1 citations · 1 across the 6 of their papers we have counts for
6 papers
Convex Modeling of Price Cross-Impact over Time
Vincent Yinjun-Wang, Madeleine Udell
Transaction costs can make or break a trading strategy, particularly in relative-value trading of commodity and macro markets, where edges are a few basis points. Price impact is a…
FLARE: Verifying MILP Reformulations with LLM-Based Theorem Proving
Henry Robbins, Connor Lawless, Madeleine Udell +1
Mixed-Integer Linear Programming (MILP) is a fundamental tool for combinatorial optimization with extensive real-world applications. A central challenge is designing computationall…
Battery Bidding under Price Uncertainty in Wholesale Electricity Markets
Vincent Yinjun-Wang, Madeleine Udell
Grid-scale batteries increasingly influence outcomes in wholesale electricity markets, but their observed bid patterns remain difficult to interpret. In particular, bids that appea…
"It Was a Magical Box": Understanding Practitioner Workflows and Needs in Optimization
Connor Lawless, Jakob Schoeffer, Madeleine Udell
Optimization underpins decision-making in domains from healthcare to logistics, yet for many practitioners it remains a "magical box": powerful but opaque, difficult to use, and re…
Understanding Fixed Predictions via Confined Regions
Connor Lawless, Tsui-Wei Weng, Berk Ustun +1
Machine learning models can assign fixed predictions that preclude individuals from changing their outcome. Existing approaches to audit fixed predictions do so on a pointwise basi…
LLMs for Cold-Start Cutting Plane Separator Configuration
Connor Lawless, Yingxi Li, Anders Wikum +2
Mixed integer linear programming (MILP) solvers expose hundreds of parameters that have an outsized impact on performance but are difficult to configure for all but expert users. E…