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SIAMJO
2008
72views more  SIAMJO 2008»
14 years 11 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
ICASSP
2011
IEEE
14 years 3 months ago
Robust SINR-constrained MISO downlink beamforming: When is semidefinite programming relaxation tight?
We consider the robust beamforming problem under imperfect channel state information (CSI) subject to SINR constraints in a downlink multiuser MISO system. One popular approach to...
Enbin Song, Qingjiang Shi, Maziar Sanjabi, Ruoyu S...
COR
2007
106views more  COR 2007»
14 years 11 months ago
On a stochastic sequencing and scheduling problem
We present a framework for solving multistage pure 0–1 programs for a widely used sequencing and scheduling problem with uncertainty in the objective function coefficients, the...
Antonio Alonso-Ayuso, Laureano F. Escudero, M. Ter...
BIBE
2006
IEEE
119views Bioinformatics» more  BIBE 2006»
15 years 5 months ago
Large Grain Size Stochastic Optimization Alignment
DNA sequence alignment is a critical step in identifying homology between organisms. The most widely used alignment program, ClustalW, is known to suffer from the local minima pro...
Perry Ridge, Hyrum Carroll, Dan Sneddon, Mark J. C...
FOCS
2005
IEEE
15 years 5 months ago
Sampling-based Approximation Algorithms for Multi-stage Stochastic
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
Chaitanya Swamy, David B. Shmoys