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ORL
2011
13 years 2 months ago
A note on the MIR closure and basic relaxations of polyhedra
Anderson, Cornu´ejols and Li (2005) show that for a polyhedral mixed integer set defined by a constraint system
Sanjeeb Dash, Oktay Günlük, Christian Ra...
ORL
2011
13 years 2 months ago
Random half-integral polytopes
We show that half-integral polytopes obtained as the convex hull of a random set of half-integral points of the 0/1 cube have rank as high as Ω(log n/ log log n) with positive pr...
Gábor Braun, Sebastian Pokutta
ORL
2011
13 years 5 months ago
Convex approximations to sparse PCA via Lagrangian duality
We derive a convex relaxation for cardinality constrained Principal Component Analysis (PCA) by using a simple representation of the L1 unit ball and standard Lagrangian duality. ...
Ronny Luss, Marc Teboulle
ORL
2011
13 years 6 months ago
The split closure of a strictly convex body
The Chv´atal-Gomory closure and the split closure of a rational polyhedron are rational polyhedra. It was recently shown that the Chv´atal-Gomory closure of a strictly convex bo...
D. Dadush, Santanu S. Dey, Juan Pablo Vielma
ORL
2011
13 years 6 months ago
Solving large Steiner Triple Covering Problems
Computing the 1-width of the incidence matrix of a Steiner Triple System gives rise to small set covering instances that provide a computational challenge for integer programming ...
James Ostrowski, Jeff Linderoth, Fabrizio Rossi, S...
ORL
2011
13 years 6 months ago
Stock repurchase with an adaptive reservation price: A study of the greedy policy
We consider the problem of stock repurchase over a finite time horizon. We assume that a firm has a reservation price for the stock, which is the highest price that the firm is ...
Ye Lu, Asuman E. Ozdaglar, David Simchi-Levi