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MP
2006
75views more  MP 2006»
14 years 9 months ago
A Class of stochastic programs with decision dependent uncertainty
We address a class of problems where decisions have to be optimized over a time horizon given that the future is uncertain and that the optimization decisions influence the time o...
Vikas Goel, Ignacio E. Grossmann
MP
2006
80views more  MP 2006»
14 years 9 months ago
Minimizing Polynomials via Sum of Squares over the Gradient Ideal
A method is proposed for finding the global minimum of a multivariate polynomial via sum of squares (SOS) relaxation over its gradient variety. That variety consists of all points ...
Jiawang Nie, James Demmel, Bernd Sturmfels
MP
2006
137views more  MP 2006»
14 years 9 months ago
New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
There are many applications related to singly linearly constrained quadratic programs subjected to upper and lower bounds. In this paper, a new algorithm based on secant approximat...
Yu-Hong Dai, Roger Fletcher
MP
2006
87views more  MP 2006»
14 years 9 months ago
A Robust Optimization Approach to Dynamic Pricing and Inventory Control with no Backorders
In this paper, we present a robust optimization formulation for dealing with demand uncertainty in a dynamic pricing and inventory control problem for a make-to-stock manufacturing...
Elodie Adida, Georgia Perakis
MP
2006
105views more  MP 2006»
14 years 9 months ago
Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach
We consider two-stage pure integer programs with discretely distributed stochastic right-hand sides. We present an equivalent superadditive dual formulation that uses the value fun...
Nan Kong, Andrew J. Schaefer, Brady Hunsaker