We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...
In this paper we introduce a new curvature estimator based on global optimisation. This method called Global Min-Curvature exploits the geometric properties of digital contours by ...
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
Multiobjective optimization deals with problems involving multiple measures of performance that should be optimized simultaneously. In this paper we extend bucket elimination (BE),...
Abstract-- The problem of finding the eigenvector corresponding to the largest eigenvalue of a stochastic matrix has numerous applications in ranking search results, multi-agent co...