[HTML][HTML] A survey on bilevel optimization under uncertainty

Y Beck, I Ljubić, M Schmidt - European Journal of Operational Research, 2023 - Elsevier
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 …

A tight linear time (1/2)-approximation for unconstrained submodular maximization

N Buchbinder, M Feldman, J Seffi, R Schwartz - SIAM Journal on Computing, 2015 - SIAM
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 …

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 …

The convex relaxation barrier, revisited: Tightened single-neuron relaxations for neural network verification

C Tjandraatmadja, R Anderson… - Advances in …, 2020 - proceedings.neurips.cc
We improve the effectiveness of propagation-and linear-optimization-based neural network
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

I Ljubić, E Moreno - European Journal of Operational Research, 2018 - Elsevier
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 …

Online learning via offline greedy algorithms: Applications in market design and optimization

R Niazadeh, N Golrezaei, JR Wang, F Susan… - Proceedings of the …, 2021 - dl.acm.org
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 …

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 …

A two-stage stochastic programming approach for influence maximization in social networks

HH Wu, S Küçükyavuz - Computational Optimization and Applications, 2018 - Springer
We consider stochastic influence maximization problems arising in social networks. In
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 …

Submodularity in conic quadratic mixed 0–1 optimization

A Atamtürk, A Gómez - Operations Research, 2020 - pubsonline.informs.org
We describe strong convex valid inequalities for conic quadratic mixed 0–1 optimization.
These inequalities can be utilized for solving numerous practical nonlinear discrete …