82 citations · 85 across the 14 of their papers we have counts for
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Outlier-Robust Wasserstein DRO
Sloan Nietert, Ziv Goldfeld, Soroosh Shafiee
Distributionally robust optimization (DRO) is an effective approach for data-driven decision-making in the presence of uncertainty. Geometric uncertainty due to sampling or localiz…
Constrained Optimization of Rank-One Functions with Indicator Variables
Soroosh Shafiee, Fatma Kılınç-Karzan
Optimization problems involving minimization of a rank-one convex function over constraints modeling restrictions on the support of the decision variables emerge in various machine…
Nash Equilibria, Regularization and Computation in Optimal Transport-Based Distributionally Robust Optimization
Soroosh Shafiee, Liviu Aolaritei, Florian Dörfler +1
We study optimal transport-based distributionally robust optimization problems where a fictitious adversary, often envisioned as nature, can choose the distribution of the uncertai…