Combinatorial Optimization Reading Group - Sharat Ibrahimpur
Title: Stochastic Minimum Norm Combinatorial Optimization
Speaker: | Sharat Ibrahimpur |
Affiliation: | |
Location: | MC 6029 or contact Rian Neogi for Zoom link |
Abstract: In this work, we introduce and study stochastic minimum-norm optimization. We have an underlying combinatorial optimization problem where the costs involved are random variables with given distributions; each feasible solution induces a random multidimensional cost vector. The goal is to find a solution that minimizes the expected norm of the induced cost vector, for a given monotone, symmetric norm.