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MP
2006
87views more  MP 2006»
13 years 7 months ago
Convexity and decomposition of mean-risk stochastic programs
Abstract. Traditional stochastic programming is risk neutral in the sense that it is concerned with the optimization of an expectation criterion. A common approach to addressing ri...
Shabbir Ahmed
SIAMJO
2011
13 years 2 months ago
A Unifying Polyhedral Approximation Framework for Convex Optimization
Abstract. We propose a unifying framework for polyhedral approximation in convex optimization. It subsumes classical methods, such as cutting plane and simplicial decomposition, bu...
Dimitri P. Bertsekas, Huizhen Yu
MP
2007
100views more  MP 2007»
13 years 7 months ago
Mixed-Integer Cuts from Cyclic Groups
We analyze a separation procedure for Mixed-Integer Programs related to the work of Gomory and Johnson on interpolated subadditive functions. This approach has its roots in the Go...
Matteo Fischetti, Cristiano Saturni
IJHIS
2006
104views more  IJHIS 2006»
13 years 7 months ago
Incremental evolution strategy for function optimization
This paper presents a novel evolutionary approach for function optimization Incremental Evolution Strategy (IES). Two strategies are proposed. One is to evolve the input variables...
Sheng Uei Guan, Wenting Mo
IMAMS
2007
115views Mathematics» more  IMAMS 2007»
13 years 9 months ago
Segmenting Periodic Reliefs on Triangle Meshes
Decorative reliefs are widely used for e.g. packaging and porcelain design. In periodic reliefs, the relief repeats a pattern, for example all the way around an underlying surface...
Shenglan Liu, Ralph R. Martin, Frank C. Langbein, ...