MP
2006
14 years 12 days ago
2006
Measures of risk appear in two categories: Risk capital measures serve to determine the necessary amount of risk capital in order to avoid ruin if the outcomes of an economic acti...
MP
2006
14 years 12 days ago
2006
Graphs with circular symmetry, called webs, are relevant w.r.t. describing the stable set polytopes of two larger graph classes, quasi-line graphs [8,12] and claw-free graphs [7,8]...
MP
2006
14 years 12 days ago
2006
MP
2006
14 years 12 days ago
2006
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
MP
2006
14 years 12 days ago
2006
Decomposition algorithms such as Lagrangian relaxation and Dantzig-Wolfe decomposition are well-known methods that can be used to generate bounds for mixed-integer linear programmi...
MP
2006
14 years 12 days ago
2006
A method is proposed for finding the global minimum of a multivariate polynomial via sum of squares (SOS) relaxation over its gradient variety. That variety consists of all points ...
MP
2006
14 years 12 days ago
2006
In this paper, we provide theoretical analysis for a cubic regularization of Newton method as applied to unconstrained minimization problem. For this scheme, we prove general local...
MP
2006
14 years 12 days ago
2006
Abstract. Interval analysis is a powerful tool which allows to design branch-and-bound algorithms able to solve many global optimization problems. In this paper we present new adap...
MP
2006
14 years 12 days ago
2006
Consider the semidefinite relaxation (SDR) of the quadratic integer program (QIP): := maxx{-1,1}n xT Qx minD-Q 0 trace(D) =:
MP
2006
14 years 12 days ago
2006
A variety of integer programming formulations have been proposed for Vehicle Routing Problems (VRPs), including the so-called two- and three-index formulations, the set partitioni...