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math.OC2025
Failure of uniform laws of large numbers for subdifferentials and beyond
Lai Tian, Johannes O. Royset
We provide counterexamples showing that uniform laws of large numbers do not hold for subdifferentials under natural assumptions. Our constructions are univariate random Lipschitz…
math.OC2025
Approximating Rockafellians Mitigate Distributional Perturbations: Discontinuous Integrands and Chance-Constrained Applications
Lai Tian, Johannes O. Royset
In this paper, we show how approximating Rockafellians serve as a principled and effective alternative for improving the stability of stochastic programs under distributional chang…
math.OC2025
Testing Approximate Stationarity Concepts for Piecewise Affine Functions
Lai Tian, Anthony Man-Cho So
We study the basic computational problem of detecting approximate stationary points for continuous piecewise affine (PA) functions. Our contributions span multiple aspects, includi…