Thiago Serra

@thserra.bsky.social

Assistant professor at University of Iowa, formerly at Bucknell University, mathematical optimizer with an #orms PhD from Carnegie Mellon University, curious about scaling up constraint learning, proud father of two

When should you embed a neural network in your optimization model? How should that network look like? And who is doing that sort of thing anyway? Jiaxiao Fang and I try to address those and other questions in "Constraint Learning by Optimizing over Trained Neural Networks: A Pragmatic Tutorial"

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The preprint of "Optimization for One, Feasibility for Most: Decoupling Optimization from Feasibility in Chance-Constrained Programs", coauthored with Justin Dumouchelle, Shunyu Yao, and Beste Basciftci, is now on arXiv: arxiv.org/abs/2610.19027

Optimization for One, Feasibility for Most: Decoupling Optimization from Feasibility in Chance-Constrained Programs

Chance-constrained stochastic programs (CCSPs) require solutions that satisfy uncertain constraints with high probability. Standard approaches either embed scenarios directly into optimization by cons...

arxiv.org

Thiago Serra@thserra.bsky.social · 5mo ago

Wrapping up #cors2026, Justin Dumouchelle talked about our joint work (along with Shunyu Yao and Beste Basciftci) on decoupling optimization from feasibility when solving chance-constrained optimization models. 1/N

Selvaprabu (Selva) Nadarajah is visiting the University of Iowa Tippie College of Business and giving a Business Analytics seminar on solving real options problems for energy options, which concerns trading on energy investments, using Markov Decision Process models.

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One missing post from last week’s #FutureBAProf workshop: Violet (Xinying) Chen talking about surviving the tenure track. Chen talked first about understanding expectations, building a balanced publication portfolio, networking for visibility, and knowing when to change plans.

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Continuing the Research in Business Schools session at #FutureBAProf, Ahmed Abbasi talks about the fast-pace of change in scholarship on human-centered computational design with the emergence of inferential, generative, and agentic models.

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Starting the Research in Business Schools session at #FutureBAProf, Annabelle Feng talks about the importance of thinking of your long-term research agenda: trends come and go, along with editorial priorities of journals, but the important questions remain, and they center on how we make decisions.

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Wrapping up #cors2026, Justin Dumouchelle talked about our joint work (along with Shunyu Yao and Beste Basciftci) on decoupling optimization from feasibility when solving chance-constrained optimization models. 1/N

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Carlos Zetina talked at #cors2026 about the benefits of GPU acceleration in solving linear programs using the FICO Xpress solver. Their solver has the two most popular methods implemented: - PDHG is faster in the problems that it can solve - cuPDLP+ solves more problems 1/2

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One use case of machine learning in optimization is circumventing the cost of optimization algorithms. Jerry Sun presented such a case at #cors2026 by predicting Farkas multipliers to prove that a solution is infeasible with respect to the linear relaxation without solving the linear relaxation.

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Seyedeh Parisa Moosavi talked at #cors2026 about relaxations for weakly-coupled Markov decision processes. She considered an example of managing fatigue in crew scheduling: teams need a break to recharge, but their breaks need to be coordinated with the breaks of other teams. 1/2

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Kimia Ghobadi talked at #cors2026 about inverse optimization challenges: - solution of the problem (the closest cost vector making a solution optimal) may not be unique - solving it becomes expensive with more observations - it is difficult to establish confidence on the retrieved parameters 1/N

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Mahya Hemmati talks at #cors2026 about solving multistage stochastic optimization problems by approaching them as a two-stage rolling horizon stochastic problem and using decision-focused learning with a diffusion model to learn the distribution of scenarios.

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