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Ryan Cory-Wright

I am a PhD student at MIT’s Operations Research Center.

My research interests include optimization (discrete/stochastic/robust/conic/non-convex and any combination thereof) and its applications in finance, machine learning and electricity markets.

My Erdos number is 4.

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15 Sum of Max terms maximization Jul 1 '19
13 Optimization Problem Libraries Jun 4 '19
12 How can I approximate a chance constraint in a computationally tractable way? Jun 4 '19
9 Feeding known lower bounds to solvers Jun 12 '19
8 When does Gurobi add cuts from callback May 30 '19
7 Finding an optimal set without forbidden subsets Jun 30 '19
7 Advantages generic cplex callback within branch-and-cut May 31 '19
5 Tightness of an LP relaxation without using objective function Jun 21 '19
4 Optimization models for portfolio optimization Jul 10 '19
4 Can SOCPs approximate better than LPs? Jun 26 '19
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