ORL
13 years 6 months ago
2011 
We derive a convex relaxation for cardinality constrained Principal Component Analysis (PCA) by using a simple representation of the L1 unit ball and standard Lagrangian duality. ...
ORL
13 years 6 months ago
2011 
We consider the problem of stock repurchase over a finite time horizon. We assume that a firm has a reservation price for the stock, which is the highest price that the firm is ...
ORL
13 years 2 months ago
2011
We show that half-integral polytopes obtained as the convex hull of a random set of half-integral points of the 0/1 cube have rank as high as Ω(log n/ log log n) with positive pr...
ORL
13 years 2 months ago
2011
Anderson, Cornu´ejols and Li (2005) show that for a polyhedral mixed integer set defined by a constraint system
ORL
13 years 6 months ago
2011 
The Chv´atal-Gomory closure and the split closure of a rational polyhedron are rational polyhedra. It was recently shown that the Chv´atal-Gomory closure of a strictly convex bo...
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Operations Research