Bart P. G. Van Parys

activity

20152026

most citedSecurity Constrained Optimal Power Flow with Distributionally Robust Chance Constraints

73 citations · 218 across the 15 of their papers we have counts for

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Showing 2026 · math.OCShow all

2 papers · 2 filters

math.OC2026

A stochastic subgradient method with optimal failure exponent

Bart P. G. van Parys

Fix a target accuracy $ε$ , a gradient-noise level $s$ , and a horizon $N$ . We wish to design algorithms which minimize the probability of observing a suboptimality gap whi…

math.OC2026

Globalized Adversarial Regret Optimization: Robust Decisions with Uncalibrated Predictions

Jannis Kurtz, Bart P. G. van Parys

Optimization problems routinely depend on uncertain parameters that must be predicted before a decision is made. Classical robust and regret formulations are designed to handle err…