This work develops the main components of CORe, including coordinate-wise optimality conditions, closed-form characterizations, and disjunctive reformulations, and demonstrates the framework across multiple problem families, including quadratic problems and robust single-index models.
Tong Xu, S. Fattahi, Andrés Gómez et al.· 0 citations
We consider the problem of learning risk scores to prioritize individuals for scarce resources or interventions, from historical observational data affected by unobserved confounding. Decisions about who receives scarce resources are often guided by risk scores based on recorded characteristics, such as responses to a...
Ryan Edmonds, Ying-Xiao Ye, S. Aghaei et al.· 0 citations
A unified framework, based on decision diagrams, is proposed that serves both to solve the associated optimization problems and to construct ideal conic quadratic extended formulations of the closure of the convex hull of the underlying mixed-integer set.
Soobin Choi, S. Fattahi, Andrés Gómez et al.· 1 citation
We use cookies to run the site and, with your consent, for analytics and to show ads.
See our Cookie Policy.