Research
Research
Research
Research
2,310+ open-access research outputs.
Many large-scale optimization problems decompose into a master problem and scenario subproblems, a structure that can be exploited by Benders decomposition. In Benders decomposition, each iteration ma…
This paper characterizes the best possible rate of growth of wealth in a Kelly betting game when repeatedly betting against a general i.i.d. null hypothesis $\mathscr{P}$, but the data are drawn i.i.d…
Measures of association in contingency tables, such as odds ratios and their generalizations, are often studied under different sampling schemes that either fix or leave random the margins of the tabl…
We study the inverse optimal transport problem of recovering the ground cost from an optimal transport plan. In discrete settings, this problem reduces to inverse linear programming and is intrinsical…
We study existence and uniqueness for one-dimensional generalized stochastic differential equations with singular coefficients, including distributional drift and degenerate, possibly discontinuous, d…
We study the complexity of the Thouless-Anderson-Palmer (TAP) free energy for Ising spin glasses with a general mixed p-spin covariance, working with the generalized TAP functional of Chen, Panchenko,…
We study composition operators acting on the weighted Bergman spaces on the bidisc, i.e. $C_{\Phi}:A^2_{\beta}(\mathbb{D}^2)\to A^2_{\beta}(\mathbb{D}^2)$ where $\Phi$ is induced by rational inner fun…
In this paper, we prove Anderson localization for a hierarchical Anderson-Bernoulli model on lattice with arbitrary dimension, where the potential is characterized by a geometric hierarchical structur…
This paper considers the numerical solution of generalized Sylvester matrix equations, which arise in many scientific and engineering applications but remain challenging to solve efficiently, particul…
Although Anderson acceleration (AA) is known to speed up fixed-point iterations, it is rarely applied in constrained optimization, in particular sequential quadratic programming (SQP). We show that th…
We study the finite mutually exclusive outcome version of risk-constrained Kelly optimization with explicit state prices. The market has outcome probabilities $p_i>0$, state prices $q_i>0$, terminal w…
This paper studies an integrated learning and optimization problem in which a prediction model estimates the right-hand-side parameters of a linear program (LP) using a contextual vector. Considering …
We construct stationary max-infinitely divisible (max-id) processes from systems of randomly time-changed L\'evy particles. Classical examples without time change, such as the Brown-Resnick process, a…
In this paper we study Category $\mcal O$ for the polynomial toroidal Lie algebras and its $S,H$ type subalgebras. We classify irreducible objects of category $\mcal O$ as unique irreducble quotient o…
Scenario-based optimization problems can be solved via Benders decomposition, which separates first-stage (master problem) decisions from second-stage (subproblem) recourse actions and iteratively ref…
The concept of input-independent computational time for chemistry-based analog computers was introduced in Anderson-Joshi (2025), where it was shown that arithmetic operations can be computed in a fix…
Folsom, Males, Rolen, and Storzer recently proved Andrews' Conjecture~4 for the coefficients of \[ v_1(q)=\sum_{n\ge 0}\frac{q^{n(n+1)/2}}{(-q^2;q^2)_n}=\sum_{n\ge 0}V_1(n)q^n. \] They also proved a…
Eli, Hom, and Lidman showed that the manifolds produced by attaching the simplest positive Casson handle $CH^+$ to a slice disc complement of the ribbon knot $T_{2,n}\#T_{2,-n}$ for $n\ge3$ and odd, a…
Spherical centroidal Voronoi tessellations (SCVTs), currently used in numerical weather forecasting models such as the Model for Prediction Across Scales (MPAS), are a type of spherical grid that is h…
Mixed-integer optimization problems arise in a wide range of control applications. Benders decomposition is a widely used algorithm for solving such problems by decomposing them into a mixed-integer m…
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