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math.OC2026
Convex duality contracts for production-grade mathematical optimization
Juan Pablo Vielma, Ross Anderson, Joey Huchette
Deploying mathematical optimization in autonomous production systems requires precise contracts for objects returned by an optimization solver. Unfortunately, conventions on dual s…
math.OC2026
Convex analysis for composite functions without K-convexity
Juan Pablo Vielma
Composite functions have been studied for over 40 years and appear in a wide range of optimization problems. Convex analysis of these functions focuses on (i) conditions for convex…