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MP
2008
80views more  MP 2008»
14 years 12 days ago
Modified Cholesky algorithms: a catalog with new approaches
Given an n
Haw-ren Fang, Dianne P. O'Leary
MP
2008
105views more  MP 2008»
14 years 12 days ago
On the strength of Gomory mixed-integer cuts as group cuts
Gomory mixed-integer (GMI) cuts generated from optimal simplex tableaus are known to be useful in solving mixed-integer programs. Further, it is well-known that GMI cuts can be de...
Sanjeeb Dash, Oktay Günlük
MP
2008
137views more  MP 2008»
14 years 12 days ago
Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints
Stochastic dominance relations are well-studied in statistics, decision theory and economics. Recently, there has been significant interest in introducing dominance relations into...
Nilay Noyan, Andrzej Ruszczynski
MP
2008
100views more  MP 2008»
14 years 12 days ago
Selected topics in robust convex optimization
Robust Optimization is a rapidly developing methodology for handling optimization problems affected by non-stochastic "uncertain-butbounded" data perturbations. In this p...
Aharon Ben-Tal, Arkadi Nemirovski