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
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
This paper reduces the inner worst-case expectation problem exactly to a scalar budget allocation task, and embeds this procedure within an oracle-based distributional best-response framework to directly compute an approximate primal-dual solution to the overall DRO problem.
Guixian Chen, S. Fattahi, Soroosh Shafiee· 1 citation
In nonsmooth optimization, identifiable sets describe the local region eventually reached by sequences converging to a prescribed critical point. When such a set is a $C^2$ manifold on which the objective restricts to a $C^2$ function, it is called an identifiable manifold. Their appeal lies in what they enable: many f...
Yifan Wang, Jianhao Ma, S. Fattahi· 0 citations
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