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math.OC2026
Accelerating Benders decomposition for solving a sequence of sample average approximation replications
Harshit Kothari, James R. Luedtke
Sample average approximation (SAA) is a technique for obtaining approximate solutions to stochastic programs that uses the average from a random sample to approximate the expected…
math.OC2025
A Unified Optimization Framework for Multiclass Classification with Structured Hyperplane Arrangements
VÃctor Blanco, Harshit Kothari, James Luedtke
In this paper, we propose a new mathematical optimization model for multiclass classification based on arrangements of hyperplanes. Our approach preserves the core support vector m…