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SIAMCOMP
2002
95views more  SIAMCOMP 2002»
13 years 9 months ago
A Linear Algorithm for Finding the Invariant Edges of an Edge-Weighted Graph
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...
Francesco M. Malvestuto, Mauro Mezzini
SIAMJO
2002
96views more  SIAMJO 2002»
13 years 9 months ago
Lagrangian Dual Interior-Point Methods for Semidefinite Programs
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...
Mituhiro Fukuda, Masakazu Kojima, Masayuki Shida
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...