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math.OC2023
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…
math.OC2023
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…