Stochastic Cutting Planes for Data-Driven Optimization
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Publication:5057985
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Cites work
- A General Stochastic Outer Approximations Method
- An outer-approximation algorithm for a class of mixed-integer nonlinear programs
- Approximate cutting planes in nonlinear programming
- Concentration inequalities for sampling without replacement
- Endogeneity in Semiparametric Binary Response Models
- Limited information estimators and exogeneity tests for simultaneous probit models
- Mixed integer programming: analyzing 12 years of progress
- Optimized cutting plane algorithm for large-scale risk minimization
- Progress in computational mixed integer programming -- a look back from the other side of the tipping point
- Solving mixed integer nonlinear programs by outer approximation
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- The sample average approximation method for stochastic discrete optimization
- Uncertain convex programs: randomized solutions and confidence levels
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