3 papers
math.OC2026
Aggregated Column Generation for Two-Stage Stochastic Mixed-Integer Programs
Harshit Kothari, James Luedtke, Luke Marshall
Dantzig-Wolfe reformulation applied to two-stage stochastic mixed-integer programs (SMIP) has been shown empirically to yield a formulation with strong bounds that can be solved vi…
math.OC2025
A Unified Optimization Framework for Multiclass Classification with Structured Hyperplane Arrangements
Víctor Blanco, Harshit Kothari, James Luedtke
In this paper, we propose a new mathematical optimization model for multiclass classification based on arrangements of hyperplanes. Our approach preserves the core support vector m…
math.OC2024
Accelerating Benders decomposition for solving a sequence of sample average approximation replications
Harshit Kothari, James R. Luedtke
Sample average approximation (SAA) is a technique for obtaining approximate solutions to stochastic programs that uses the average from a random sample to approximate the expected…