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...
Alexander Shapiro, Tito Homem-de-Mello, Joocheol K...
This paper is based on the study of the set of nondecomposable integer solutions in a Gomory corner polyhedron, which was recently used in a reformulation method for integer linear...
The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the ...
Loopy belief propagation has been employed in a wide variety of applications with great empirical success, but it comes with few theoretical guarantees. In this paper we investiga...
Sujay Sanghavi, Dmitry M. Malioutov, Alan S. Wills...
We consider the sparse inverse covariance regularization problem or graphical lasso with regularization parameter λ. Suppose the sample covariance graph formed by thresholding th...