Stochastic Cutting Planes for Data-Driven Optimization

DOI10.1287/ijoc.2022.1205OpenAlexW3134550012WikidataQ120689888 ScholiaQ120689888MaRDI QIDQ5057985

Michael Lingzhi Li, Dimitris J. Bertsimas

Publication date: 1 December 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.02506

zbMATH Keywords

stochastic optimizationouter approximationscalingcutting planesmachine learningmixed integer optimization

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• UCI-ml
• LIBSVM

Cites Work

• Unnamed Item
• Progress in computational mixed integer programming -- a look back from the other side of the tipping point
• Limited information estimators and exogeneity tests for simultaneous probit models
• Solving mixed integer nonlinear programs by outer approximation
• Uncertain convex programs: randomized solutions and confidence levels
• Sparse high-dimensional regression: exact scalable algorithms and phase transitions
• Concentration inequalities for sampling without replacement
• The Sample Average Approximation Method for Stochastic Discrete Optimization
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• Approximate cutting planes in nonlinear programming
• A General Stochastic Outer Approximations Method
• Endogeneity in Semiparametric Binary Response Models
• Mixed Integer Programming: Analyzing 12 Years of Progress