Given an edge-weighted graph where all weights are nonnegative reals, an edge reweighting is an assignment of nonnegative reals to edges such that, for each vertex, the sums of giv...
This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange mul...
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...
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...
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...