Integer Programming for Learning Directed Acyclic Graphs from Non-identifiable Gaussian Models

1 code implementation • 19 Apr 2024 • Tong Xu, Armeen Taeb, Simge Küçükyavuz, Ali Shojaie

We study the problem of learning directed acyclic graphs from continuous observational data, generated according to a linear Gaussian structural equation model.

On the convex hull of convex quadratic optimization problems with indicators

no code implementations • 2 Jan 2022 • Linchuan Wei, Alper Atamtürk, Andrés Gómez, Simge Küçükyavuz

We show that a convex hull description of the associated mixed-integer set in an extended space with a quadratic number of additional variables consists of a single positive semidefinite constraint (explicitly stated) and linear constraints.

Chance-Constrained Optimization under Limited Distributional Information: A Review of Reformulations Based on Sampling and Distributional Robustness

no code implementations • 21 Jan 2021 • Simge Küçükyavuz, Ruiwei Jiang

Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s.

Optimization and Control

Integer Programming for Learning Directed Acyclic Graphs from Continuous Data

no code implementations • 23 Apr 2019 • Hasan Manzour, Simge Küçükyavuz, Ali Shojaie

In this paper, we study the problem of learning an optimal DAG from continuous observational data.