19 citations · 69 across the 35 of their papers we have counts for
6 papers · 1 filter
Convexification of mixed-integer quadratic optimization via decision diagrams
Soobin Choi, Salar Fattahi, Andres Gomez +2
We study mixed-integer quadratic optimization (MIQO) problems with indicator variables. We propose a unified framework, based on decision diagrams, that serves both to solve the as…
On the Absence of Identifiable Manifolds in Finite-Max Composite Optimization
Yifan Wang, Jianhao Ma, Salar Fattahi
In nonsmooth optimization, identifiable sets describe the local region eventually reached by sequences converging to a prescribed critical point. When such a set is a manifol…
Oracle-Based Distributionally Robust Optimization under Optimal Transport Ambiguity Sets
Guixian Chen, Salar Fattahi, Soroosh Shafiee
Distributionally robust optimization (DRO) with optimal transport ambiguity sets is traditionally solved by reformulating the minimax problem into a single-level convex program. Wh…
Coordinate Optimality Reformulation for Mixed-Integer Convex Programs with Indicators
Tong Xu, Salar Fattahi, Andrés Gómez +1
We consider mixed-integer convex optimization problems in which binary indicators control continuous variables. We introduce the \emph{Coordinate Optimality Reformulation} (CORe) f…
Solving Convex Quadratic Optimization with Indicators Over Structured Graphs
Aaresh Bhathena, Salar Fattahi, Andrés Gómez +1
This paper studies convex quadratic minimization problems in which each continuous variable is coupled with a binary indicator variable. We focus on the structured setting where th…
Risk-Averse Wasserstein Distributionally Robust Online Learning
Guixian Chen, Salar Fattahi, Soroosh Shafiee
We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambi…