438 citations · 875 across the 77 of their papers we have counts for
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math.OC2019
Ordinal Optimisation for the Gaussian Copula Model
Robert Chin, Jonathan E. Rowe, Iman Shames +2
We present results on the estimation and evaluation of success probabilities for ordinal optimisation over uncountable sets (such as subsets of ). Our formulation i…
math.OC2019★ 21 cited
Predictive Online Convex Optimization
Antoine Lesage-Landry, Iman Shames, Joshua A. Taylor
We incorporate future information in the form of the estimated value of future gradients in online convex optimization. This is motivated by demand response in power systems, where…