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ANOR
2007
74views more  ANOR 2007»
13 years 8 months ago
Conditional value at risk and related linear programming models for portfolio optimization
Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia...
CORR
2010
Springer
142views Education» more  CORR 2010»
13 years 8 months ago
Integrality Gaps of Linear and Semi-definite Programming Relaxations for Knapsack
Recent years have seen an explosion of interest in lift and project methods, such as those proposed by Lov
Anna R. Karlin, Claire Mathieu, C. Thach Nguyen
CORR
2010
Springer
122views Education» more  CORR 2010»
13 years 8 months ago
Facility Location with Client Latencies: Linear-Programming based Techniques for Minimum-Latency Problems
We introduce a problem that is a common generalization of the uncapacitated facility location (UFL) and minimum latency (ML) problems, where facilities not only need to be opened ...
Deeparnab Chakrabarty, Chaitanya Swamy