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math.OC2025
Measuring dissimilarity between convex cones by means of max-min angles
Welington de Oliveira, Valentina Sessa, David Sossa
This work introduces a novel dissimilarity measure between two convex cones, based on the max-min angle between them. We demonstrate that this measure is closely related to the Pom…
math.OC2024
Scenario Tree Reduction via Wasserstein Barycenters
Daniel Mimouni, Paul Malisani, Jiamin Zhu +1
Scenario tree reduction techniques are essential for achieving a balance between an accurate representation of uncertainties and computational complexity when solving multistage st…
math.OC2024
An implementable proximal-type method for computing critical points to minimization problems with a nonsmooth and nonconvex constraint
Gregorio M. Sempere, Welington de Oliveira, Johannes O. Royset
This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contras…