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ORL
2008
14 years 11 months ago
2008
We study discrete optimization problems with a submodular mean-risk minimization objective. For 0-1 problems a linear characterization of the convex lower envelope is given. For mi...
ORL
2008
14 years 11 months ago
2008
For general law invariant coherent measures of risk, we derive an equivalent representation of a risk-averse newsvendor problem as a meanrisk model. We prove that the higher the w...
ORL
2008
14 years 11 months ago
2008
We consider a latency problem with a profit pi for each client. When serving a client, a revenue of pi -t is collected. The goal is to find routes for the servers such that total ...
ORL
2008
14 years 11 months ago
2008
We report a remarkable success of nested pricing rules over major pivot rules commonly used in practice, such as Dantzig's original rule as well as the steepest-edge rule and ...
ORL
2008
14 years 11 months ago
2008
For the problem of lot-sizing on a tree with constant capacities, or stochastic lot-sizing with a scenario tree, we present various reformulations based on mixing sets. We also sh...