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 ...
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...
We consider random approximations to deterministic optimization problems. The objective function and the constraint set can be approximated simultaneously. Relying on concentratio...
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 ...
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...