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math.OC2026
Tightening CVaR Approximations via Scenario-Wise Scaling for Chance-Constrained Programming
Rui Chen, Nan Jiang
Chance-constrained programs (CCPs) provide a powerful modeling framework for decision-making under uncertainty, but their nonconvex feasible regions make them computationally chall…
math.OC2025
On the Convexification of a Class of Mixed-Integer Conic Sets
Guxin Du, Rui Chen, Linchuan Wei
We investigate mixed-integer second-order conic (SOC) sets with a nonlinear right-hand side in the SOC constraint, a structure frequently arising in mixed-integer quadratically con…
math.OC2025
Learning Large Neighborhood Search for Maritime Inventory Routing Optimization
Rui Chen, Defeng Liu, Nan Jiang +3
Maritime inventory routing optimization is an important yet challenging combinatorial optimization problem. We propose a machine learning-based local search approach for finding fe…