65 search results - page 1 / 13 » Conditioning of convex piecewise linear stochastic programs |
MP
2002
13 years 11 months ago
2002
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
IOR
2008
13 years 11 months ago
2008
In 1958, Wagner and Whitin published a seminal paper on the deterministic uncapacitated lot-sizing problem, a fundamental model that is embedded in many practical production plann...
NETWORKS
2008
13 years 11 months ago
2008
Given a graph where increasing the weight of an edge has a nondecreasing convex piecewise linear cost, we study the problem of finding a minimum cost increase of the weights so tha...
MOR
2006
13 years 11 months ago
2006
We introduce an axiomatic definition of a conditional convex risk mapping and we derive its properties. In particular, we prove a representation theorem for conditional risk mappi...
FOCS
1992
IEEE
14 years 3 months ago
1992
IEEE
Consider a convex set P in IRd and a piecewise polynomial concave function F: P IR. Let A be an algorithm that given a point x IRd computes F(x) if x P, or returns a concave po...