5 papers
Cooperation in Conic Programming with Applications to Control, Production, and Portfolio
Miguel Martínez-Antón, Justo Puerto
We introduce the class of cooperative conic games, a new family of transferable utility games whose characteristic function can be computed by solving a conic optimization problem.…
Exponential Conic Optimization for Multi-Regime Service System Design under Congestion and Tail-Risk Control
Víctor Blanco, Miguel Martínez-Antón, Justo Puerto
We study the design of single-facility service systems operating under multiple recurring regimes with service-level constraints on response times. Regime-dependent arrival and ser…
Exact Matrix Seriation through Mathematical Optimization: Stress and Effectiveness-Based Models
Víctor Blanco, Alfredo Marín, Justo Puerto
Matrix seriation, the problem of permuting the rows and columns of a matrix to uncover latent structure, is a fundamental technique in data science, particularly in the visualizati…
Optimal probabilistic feature shifts for reclassification in tree ensembles
Víctor Blanco, Alberto Japón, Justo Puerto +1
In this paper we provide a novel mathematical optimization based methodology to perturb the features of a given observation to be re-classified, by a tree ensemble classification r…
Fixed Topology Minimum-Length Trees with Neighborhoods
Víctor Blanco, Gabriel González, Justo Puerto
In this paper, we introduce the Fixed Topology Minimum-Length Tree with Neighborhood Problem, which aims to embed a rooted tree-shaped graph into a -dimensional metric space whi…