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2008

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Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints

13 years 5 months ago

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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

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Id	Views	Title	Status

1	137	Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints	claim
2	135	A path to the Arrow-Debreu competitive market equilibrium	claim
3	129	Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path	claim
4	126	Geometry of interpolation sets in derivative free optimization	claim
5	117	Stochastic programming approach to optimization under uncertainty	claim
6	117	Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs	claim
7	115	An efficient approach to updating simplex multipliers in the simplex algorithm	claim
8	105	On the strength of Gomory mixed-integer cuts as group cuts	claim
9	104	Approximation algorithms for general packing problems and their application to the multicast congestion problem	claim
10	103	Aggregation and discretization in multistage stochastic programming	claim
11	101	Accelerating the cubic regularization of Newton's method on convex problems	claim
12	100	Selected topics in robust convex optimization	claim
13	99	Compact formulations as a union of polyhedra	claim
14	99	Efficient robust optimization for robust control with constraints	claim
15	94	The complexity of recognizing linear systems with certain integrality properties	claim
16	92	Invariance and efficiency of convex representations	claim
17	91	The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming	claim
18	84	Valid inequalities for mixed integer linear programs	claim
19	82	Newton's iterates can converge to non-stationary points	claim
20	81	An inexact primal-dual path following algorithm for convex quadratic SDP	claim
21	80	Modified Cholesky algorithms: a catalog with new approaches	claim
22	77	Continuous optimization methods for structure alignments	claim
23	76	A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations	claim
24	74	On the symmetry function of a convex set	claim
25	73	Optimizing over the split closure	claim
26	73	Necessary optimality conditions for constrained optimization problems under relaxed constraint qualifications	claim
27	71	Dual versus primal-dual interior-point methods for linear and conic programming	claim
28	71	Augmented Lagrangian methods under the constant positive linear dependence constraint qualification	claim
29	69	A sparse proximal implementation of the LP dual active set algorithm	claim
30	68	Comparison of bundle and classical column generation	claim
31	67	The mixing-MIR set with divisible capacities	claim
32	65	Higher order Moreau's sweeping process: mathematical formulation and numerical simulation	claim
33	62	Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications	claim
34	61	How good are interior point methods? Klee-Minty cubes tighten iteration-complexity bounds	claim
35	60	Differential variational inequalities	claim
36	60	Extreme optics and the search for Earth-like planets	claim
37	58	Optimal Jacobian accumulation is NP-complete	claim
38	56	A local convergence property of primal-dual methods for nonlinear programming	claim
39	50	Traveling salesman path problems	claim
40	50	On some properties and an application of the logarithmic barrier method	claim
41	46	Second-order cover inequalities	claim
42	42	Submodular function minimization	claim

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