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ORL
2008
14 years 11 months ago
2008
We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
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ORL
2008
14 years 11 months ago
2008
A central result in the theory of integer optimization states that a system of linear diophantine equations Ax = b has no integral solution if and only if there exists a vector in...
ORL
2008
14 years 11 months ago
2008
By introducing some redundant Klee-Minty constructions, we have previously shown that the central path may visit every vertex of the Klee-Minty cube having 2n - 2 "sharp"...
ORL
2008
14 years 11 months ago
2008
This paper focuses on tractable instances of interval data minmax regret graph problems. More precisely, we provide polynomial and pseudopolynomial algorithms for sets of particul...
ORL
2008
14 years 11 months ago
2008
The VPN Tree Routing Conjecture states that there always exists an optimal solution to the symmetric Virtual Private Network Design (sVPND) problem where the paths between all ter...