In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Ou...
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Par...
In polyhedral studies of 0/1 polytopes two prominent problems exist. One is the vertex enumeration problem: Given a system of inequalities, enumerate its feasible 0/1 points. Anot...
We consider the problem of constructing a shortest Euclidean 2-connected Steiner network (SMN) for a set of terminals. This problem has natural applications in the design of survi...
K. Hvam, L. Reinhardt, Pawel Winter, Martin Zachar...
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
Maria Albareda-Sambola, Maarten H. van der Vlerk, ...
We determine the asymptotic behaviour of the function computed by support vector machines (SVM) and related algorithms that minimize a regularized empirical convex loss function i...