Dabeen Lee (이다빈), Mixing sets, submodularity, and chance-constrained optimization
Room B232 IBS (기초과학연구원)A particularly important substructure in modeling joint linear chance-constrained programs with random right-hand sides and finite sample space is the intersection of mixing sets with common binary variables (and possibly a knapsack constraint). In this talk, we first explain basic mixing sets by establishing a strong and previously unrecognized connection to submodularity. In particular, we …