73 citations · 218 across the 15 of their papers we have counts for
4 papers · 1 filter
Bootstrap Robust Prescriptive Analytics
Dimitris Bertsimas, Bart Van Parys
We address the problem of prescribing an optimal decision in a framework where the cost function depends on uncertain problem parameters that need to be learned from data. Earlier…
Sparse Classification: a scalable discrete optimization perspective
Dimitris Bertsimas, Jean Pauphilet, Bart Van Parys
We formulate the sparse classification problem of samples with features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. F…
Sparse Hierarchical Regression with Polynomials
Dimitris Bertsimas, Bart Van Parys
We present a novel method for exact hierarchical sparse polynomial regression. Our regressor is that degree polynomial which depends on at most inputs, counting at most $\e…
Sparse High-Dimensional Regression: Exact Scalable Algorithms and Phase Transitions
Dimitris Bertsimas, Bart Van Parys
We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective. We devise a new cutting plane method and provide evidenc…