227 search results - page 7 / 46 » A splitting method for stochastic programs |
PC
2008
13 years 7 months ago
2008
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
CP
2005
Springer
14 years 1 months ago
2005
Springer
Classical methods for solving numerical CSPs are based on a branch and prune algorithm, a dichotomic enumeration process interleaved with a consistency filtering algorithm. In man...
COLT
2010
Springer
13 years 5 months ago
2010
Springer
We present a new method for regularized convex optimization and analyze it under both online and stochastic optimization settings. In addition to unifying previously known firstor...
ANOR
2006
13 years 7 months ago
2006
This paper presents two contributions: A set of routines that manipulate instances of stochastic programming problems in order to make them more amenable for different solution ap...
JGO
2008
13 years 7 months ago
2008
Two-stage stochastic mixed-integer programming (SMIP) problems with recourse are generally difficult to solve. This paper presents a first computational study of a disjunctive cut...