8 papers
Sparsity-Cone SDP Relaxations and Applications to Variable Fixing for Sparse Quadratic Programs
Di Hou, Thai P. D. Nguyen, Kim-Chuan Toh +1
Quadratic programs (QPs) with sparsity constraint are generally NP-hard, and their efficient global solution depends crucially on tractable tight convex relaxations. In this paper,…
Individualized Treatment Allocation in Sequential Network Games
Toru Kitagawa, Guanyi Wang
Designing individualized allocation of treatments so as to maximize the equilibrium welfare of interacting agents has many policy-relevant applications. Focusing on sequential deci…
Automated Reformulation of Robust Optimization via Memory-Augmented Large Language Models
Jinbiao Chen, Shuang Jin, Guoyun Zhang +3
Robust optimization (RO) provides a principled framework for decision-making under uncertainty, but its practical use is often limited by the need to manually reformulate uncertain…
Online Decision Making with Fairness over Time
Rui Chen, Oktay Gunluk, Andrea Lodi +1
Online platforms increasingly rely on sequential decision-making algorithms to allocate resources, match users, or control exposure, while facing growing pressure to ensure fairnes…
Screening Cut Generation for Sparse Ridge Regression
Haozhe Tan, Guanyi Wang
Sparse ridge regression is widely utilized in modern data analysis and machine learning. However, computing globally optimal solutions for sparse ridge regression is challenging, p…
Robust Network Targeting with Multiple Nash Equilibria
Guanyi Wang
Many policy problems involve designing individualized treatment allocation rules to maximize the equilibrium social welfare of interacting agents. Focusing on large-scale simultane…