Ian Zhu

Assistant Professor, National University of Singapore

Inverse Optimization with Discrete Decisions

  • Ian Zhu
    • Categories (Mixed) Integer Linear Programming, Bilevel Optimization Tags , ,

    Inverse optimization (IO) has emerged as a powerful framework for analyzing prescriptive model parameters that rationalize observed or prescribed decisions. Despite the prevalence of discrete decision-making models, existing work has primarily focused on continuous and convex models, for which the corresponding IO problems are far easier to solve. This paper makes three contributions that broaden … Read more

    Network Flow Models for Robust Binary Optimization with Selective Adaptability

  • Ian Zhu
    • Categories Combinatorial Optimization, Integer Programming, Robust Optimization

    Adaptive robust optimization problems have received significant attention in recent years, but remain notoriously difficult to solve when recourse decisions are discrete in nature. In this paper, we propose new reformulation techniques for adaptive robust binary optimization (ARBO) problems with objective uncertainty. Without loss of generality, we focus on ARBO problems with “selective adaptability”, a … Read more