no code implementations • 26 Feb 2024 • Segev Wasserkrug, Leonard Boussioux, Dick den Hertog, Farzaneh Mirzazadeh, Ilker Birbil, Jannis Kurtz, Donato Maragno
Significantly simplifying the creation of optimization models for real-world business problems has long been a major goal in applying mathematical optimization more widely to important business and societal decisions.
1 code implementation • 4 Feb 2024 • Justin Dumouchelle, Esther Julien, Jannis Kurtz, Elias B. Khalil
Bilevel optimization deals with nested problems in which a leader takes the first decision to minimize their objective function while accounting for a follower's best-response reaction.
1 code implementation • 6 Oct 2023 • Justin Dumouchelle, Esther Julien, Jannis Kurtz, Elias B. Khalil
This work addresses two-stage robust optimization (2RO) problems (also called adjustable robust optimization), wherein first-stage and second-stage decisions are made before and after uncertainty is realized, respectively.
1 code implementation • 26 Jan 2023 • Donato Maragno, Jannis Kurtz, Tabea E. Röber, Rob Goedhart, Ş. Ilker Birbil, Dick den Hertog
To this end, our method provides a whole region of CEs allowing the user to choose a suitable recourse to obtain a desired outcome.
no code implementations • 30 Mar 2022 • Marc Goerigk, Jannis Kurtz
We study iterative methods for (two-stage) robust combinatorial optimization problems with discrete uncertainty.
1 code implementation • 3 Mar 2022 • Jannis Kurtz
We study robust support vector machines (SVM) and extend the classical approach by an ensemble method which iteratively solves a non-robust SVM on different perturbations of the dataset, where the perturbations are derived by an adversarial problem.
1 code implementation • 21 Oct 2021 • Jannis Kurtz, Bubacarr Bah
Compared to classical deep neural networks its binarized versions can be useful for applications on resource-limited devices due to their reduction in memory consumption and computational demands.
1 code implementation • 19 Nov 2020 • Marc Goerigk, Jannis Kurtz
Robust optimization has been established as a leading methodology to approach decision problems under uncertainty.
no code implementations • 7 Jul 2020 • Bubacarr Bah, Jannis Kurtz
We study deep neural networks with binary activation functions (BDNN), i. e. the activation function only has two states.