2 papers
math.OC2026
Mean Robust Optimization
Irina Wang, Cole Becker, Bart Van Parys +1
Robust optimization is a tractable and expressive technique for decision-making under uncertainty, but it can lead to overly conservative decisions when pessimistic assumptions are…
math.OC2025
Subgradient Methods for Nonsmooth Convex Functions with Adversarial Errors
Martijn Gösgens, Bart P. G. Van Parys
We consider minimizing nonsmooth convex functions with bounded subgradients. However, instead of directly observing a subgradient at every step , we assume th…