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Preprints

  • A New Perspective on Low-Rank Optimization

    Major Revision, Mathematical Programming, with Dimitris Bertsimas and Jean Pauphilet
    Preprint Code Video

Publications

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

    Journal of Machine Learning Research, 23(13):1-35, 2022, with Dimitris Bertsimas and Jean Pauphilet
    Preprint Url Code

  • A Scalable Algorithm for Sparse Portfolio Selection

    INFORMS Journal on Computing, Articles in Advance, 2022, with Dimitris Bertsimas
    Preprint DOI Code Poster

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

    Operations Research Letters 48(3):376-384, 2020, with Golbon Zakeri
    Preprint DOI

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

    Operations Research Letters 48(1):78-85, 2020, with Dimitris Bertsimas
    Preprint DOI