32 citations · 87 across the 21 of their papers we have counts for
3 papers · 2 filters
A Multicut Approach to Compute Upper Bounds for Risk-Averse SDDP
Joaquim Dias Garcia, Iago Leal, Raphael Chabar +1
Stochastic Dual Dynamic Programming (SDDP) is a widely used and fundamental algorithm for solving multistage stochastic optimization problems. Although SDDP has been frequently app…
QUBO.jl: A Julia Ecosystem for Quadratic Unconstrained Binary Optimization
Pedro Maciel Xavier, Pedro Ripper, Tiago Andrade +3
We present QUBO.jl, an end-to-end Julia package for working with QUBO (Quadratic Unconstrained Binary Optimization) instances. This tool aims to convert a broad range of optimizati…
Comparing BilevelJuMP.jl Formulations: Support Vector Regression Hyperparameter Tuning
Joaquim Dias Garcia, Guilherme Bodin, Alexandre Street
In this technical report, we compare multiple reformulation techniques and solvers that can be used with the Julia package BilevelJuMP. We focus on the special case of Hyperparamet…