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math.OC2021★ 25 cited
Certifiable Risk-Based Engineering Design Optimization
Anirban Chaudhuri, Boris Kramer, Matthew Norton +2
Reliable, risk-averse design of complex engineering systems with optimized performance requires dealing with uncertainties. A conventional approach is to add safety margins to a de…
math.OC2019
Diametrical Risk Minimization: Theory and Computations
Matthew Norton, Johannes O. Royset
The theoretical and empirical performance of Empirical Risk Minimization (ERM) often suffers when loss functions are poorly behaved with large Lipschitz moduli and spurious sharp m…