Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our pr...
We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal poi...
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
Abstract— In this paper, we propose the concept of the flexibility of design variables to Pareto-optimal solutions in MultiObjective Optimization problems. In addition, we intro...
This research applies the meta-heuristic method of ant colony optimization (ACO) to an established set of vehicle routing problems (VRP). The procedure simulates the decision-maki...