2 papers
math.OC2026
Exponential Adaptive Smoothing and Importance Sampling for Optimization of the Conditional Value-at-Risk
Will Asness, Brendan Keith, Boyan Lazarov +2
We present a novel method for solving conditional value-at-risk (CVaR) optimization problems based on the dual representation of CVaR, which is defined as the worst-case expectatio…
math.NA2026
The SiMPL Method for Multi-Material Topology Optimization
Peter Gangl, Brendan Keith, Dohyun Kim +2
We introduce an efficient and scalable method for density-based multi-material topology optimization, integrating classical mirror descent techniques with point-wise polytopal desi…