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SIAMJO
2008
100views more  SIAMJO 2008»
13 years 11 months ago
On Extension of Fenchel Duality and its Application
By considering the epigraphs of conjugate functions, we extend the Fenchel duality, applicable to a (possibly infinite) family of proper lower semicontinuous convex functions on a ...
Anhua Lin, Guoyin Li, Kung Fu Ng
SIAMJO
2008
93views more  SIAMJO 2008»
13 years 11 months ago
Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
We propose a new class of stochastic integer programs whose special features are dominance constraints induced by mixed-integer linear recourse. For these models, we establish clo...
Ralf Gollmer, Frederike Neise, Rüdiger Schult...
SIAMJO
2008
47views more  SIAMJO 2008»
13 years 11 months ago
On Semidefinite Programming Relaxations of the Traveling Salesman Problem
Etienne de Klerk, Dmitrii V. Pasechnik, Renata Sot...
SIAMJO
2008
57views more  SIAMJO 2008»
13 years 11 months ago
Universal Confidence Sets for Solutions of Optimization Problems
We consider random approximations to deterministic optimization problems. The objective function and the constraint set can be approximated simultaneously. Relying on concentratio...
Silvia Vogel
SIAMJO
2008
100views more  SIAMJO 2008»
13 years 11 months ago
On the Global Solution of Linear Programs with Linear Complementarity Constraints
This paper presents a parameter-free integer-programming based algorithm for the global resolution of a linear program with linear complementarity constraints (LPCC). The cornersto...
Jing Hu, John E. Mitchell, Jong-Shi Pang, Kristin ...
SIAMJO
2008
72views more  SIAMJO 2008»
13 years 11 months ago
A Sample Approximation Approach for Optimization with Probabilistic Constraints
We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
James Luedtke, Shabbir Ahmed