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math.OC2025
Presolve techniques for quasi-convex chance constraints with finite-support low-dimensional uncertainty
Guillaume Van Dessel, François Glineur
Chance-constrained programs (CCP) represent a trade-off between conservatism and robustness in optimization. In many CCPs, one optimizes an objective under a probabilistic constrai…
math.OC2025
Global and local approaches for the minimization of a sum of pointwise minima of convex functions
Guillaume Van Dessel, François Glineur
Numerous machine learning and industrial problems can be modeled as the minimization of a sum of so-called clipped convex functions (SCC), i.e. each term of the sum stems as th…