We consider machine scheduling on unrelated parallel machines with the objective to minimize the schedule makespan. We assume that, in addition to its machine dependence, the proce...
We present a probabilistic analysis of integer linear programs (ILPs). More specifically, we study ILPs in a so-called smoothed analysis in which it is assumed that first an adve...
We present a practical approach to Anstreicher and Lee’s masked spectral bound for maximum-entropy sampling, and we describe favorable results that we have obtained with a Branch...
Given a primal-dual pair of linear programs, it is well known that if their optimal values are viewed as lying on the extended real line, then the duality gap is zero, unless both...
The Multidimensional Assignment Problem (MAP) is a higher-dimensional version of the Linear Assignment Problem that arises in the areas of data association, target tracking, resou...
Pavlo A. Krokhmal, Don A. Grundel, Panos M. Pardal...
Many practical optimization problems involve nonsmooth (that is, not necessarily differentiable) functions of thousands of variables. In the paper [Haarala, Miettinen, M¨akel¨a,...
We analyze a separation procedure for Mixed-Integer Programs related to the work of Gomory and Johnson on interpolated subadditive functions. This approach has its roots in the Go...
Let Bi be deterministic real symmetric m × m matrices, and ξi be independent random scalars with zero mean and “of order of one” (e.g., ξi ∼ N(0, 1)). We are interested to...