize Method
Heyuan Liu, Paul Grigas
We study an online contextual decision-making problem with resource constraints. At each time period, the decision-maker first predicts a reward vector and resource consumption mat…
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…