News

  • June 2024: Our paper AI Hilbert has been accepted by Nature Communications and recognized with an Outstanding Technical Achievement Award by IBM. Check out a behind the paper blogpost.
  • January 2024: Excited to be teaching classes on Decision Making Under Uncertainty (PhD), Optimization and Decision Models (Online MSc Business Analytics), and Data Structures and Algorithms (UG Economics, Finance, and Data Science). The PhD class is new—check out the syllabus.

Working Papers

  • 16. Stability-Adjusted Cross-Validation for Sparse Linear Regression

     R. Cory-Wright and A. Gómez, Submitted
    Preprint

  • 15. Optimal Low-Rank Matrix Completion: Semidefinite Relaxations and Eigenvector Disjunctions

     D. Bertsimas, R. Cory-Wright, S. Lo, and J. Pauphilet, Submitted
    Preprint Slides Code

Journal Papers

  • 13. A Stochastic Benders Decomposition Scheme for Large-Scale Stochastic Network Design

     D. Bertsimas, R. Cory-Wright, J. Pauphilet, and P. Petridis
     Minor Revision, INFORMS Journal on Computing, 2024+
    Preprint

  • 7. Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality

     D. Bertsimas, R. Cory-Wright, and J. Pauphilet
    Journal of Machine Learning Research, 23(13):1-35, 2022
    Preprint Url Code Slides

  • 6. A Scalable Algorithm for Sparse Portfolio Selection

     D. Bertsimas and R. Cory-Wright
    INFORMS Journal on Computing, 34(3): 1489-1511, 2022
    Preprint DOI Code Poster

  • 3. On Stochastic Auctions in Risk-Averse Electricity Markets With Uncertain Supply

     R. Cory-Wright and G. Zakeri
    Operations Research Letters, 48(3):376-384, 2020
    Preprint DOI

  • 2. On Polyhedral and Second-Order Cone Decompositions of Semidefinite Optimization Problems

     D. Bertsimas and R. Cory-Wright
    Operations Research Letters, 48(1):78-85, 2020
    Preprint DOI

  • Integer and Matrix Optimization: A Nonlinear Approach

     R. Cory-Wright. Advised by: D. Bertsimas
     Ph.D. Thesis, Massachusetts Institute of Technology, May 2022
    MIT Libraries Five-page Summary

Teaching

At Imperial:
  • BUSI79046 Python and Machine Learning (MSc in AI and Entrepreneurship, Fall 2024)

    Designed a new class which introduces machine learning in Python

  • BUSI40008 Data Structures and Algorithms (UG Economics, Finance, and Data Science, Spring 2024)

    Designed a new class which introduces computational problem-solving through the lens of algorithms and data structures in Python

  • BUSI70218 Optimisation and Decision Models (Online MSc Business Analytics, Spring 2024)

    Class which introduces students to theory and applications of linear, discrete, and nonlinear optimization

At MIT: