MP
2006
13 years 4 months ago
2006
Measures of risk appear in two categories: Risk capital measures serve to determine the necessary amount of risk capital in order to avoid ruin if the outcomes of an economic acti...
MP
2006
13 years 4 months ago
2006
Graphs with circular symmetry, called webs, are relevant w.r.t. describing the stable set polytopes of two larger graph classes, quasi-line graphs [8,12] and claw-free graphs [7,8]...
MP
2006
13 years 4 months ago
2006
MP
2006
13 years 4 months ago
2006
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
MP
2006
13 years 4 months ago
2006
Decomposition algorithms such as Lagrangian relaxation and Dantzig-Wolfe decomposition are well-known methods that can be used to generate bounds for mixed-integer linear programmi...
MP
2006
13 years 4 months ago
2006
A method is proposed for finding the global minimum of a multivariate polynomial via sum of squares (SOS) relaxation over its gradient variety. That variety consists of all points ...
MP
2006
13 years 4 months ago
2006
In this paper, we provide theoretical analysis for a cubic regularization of Newton method as applied to unconstrained minimization problem. For this scheme, we prove general local...
MP
2006
13 years 4 months ago
2006
Abstract. Interval analysis is a powerful tool which allows to design branch-and-bound algorithms able to solve many global optimization problems. In this paper we present new adap...
MP
2006
13 years 4 months ago
2006
Consider the semidefinite relaxation (SDR) of the quadratic integer program (QIP): := maxx{-1,1}n xT Qx minD-Q 0 trace(D) =:
MP
2006
13 years 4 months ago
2006
A variety of integer programming formulations have been proposed for Vehicle Routing Problems (VRPs), including the so-called two- and three-index formulations, the set partitioni...