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math.OC2024
Fast Computation of Superquantile-Constrained Optimization Through Implicit Scenario Reduction
Jake Roth, Ying Cui
Superquantiles have recently gained significant interest as a risk-aware metric for addressing fairness and distribution shifts in statistical learning and decision making problems…
math.OC2023
On Algorithms for Projection onto the Top--sum Sublevel Set
Jake Roth, Ying Cui
The \emph{top--sum} operator computes the sum of the largest components of a given vector. The Euclidean projection onto the top--sum sublevel set serves as a crucial sub…