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math.OC2021★ 1 cited
Extremal Probability Bounds in Combinatorial Optimization
Divya Padmanabhan, Selin Damla Ahipasaoglu, Arjun Ramachandra +1
In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objectiv…
math.OC2021★ 2 cited
Robust Conic Satisficing
Arjun Ramachandra, Napat Rujeerapaiboon, Melvyn Sim
In practical optimization problems, we typically model uncertainty as a random variable though its true probability distribution is unobservable to the decision maker. Historical d…