Jake Roth

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math.OC2026

Perturbation Duality for Robust and Distributionally Robust Optimization: Short and General Proofs

Louis L. Chen, Jake Roth, Johannes O. Royset

Duality is a foundational tool in robust and distributionally robust optimization (RO/DRO), underpinning both analytical insights and tractable reformulations. Whereas RO/DRO duali…

math.OC2024

On $O (n)$ Algorithms for Projection onto the Top- $k$ -sum Sublevel Set

Jake Roth, Ying Cui

The \emph{top- $k$ -sum} operator computes the sum of the largest $k$ components of a given vector. The Euclidean projection onto the top- $k$ -sum sublevel set serves as a crucial sub…

math.OC2024

Fast Computation of Superquantile-Constrained Optimization Through Implicit Scenario Reduction

Jake Roth, Ying Cui

Superquantiles have recently gained significant interest as a risk-aware metric for addressing fairness and distribution shifts in statistical learning and decision making problems…

Perturbation Duality for Robust and Distributionally Robust Optimization: Short and General Proofs

On O(n) Algorithms for Projection onto the Top-k-sum Sublevel Set

Fast Computation of Superquantile-Constrained Optimization Through Implicit Scenario Reduction

On $O (n)$ Algorithms for Projection onto the Top- $k$ -sum Sublevel Set