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math.OC2025
Provably data-driven projection method for quadratic programming
Anh Tuan Nguyen, Viet Anh Nguyen
Projection methods aim to reduce the dimensionality of the optimization instance, thereby improving the scalability of high-dimensional problems. Recently, Sakaue and Oki proposed…
math.OC2024
Asymptotically Optimal Distributionally Robust Solutions through Forecasting and Operations Decentralization
Yue Lin, Daniel Zhuoyu Long, Viet Anh Nguyen +1
Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-…