[HTML][HTML] A survey on bilevel optimization under uncertainty
Bilevel optimization is a very active field of applied mathematics. The main reason is that
bilevel optimization problems can serve as a powerful tool for modeling hierarchical …
bilevel optimization problems can serve as a powerful tool for modeling hierarchical …
A tight linear time (1/2)-approximation for unconstrained submodular maximization
We consider the\sf Unconstrained Submodular Maximization problem in which we are given
a nonnegative submodular function f:2^N→R^+, and the objective is to find a subset S⊆N …
a nonnegative submodular function f:2^N→R^+, and the objective is to find a subset S⊆N …
Learning with submodular functions: A convex optimization perspective
F Bach - Foundations and Trends® in machine learning, 2013 - nowpublishers.com
Submodular functions are relevant to machine learning for at least two reasons:(1) some
problems may be expressed directly as the optimization of submodular functions and (2) the …
problems may be expressed directly as the optimization of submodular functions and (2) the …
The convex relaxation barrier, revisited: Tightened single-neuron relaxations for neural network verification
We improve the effectiveness of propagation-and linear-optimization-based neural network
verification algorithms with a new tightened convex relaxation for ReLU neurons. Unlike …
verification algorithms with a new tightened convex relaxation for ReLU neurons. Unlike …
Outer approximation and submodular cuts for maximum capture facility location problems with random utilities
We consider a family of competitive facility location problems in which a “newcomer”
company enters the market and has to decide where to locate a set of new facilities so as to …
company enters the market and has to decide where to locate a set of new facilities so as to …
Online learning via offline greedy algorithms: Applications in market design and optimization
Motivated by online decision-making in time-varying combinatorial environments, we study
the problem of transforming offline algorithms to their online counterparts. We focus on …
the problem of transforming offline algorithms to their online counterparts. We focus on …
A scenario decomposition algorithm for 0–1 stochastic programs
S Ahmed - Operations Research Letters, 2013 - Elsevier
We propose a scenario decomposition algorithm for stochastic 0–1 programs. The algorithm
recovers an optimal solution by iteratively exploring and cutting-off candidate solutions …
recovers an optimal solution by iteratively exploring and cutting-off candidate solutions …
A two-stage stochastic programming approach for influence maximization in social networks
We consider stochastic influence maximization problems arising in social networks. In
contrast to existing studies that involve greedy approximation algorithms with a 63 …
contrast to existing studies that involve greedy approximation algorithms with a 63 …
Maximizing stochastic monotone submodular functions
A Asadpour, H Nazerzadeh - Management Science, 2016 - pubsonline.informs.org
We study the problem of maximizing a stochastic monotone submodular function with
respect to a matroid constraint. Because of the presence of diminishing marginal values in …
respect to a matroid constraint. Because of the presence of diminishing marginal values in …
Submodularity in conic quadratic mixed 0–1 optimization
We describe strong convex valid inequalities for conic quadratic mixed 0–1 optimization.
These inequalities can be utilized for solving numerous practical nonlinear discrete …
These inequalities can be utilized for solving numerous practical nonlinear discrete …