An exact algorithm for the capacitated shortest spanning arborescence

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Paolo Toth | Daniele Vigo

Stage-t scenario dominance for risk-averse multi-stage stochastic mixed-integer programs

JOURNAL ARTICLE published February 2022 in Annals of Operations Research

Research funded by NSF (CMMI-1100765)

Authors: İ. Esra Büyüktahtakın

A statistical generalized programming algorithm for stochastic optimization problems

JOURNAL ARTICLE published September 1995 in Annals of Operations Research

Authors: A. A. Gaivoronski | E. Messina | A. Sciomachen

Properties of empirical estimates in stochastic optimization and identification problems

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: P. S. Knopov | E. J. Kasitskaya

Mixing stochastic dynamic programming and scenario aggregation

JOURNAL ARTICLE published December 1996 in Annals of Operations Research

Authors: Nils Jacob Berland | Kjetil K. Haugen

An XML-based schema for stochastic programs

JOURNAL ARTICLE published February 2009 in Annals of Operations Research

Authors: R. Fourer | H. I. Gassmann | J. Ma | R. K. Martin

The Augmented Lagrangian Method for Mathematical Programs with Vertical Complementarity Constraints Based on Inexact Scholtes Regularization

JOURNAL ARTICLE published December 2023 in Asia-Pacific Journal of Operational Research

Research funded by National Natural Science Foundation of China (11801503,12171219) | Scientific Research Fund of Liaoning Provincial Education Department (LQ2019019) | Natural Science Foundation of Shandong Province (ZR2019BA014) | Key Research and Development Projects of Shandong Province (2019GGX104089)

Authors: Na Xu | Fan-Yun Meng | Li-Ping Pang

Stochastic Programs with Recourse: Random Recourse Costs Only

JOURNAL ARTICLE published March 1973 in Management Science

Authors: Stanley J. Garstka

A pathsearch damped Newton method for computing general equilibria

JOURNAL ARTICLE published June 1996 in Annals of Operations Research

Authors: Steven P. Dirkse | Michael C. Ferris

Stochastic MOLP with Incomplete Information: An Interactive Approach with Recourse

JOURNAL ARTICLE published 1 December 1990 in Journal of the Operational Research Society

Authors: Bruno Urli | Raymond Nadeau

On structure and stability in stochastic programs with random technology matrix and complete integer recourse

JOURNAL ARTICLE published October 1995 in Mathematical Programming

Authors: Rüdiger Schultz

Parallel interior-point solver for structured quadratic programs: Application to financial planning problems

JOURNAL ARTICLE published 1 March 2007 in Annals of Operations Research

Authors: Jacek Gondzio | Andreas Grothey

Asymptotical optimality of WSEPT for stochastic online scheduling on uniform machines

JOURNAL ARTICLE published November 2011 in Annals of Operations Research

Authors: Manzhan Gu | Xiwen Lu

OpTiX-II: A software environment for the parallel solution of nonlinear optimization problems

JOURNAL ARTICLE published March 1995 in Annals of Operations Research

Authors: Harald Boden | Manfred Grauer

An Inexact Semismooth Newton-Based Augmented Lagrangian Algorithm for Multi-Task Lasso Problems

JOURNAL ARTICLE published 7 October 2023 in Asia-Pacific Journal of Operational Research

Authors: Lanyu Lin | Yong-Jin Liu

Inexact proximal Newton methods for self-concordant functions

JOURNAL ARTICLE published February 2017 in Mathematical Methods of Operations Research

Research funded by National Science Foundation (1128817,1509789)

Authors: Jinchao Li | Martin S. Andersen | Lieven Vandenberghe

A numerically exact implementation of the simplex method

JOURNAL ARTICLE published January 1995 in Annals of Operations Research

Authors: István Maros | Csaba Mészáros

SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization

JOURNAL ARTICLE published August 2016 in Mathematical Methods of Operations Research

Research funded by the Natural Science Foundation of China (11171049)

Authors: Shuang Chen | Li-Ping Pang | Xue-Fei Ma | Dan Li

Numerical aspects of monotone approximations in convex stochastic control problems

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: O. Hernández-Lerma | C. Piovesan | W. J. Runggaldier

Portfolio theory for the recourse certainty equivalent maximizing investor

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Aharon Ben-Tal | Marc Teboulle