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...
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 ...
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...
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...
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...