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math.OC2026
First-Order Methods for Wasserstein Distributionally Robust Constrained Optimization
Hubert Villuendas, Mathieu Besançon, Jérôme Malick
We consider constrained problems in which input data are affected by errors. In such settings, Wasserstein distributionally robust optimization provides a principled framework to m…
math.OC2025
Knapsack with compactness: a semidefinite approach
Hubert Villuendas, Mathieu Besançon, Jérôme Malick
The min-knapsack problem with compactness constraints extends the classical knapsack problem, in the case of ordered items, by introducing a restriction ensuring that they cannot b…