11 citations · 12 across the 3 of their papers we have counts for
4 papers · 1 filter
Portfolio Selection by Joint Estimation-Robustness Optimization with the Return and Risk Constraints
Yingxiao Wang, Lingchen Kong, Selin D. Ahipasaoglu +1
In answering the main criticism of the classical robust optimization that the size of the uncertainty set has to be determined beforehand, a recently proposed Joint Estimation and…
A column generation approach to exact experimental design
Selin Ahipasaoglu, Stefano Cipolla, Jacek Gondzio
In this work, we address the exact D-optimal experimental design problem by proposing an efficient algorithm that rapidly identifies the support of its continuous relaxation. Our m…
Extremal Probability Bounds in Combinatorial Optimization
Divya Padmanabhan, Selin Damla Ahipasaoglu, Arjun Ramachandra +1
In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objectiv…
Convex Relaxations for Subset Selection
Francis Bach, Selin Damla Ahipasaoglu, Alexandre d'Aspremont
We use convex relaxation techniques to produce lower bounds on the optimal value of subset selection problems and generate good approximate solutions. We then explicitly bound the…