2 papers
math.OC2026
Generalized Dual Decomposition
Pengyu Zhang, Ruiwei Jiang
We study two-stage stochastic optimization models with mixed-integer decision variables appearing in both stages. For these models, dual decomposition enables parallel computing im…
math.OC2025
Convex Chance-Constrained Programs with Wasserstein Ambiguity
Haoming Shen, Ruiwei Jiang
Chance constraints yield non-convex feasible regions in general. In particular, when the uncertain parameters are modeled by a Wasserstein ball, arXiv:1806.07418 and arXiv:1809.002…