Select Publications
Journal articles
, 2026, 'Piecewise sum-of-squares convexity and Wasserstein distributionally robust optimization: Exact semi-definite programming reformulations with data-driven decision-making under uncertainty', European Journal of Operational Research, 335, pp. 490 - 509, http://dx.doi.org/10.1016/j.ejor.2026.05.039
, 2026, 'Convergent Lifted Lasserre Hierarchy of SDPs for Minimizing Expectation of Piecewise Polynomial Loss over Wasserstein Balls', Journal of Optimization Theory and Applications, 209, http://dx.doi.org/10.1007/s10957-026-02999-z
, 2026, 'Hidden convexity of separable polynomial systems: exact semi-definite programs for a class of moment-ambiguity distributionally robust optimization problems', Optimization, 75, pp. 2345 - 2376, http://dx.doi.org/10.1080/02331934.2025.2548879
, 2025, 'Convexifiable quadratic inequality systems: new minimax S-lemma and exact SOCPs for classes of distributionally robust optimization problems', Journal of Global Optimization, 92, pp. 535 - 568, http://dx.doi.org/10.1007/s10898-025-01499-0
, 2025, 'A distributionally robust machine learning model of simultaneous classification and feature selection under data uncertainty: Theory, methods, and application to the identification of Alzheimer's disease using handwriting', Euro Journal on Computational Optimization, 13, http://dx.doi.org/10.1016/j.ejco.2025.100111
, 2025, 'Portfolio selection under data uncertainty: A blended distributionally robust approach of support vector machine and Mean-CVaR portfolio optimization', Optimization and Engineering, http://dx.doi.org/10.1007/s11081-025-10056-3
, 2024, 'A Minimax S-Lemma and Exact Second-Order Cone Programs for Distributionally Robust Global Optimization Problems with Applications', Journal of Global Optimization
, 2024, 'A distributional Farkas’ lemma and moment optimization problems with no-gap dual semi-definite programs', Optimization Letters, 18, pp. 1095 - 1110, http://dx.doi.org/10.1007/s11590-024-02097-x
, 2024, 'Piecewise SOS-convex moment optimization and applications via exact semi-definite programs', Euro Journal on Computational Optimization, 12, http://dx.doi.org/10.1016/j.ejco.2024.100094
, 2024, 'Sum-of-Squares Relaxations in Robust DC Optimization and Feature Selection', Journal of Optimization Theory and Applications, 200, pp. 308 - 343, http://dx.doi.org/10.1007/s10957-023-02312-2
Preprints
, 2024, Piecewise SOS-Convex Moment Optimization and Applications via Exact Semi-Definite Programs, http://dx.doi.org/10.48550/arxiv.2402.07064