Stochastic optimization is a popular modeling paradigm for decision-making under uncertainty and has a wide spectrum of applications in management science, economics and engineering. However, the stochastic optimization models one faces in practice are int ...
Plain vanilla K-means clustering is prone to produce unbalanced clusters and suffers from outlier sensitivity. To mitigate both shortcomings, we formulate a joint outlier-detection and clustering problem, which assigns a prescribed number of datapoints to ...
In the context of integrated transportation and other urban engineering infrastructure systems, there are many examples of markets, where consumers exhibit price-taking behaviour. While this behaviour is ubiquitous, the underlying mechanism can be captured ...
We describe a new sampling-based method to determine cuts in an undirected graph. For a graph (V, E), its cycle space is the family of all subsets of E that have even degree at each vertex. We prove that with high probability, sampling the cycle space iden ...