We consider a quadratic programming (QP) problem (Π) of the form min xT Cx subject to Ax ≥ b where C ∈ Rn×n + , rank(C) = 1 and A ∈ Rm×n , b ∈ Rm . We present an FPTAS ...
Robust Bayesian inference is the calculation of posterior probability bounds given perturbations in a probabilistic model. This paper focuses on perturbations that can be expresse...
Abstract. Mathematical programs (MPs) are a class of constrained optimization problems that include linear, mixed-integer, and disjunctive programs. Strategies for solving MPs rely...
Ashish Agarwal, Sooraj Bhat, Alexander Gray, Ignac...
Abstract. This is an overview of the significance and main uses of projection, lifting and extended formulation in integer and combinatorial optimization. Its first two sections de...
This paper is motivated by the fact that mixed integer nonlinear programming is an important and difficult area for which there is a need for developing new methods and software f...
Pierre Bonami, Lorenz T. Biegler, Andrew R. Conn, ...