Recent News


  • A Stochastic Benders Decomposition Scheme for Large-Scale Data-Driven Network Design

    Submitted, with Dimitris Bertsimas, Jean Pauphilet, and Periklis Petridis.

  • Sparse PCA With Multiple Components

    Submitted, with Jean Pauphilet.
    Preprint Code

  • Decarbonizing OCP

    Major revision, M&SOM, with Dimitris Bertsimas and Vassilis Digalakis Jr.


  • A New Perspective on Low-Rank Optimization

    Mathematical Programming, 1-46, 2023, with Dimitris Bertsimas and Jean Pauphilet
    Preprint DOI Code Video

  • 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 Slides

  • A Scalable Algorithm for Sparse Portfolio Selection

    INFORMS Journal on Computing, 34(3): 1489-1511, 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

  • Integer and Matrix Optimization: A Nonlinear Approach

    Ph.D. Thesis, Massachusetts Institute of Technology, May 2022.
    MIT Libraries