4 papers
Residuals-Based Contextual Distributionally Robust Optimization with Decision-Dependent Uncertainty: Theoretical Guarantees and Decomposition Algorithm
Qing Zhu, Xian Yu, Guzin Bayraksan
We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt b…
Distributionally Robust Optimization with Multimodal Decision-Dependent Ambiguity Sets
Xian Yu, Beste Basciftci
We consider a two-stage distributionally robust optimization (DRO) model with multimodal uncertainty, where both the mode probabilities and uncertainty distributions could be affec…
A Gauge Set Framework for Flexible Robustness Design
Ningji Wei, Xian Yu, Peter Zhang
This paper proposes a unified framework for designing robustness in optimization under uncertainty using gauge sets, convex sets that generalize distance and capture how distributi…
Distributionally Robust Optimization for Chemotherapy Scheduling under Asymmetric and Multi-Modal Uncertainty
Qing Zhu, Xian Yu, Yu-Li Huang
We consider a real-world chemotherapy scheduling template design problem, where we cluster patient types into groups and find a representative time-slot duration for each group to…