3 papers
math.OC2025
Conditional Gradient Methods with Standard LMO for Stochastic Simple Bilevel Optimization
Khanh-Hung Giang-Tran, Soroosh Shafiee, Nam Ho-Nguyen
We propose efficient methods for solving stochastic simple bilevel optimization problems with convex inner levels, where the goal is to minimize an outer stochastic objective funct…
cs.LG2025
Scalable First-order Method for Certifying Optimal k-Sparse GLMs
Jiachang Liu, Soroosh Shafiee, Andrea Lodi
This paper investigates the problem of certifying optimality for sparse generalized linear models (GLMs), where sparsity is enforced through an cardinality constraint. Whi…
math.OC2024
Distributionally Robust Optimization
Daniel Kuhn, Soroosh Shafiee, Wolfram Wiesemann
Distributionally robust optimization (DRO) studies decision problems under uncertainty where the probability distribution governing the uncertain problem parameters is itself uncer…