4 papers
Solving Constrained Affine Heaviside Composite Optimization Problems by a Progressive IP Approach
Ke Zheng, Junyi Liu, Yurui Wang +1
This paper discusses the computational resolution and presents numerical results for solving affine combinations of Heaviside composite optimization problems (abbreviated as A-HSCO…
The Minimization of Piecewise Functions: Pseudo Stationarity
Ying Cui, Junyi Liu, Jong-Shi Pang
There are many significant applied contexts that require the solution of discontinuous optimization problems in finite dimensions. Yet these problems are very difficult, both compu…
Data-driven Piecewise Affine Decision Rules for Stochastic Programming with Covariate Information
Yiyang Zhang, Junyi Liu, Xiaobo Zhao
Focusing on stochastic programming (SP) with covariate information, this paper proposes an empirical risk minimization (ERM) method embedded within a nonconvex piecewise affine dec…
Nonconvex and Nonsmooth Approaches for Affine Chance-Constrained Stochastic Programs
Ying Cui, Junyi Liu, Jong-Shi Pang
Chance-constrained programs (CCPs) constitute a difficult class of stochastic programs due to its possible nondifferentiability and nonconvexity even with simple linear random func…