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SIAMJO
2002
124views more  SIAMJO 2002»
13 years 9 months ago
The Sample Average Approximation Method for Stochastic Discrete Optimization
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...
SIAMJO
2002
120views more  SIAMJO 2002»
13 years 9 months ago
Dual Stochastic Dominance and Related Mean-Risk Models
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
Wlodzimierz Ogryczak, Andrzej Ruszczynski
SIAMJO
2002
99views more  SIAMJO 2002»
13 years 9 months ago
On the Calmness of a Class of Multifunctions
The paper deals with the calmness of a class of multifunctions in finite dimensions. Its first part is devoted to various conditions for calmness, which are derived in terms of cod...
René Henrion, Abderrahim Jourani, Jir&iacut...
SIAMJO
2002
149views more  SIAMJO 2002»
13 years 9 months ago
Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results
Motivated by some results for linear programs and complementarity problems, this paper gives some new characterizations of the central path conditions for semidefinite programs. Ex...
Christian Kanzow, Christian Nagel
SIAMJO
2002
87views more  SIAMJO 2002»
13 years 9 months ago
An Optimization Approach for Radiosurgery Treatment Planning
We outline a new approach for radiosurgery treatment planning, based on solving a series of optimization problems. We consider a specific treatment planning problem for a speciali...
Michael C. Ferris, Jinho Lim, David M. Shepard