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MP
2008
80views more  MP 2008»
13 years 4 months ago
Modified Cholesky algorithms: a catalog with new approaches
Given an n
Haw-ren Fang, Dianne P. O'Leary
MP
2008
105views more  MP 2008»
13 years 4 months ago
On the strength of Gomory mixed-integer cuts as group cuts
Gomory mixed-integer (GMI) cuts generated from optimal simplex tableaus are known to be useful in solving mixed-integer programs. Further, it is well-known that GMI cuts can be de...
Sanjeeb Dash, Oktay Günlük
MP
2008
137views more  MP 2008»
13 years 4 months ago
Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints
Stochastic dominance relations are well-studied in statistics, decision theory and economics. Recently, there has been significant interest in introducing dominance relations into...
Nilay Noyan, Andrzej Ruszczynski
MP
2008
100views more  MP 2008»
13 years 4 months ago
Selected topics in robust convex optimization
Robust Optimization is a rapidly developing methodology for handling optimization problems affected by non-stochastic "uncertain-butbounded" data perturbations. In this p...
Aharon Ben-Tal, Arkadi Nemirovski