5 papers
Prescribe-then-Select: Adaptive Policy Selection for Contextual Stochastic Optimization
Caio de Prospero Iglesias, Kimberly Villalobos Carballo, Dimitris Bertsimas
We address the problem of policy selection in contextual stochastic optimization (CSO), where covariates are available as contextual information and decisions must satisfy hard fea…
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…
Interpretable AI-driven Guidelines for Type 2 Diabetes Treatment from Observational Data
Dewang Kumar Agarwal, Dimitris J. Bertsimas
Objective: Create precise, structured, data-backed guidelines for type 2 diabetes treatment progression, suitable for clinical adoption. Research Design and Methods: Our training c…