1 citations · 2 across the 4 of their papers we have counts for
5 papers
A Data-Driven Linear Programming Model for Energy-Optimal Metro Timetables
Shuvomoy Das Gupta, Qiuyu Fan, Bart P. G. Van Parys +1
We propose a data-driven linear programming model to compute energy-optimal timetables for networks operating under communications-based train control (CBTC); the model was develop…
Learning Decision-Focused Uncertainty Sets in Robust Optimization
Irina Wang, Bart Van Parys, Bartolomeo Stellato
We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while a…
Branch-and-Bound Performance Estimation Programming: A Unified Methodology for Constructing Optimal Optimization Methods
Shuvomoy Das Gupta, Bart P. G. Van Parys, Ernest K. Ryu
We present the Branch-and-Bound Performance Estimation Programming (BnB-PEP), a unified methodology for constructing optimal first-order methods for convex and nonconvex optimizati…
Exterior-point Optimization for Sparse and Low-rank Optimization
Shuvomoy Das Gupta, Bartolomeo Stellato, Bart P. G. Van Parys
Many problems of substantial current interest in machine learning, statistics, and data science can be formulated as sparse and low-rank optimization problems. In this paper, we pr…
From Data to Decisions: Distributionally Robust Optimization is Optimal
Bart P. G. Van Parys, Peyman Mohajerin Esfahani, Daniel Kuhn
We study stochastic programs where the decision-maker cannot observe the distribution of the exogenous uncertainties but has access to a finite set of independent samples from this…