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math.OC2025
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…
math.OC2025
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…
math.OC2025
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…