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SIAMJO
2008
72views more  SIAMJO 2008»
14 years 9 months ago
A Sample Approximation Approach for Optimization with Probabilistic Constraints
We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
James Luedtke, Shabbir Ahmed
SIAMSC
2010
198views more  SIAMSC 2010»
14 years 8 months ago
Analysis of Block Parareal Preconditioners for Parabolic Optimal Control Problems
In this paper, we describe block matrix algorithms for the iterative solution of large scale linear-quadratic optimal control problems arising from the optimal control of parabolic...
Tarek P. Mathew, Marcus Sarkis, Christian E. Schae...
IPCO
2004
107views Optimization» more  IPCO 2004»
14 years 11 months ago
A Robust Optimization Approach to Supply Chain Management
Abstract. We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time...
Dimitris Bertsimas, Aurélie Thiele
NOMS
2008
IEEE
15 years 4 months ago
A novel approach to bottleneck analysis in networks
—In this paper∗ , we devise a novel method for bottleneck analysis of UDP networks based on the concept of network utility maximization. To determine the losses on the links in...
Nikhil Shetty, Assane Gueye, Jean C. Walrand
CEC
2010
IEEE
14 years 1 months ago
A hybrid genetic algorithm for rescue path planning in uncertain adversarial environment
— Efficient vehicle path planning in hostile environment to carry out rescue or tactical logistic missions remains very challenging. Most approaches reported so far relies on key...
Jean Berger, Khaled Jabeur, Abdeslem Boukhtouta, A...