2 papers
math.OC2026
Solving Constrained Affine Heaviside Composite Optimization Problems by a Progressive IP Approach
Ke Zheng, Junyi Liu, Yurui Wang +1
This paper discusses the computational resolution and presents numerical results for solving affine combinations of Heaviside composite optimization problems (abbreviated as A-HSCO…
math.OC2025
Data-driven Piecewise Affine Decision Rules for Stochastic Programming with Covariate Information
Yiyang Zhang, Junyi Liu, Xiaobo Zhao
Focusing on stochastic programming (SP) with covariate information, this paper proposes an empirical risk minimization (ERM) method embedded within a nonconvex piecewise affine dec…