1 citations · 1 across the 1 of their papers we have counts for
4 papers
Learning Decision-Focused Uncertainty Sets in Robust Optimization
Irina Wang, Bart Van Parys, Bartolomeo Stellato
We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while a…
Mean Robust Optimization
Irina Wang, Cole Becker, Bart Van Parys +1
Robust optimization is a tractable and expressive technique for decision-making under uncertainty, but it can lead to overly conservative decisions when pessimistic assumptions are…
Fast Online Distributionally Robust Optimization via Data Compression
Irina Wang, Marta Fochesato, Bartolomeo Stellato
We propose an online data compression approach for efficiently solving Wasserstein distributionally robust optimization (DRO) problems with streaming data. Our method constructs ad…
The Benefit of Uncertainty Coupling in Robust and Adaptive Robust Optimization
Dimitris Bertsimas, Liangyuan Na, Bartolomeo Stellato +1
Despite the modeling power for problems under uncertainty, robust optimization (RO) and adaptive robust optimization (ARO) can exhibit too conservative solutions in terms of object…