Let Bi be deterministic real symmetric m × m matrices, and ξi be independent random scalars with zero mean and “of order of one” (e.g., ξi ∼ N(0, 1)). We are interested to...
In this paper, we develop a convexification tool that enables the construction of convex hulls for orthogonal disjunctive sets using convex extensions and disjunctive programming...
Mohit Tawarmalani, Jean-Philippe P. Richard, Kwang...
This paper presents our experience mapping OpenMP parallel programming model to the IBM Cyclops-64 (C64) architecture. The C64 employs a many-core-on-a-chip design that integrates...
Although the general linear complementarity problem (LCP) is NP-complete, there are special classes that can be solved in polynomial time. One example is the type where the definin...
We show that for even quasi-concave objective functions the worst-case distribution, with respect to a family of unimodal distributions, of a stochastic programming problem is a u...