Abstract. We adopt Benders’ decomposition algorithm to solve scenariobased Stochastic Constraint Programs (SCPs) with linear recourse. Rather than attempting to solve SCPs via a ...
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
In analogy to the PCA setting, the sparse PCA problem is often solved by iteratively alternating between two subtasks: cardinality-constrained rank-one variance maximization and m...
Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
Abstract. The genomic median problem is an optimization problem inspired by a biological issue: it aims at finding the chromosome organization of the common ancestor to multiple li...