3 papers
math.OC2026
Scenario Reduction for Distributionally Robust Optimization
Kevin-Martin Aigner, Sebastian Denzler, Frauke Liers +2
Stochastic and (distributionally) robust optimization problems often become computationally challenging as the number of scenarios or data points increases. Scenario reduction is t…
math.OC2025
Norm-induced Cuts: Outer Approximation for Lipschitzian Constraint Functions
Adrian GöÃ, Alexander Martin, Sebastian Pokutta +1
In this paper, we consider a finite-dimensional optimization problem minimizing a continuous objective on a compact domain subject to a multi-dimensional constraint function. For t…
math.OC2025
Network Design for the Traffic Assignment Problem with Mixed-Integer Frank-Wolfe
Kartikey Sharma, Deborah Hendrych, Mathieu Besançon +1
We tackle the network design problem for centralized traffic assignment, which can be cast as a mixed-integer convex optimization (MICO) problem. For this task, we propose differen…