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Dabeen Lee (이다빈), Mixing sets, submodularity, and chance-constrained optimization
Dabeen Lee (이다빈), Mixing sets, submodularity, and chance-constrained optimization
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 …