In this paper we present a parallel method for solving two-stage stochastic linear programs with restricted recourse. The mathematical model considered here can be used to represe...
Patrizia Beraldi, Lucio Grandinetti, Roberto Musma...
Abstract. We adopt Benders’ decomposition algorithm to solve scenariobased Stochastic Constraint Programs (SCPs) with linear recourse. Rather than attempting to solve SCPs via a ...
The Network Interdiction Problem involves interrupting an adversary's ability to maximize flow through a capacitated network by destroying portions of the network. A budget c...
Abstract— This paper proposes a novel two-stage optimization method for robust Model Predictive Control (RMPC) with Gaussian disturbance and state estimation error. Since the dis...
This paper presents mathematical programming techniques for solving a class of multi-sensor scheduling problems. Robust optimization problems are formulated for both deterministic ...
Nikita Boyko, Timofey Turko, Vladimir Boginski, Da...