457 citations · 696 across the 72 of their papers we have counts for
Showing 2019 · math.OCShow all
2 papers · 2 filters
math.OC2019★ 5 cited
Combating Conservativeness in Data-Driven Optimization under Uncertainty: A Solution Path Approach
Henry Lam, Huajie Qian
In data-driven optimization, solution feasibility is often ensured through a "safe" reformulation of the uncertain constraints, such that an obtained data-driven solution is guaran…
math.OC2019
Parametric Scenario Optimization under Limited Data: A Distributionally Robust Optimization View
Henry Lam, Fengpei Li
We consider optimization problems with uncertain constraints that need to be satisfied probabilistically. When data are available, a common method to obtain feasible solutions for…