4 papers · 1 filter
Overfitting in Adaptive Robust Optimization
Karl Zhu, Dimitris Bertsimas
Adaptive robust optimization (ARO) extends static robust optimization by allowing decisions to depend on the realized uncertainty - weakly dominating static solutions within the mo…
Global Nonconvex Optimization with Integer Variables
Dimitris Bertsimas, Danique de Moor, Thodoris Koukouvinos +1
Nonconvex optimization refers to the process of solving problems whose objective or constraints are nonconvex. Historically, this type of problems have been very difficult to solve…
A novel exact approach to polynomial optimization
Dimitris Bertsimas, Dick den Hertog, Thodoris Koukouvinos
Polynomial optimization problems represent a wide class of optimization problems, with a large number of real-world applications. Current approaches for polynomial optimization, su…
Catastrophe Insurance: An Adaptive Robust Optimization Approach
Dimitris Bertsimas, Cynthia Zeng
The escalating frequency and severity of natural disasters, exacerbated by climate change, underscore the critical role of insurance in facilitating recovery and promoting investme…