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math.OC2025
Robust Paths: Geometry and Computation
Hao Hao, Peter Zhang
Applying robust optimization often requires selecting an appropriate uncertainty set both in shape and size, a choice that directly affects the trade-off between average-case and w…
math.OC2024
Approximating Multiple Robust Optimization Solutions in One Pass via Proximal Point Methods
Hao Hao, Peter Zhang
Robust optimization provides a principled and unified framework to model many problems in modern operations research and computer science applications, such as risk measures minimi…