Stochastic Cutting Planes for Data-Driven Optimization
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Publication:5057985
DOI10.1287/IJOC.2022.1205OpenAlexW3134550012WikidataQ120689888 ScholiaQ120689888MaRDI QIDQ5057985FDOQ5057985
Authors: Michael Lingzhi Li, Dimitris 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
machine learningstochastic optimizationcutting planesouter approximationscalingmixed integer optimization
Cites Work
- Solving mixed integer nonlinear programs by outer approximation
- Uncertain convex programs: randomized solutions and confidence levels
- The sample average approximation method for stochastic discrete optimization
- An outer-approximation algorithm for a class of mixed-integer nonlinear programs
- Mixed integer programming: analyzing 12 years of progress
- Endogeneity in Semiparametric Binary Response Models
- 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
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- Approximate cutting planes in nonlinear programming
- Concentration inequalities for sampling without replacement
- Optimized cutting plane algorithm for large-scale risk minimization
- A General Stochastic Outer Approximations Method
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