INFORMS Journal on Optimization

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First- and Second-Order Stochastic Adaptive Regularization with Cubics: High-Probability Iteration and Sample Complexity
- Katya Scheinberg
  Katya Scheinberg
  [email protected]
  https://orcid.org/0000-0003-3547-1841
  H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332
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- Miaolan Xie
  Corresponding Author
  Miaolan Xie
  [email protected]
  https://orcid.org/0000-0001-8511-9649
  Edwardson School of Industrial Engineering, Purdue University, West Lafayette, Indiana 47906
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Published Online:June 24, 2026
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We present high-probability (and expectation) complexity bounds for two versions of stochastic adaptive regularization methods with cubics (SARC), also known as regularized Newton methods. The first algorithm aims to find first-order stationary points, ...
Algorithmic Approaches for Identifying the Trade-Off Between Pessimism and Optimism in a Stochastic Fixed Charge Facility Location Problem
- Man Yiu Tsang
  Man Yiu Tsang
  [email protected]
  https://orcid.org/0000-0002-0965-118X
  Department of Industrial, Manufacturing, and Systems Engineering, Texas Tech University, Lubbock, Texas 79409
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- Karmel S. Shehadeh
  Corresponding Author
  Karmel S. Shehadeh
  [email protected]
  https://orcid.org/0000-0001-7842-0951
  Daniel J. Epstein Department of Industrial and Systems Engineering, University of Southern California, Los Angeles, California 90089
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Published Online:June 19, 2026
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Abstract
We introduce new algorithms to identify the trade-off (TRO) between adopting a distributional belief and hedging against ambiguity when modeling uncertainty in a capacitated fixed charge facility location problem (CFLP). We first formulate a TRO model for ...
On the Power of Linear Programming for K-Means Clustering
- Antonio De Rosa
  Antonio De Rosa
  [email protected]
  Department of Decision Sciences, Bocconi University, 20136 Milano, Italy; and The Bocconi Institute for Data Science and Analytics (BIDSA), Bocconi University, 20136 Milano, Italy
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- Aida Khajavirad
  Corresponding Author
  Aida Khajavirad
  [email protected]
  https://orcid.org/0000-0002-7097-1676
  Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, Pennsylvania 18015
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- Yakun Wang
  Yakun Wang
  [email protected]
  https://orcid.org/0009-0009-4995-0131
  Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, Pennsylvania 18015
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Published Online:May 19, 2026
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Abstract
De Rosa and Khajavirad [De Rosa A, Khajavirad A (2022) The ratio-cut polytope and K-means clustering. SIAM J. Optim. 32(1):173–203] introduced a new polynomial-size linear programming (LP) relaxation for K-means clustering. In this paper, we further ...
Mixed-Integer Programming for a Class of Robust Submodular Maximization Problems
- Hsin-Yi Huang
  Hsin-Yi Huang
  [email protected]
  Department of Management Science, National Yang Ming Chiao Tung University, Hsinchu 300093, Taiwan
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- Hao-Hsiang Wu
  Hao-Hsiang Wu
  [email protected]
  https://orcid.org/0000-0001-9665-8672
  Department of Management Science, National Yang Ming Chiao Tung University, Hsinchu 300093, Taiwan
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- Simge Küçükyavuz
  Corresponding Author
  Simge Küçükyavuz
  [email protected]
  https://orcid.org/0000-0001-6548-9378
  Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208
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Published Online:May 15, 2026
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Abstract
We consider robust submodular maximization problems (RSMs), where given a set of m monotone submodular objective functions, the robustness is with respect to the worst-case (scaled) objective function. The model we consider generalizes two variants of ...
Sketching Stochastic Valuation Functions
- Milan Vojnović
  Milan Vojnović
  [email protected]
  https://orcid.org/0000-0003-1382-022X
  Department of Statistics, London School of Economics, London WC2A 2AE, United Kingdom
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- Yiliu Wang
  Corresponding Author
  Yiliu Wang
  [email protected]
  https://orcid.org/0009-0006-9536-8482
  Allen Institute, University of Washington, Seattle, Washington 98195; and Department of Neurobiology & Biophysics, University of Washington, Seattle, Washington 98195
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Published Online:April 6, 2026
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Abstract
We consider the problem of sketching set valuation functions, defined as the expectation of a valuation function applied to independent random item values. For valuation functions that are monotone and either subadditive or submodular and that satisfy a ...

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