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SIAMJO
2010
13 years 8 months ago
2010
The imposition of general disjunctions of the form “πx ≤ π0 ∨ πx ≥ π0 + 1”, where π, π0 are integer valued, is a fundamental operation in both the branch-and-bound...
SIAMJO
2010
13 years 8 months ago
2010
Inspired by a question of Lov´asz, we introduce a hierarchy of nested semidefinite relaxations of the convex hull of real solutions to an arbitrary polynomial ideal, called theta...
SIAMJO
2008
13 years 9 months ago
2008
We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...
SIAMJO
2008
13 years 9 months ago
2008
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
SIAMJO
2008
13 years 9 months ago
2008
Given A := {a1, . . . , am} Rn, we consider the problem of reducing the input set for the computation of the minimum enclosing ball of A. In this note, given an approximate soluti...