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cs.LG2022★ 2 cited
Online Contextual Decision-Making with a Smart Predict-then-Optimize Method
Heyuan Liu, Paul Grigas
We study an online contextual decision-making problem with resource constraints. At each time period, the decision-maker first predicts a reward vector and resource consumption mat…
math.OC2022
New Penalized Stochastic Gradient Methods for Linearly Constrained Strongly Convex Optimization
Meng Li, Paul Grigas, Alper Atamturk
For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for probl…