This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalit...
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser, ...
Abstract. Interval analysis is a powerful tool which allows to design branch-and-bound algorithms able to solve many global optimization problems. In this paper we present new adap...
Abstract— Most image processing applications are characterized by computation-intensive operations, and high memory and performance requirements. Parallelized implementation on s...
In this paper we describe an automatic procedure for successively reducing the set of possible nonzeros in a Jacobian matrix until eventually the exact sparsity pattern is obtained...
We revise the Volume Algorithm (VA) for linear programming and relate it to bundle methods. When first introduced, VA was presented as a subgradient-like method for solving the ori...
Laura Bahiense, Nelson Maculan, Claudia A. Sagasti...