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ORCIDMathematical Programming, Volume 108
Volume 108, Number 1, August 2006
- Lifeng Chen, Donald Goldfarb:
Interior-point l2-penalty methods for nonlinear programming with strong global convergence properties. 1-36 - Alejandro Jofré, Jorge Rivera Cayupi:
A nonconvex separation property and some applications. 37-51 - Mathieu Van Vyve:
Linear-programming extended formulations for the single-item lot-sizing problem with backlogging and constant capacity. 53-77 - Angel Corberán
, Isaac Plana, José M. Sanchis:
Zigzag inequalities: a new class of facet-inducing inequalities for Arc Routing Problems. 79-96 - R. Ravi, Amitabh Sinha:
Hedging Uncertainty: Approximation Algorithms for Stochastic Optimization Problems. 97-114 - Asaf Levin, Gerhard J. Woeginger:
The constrained minimum weighted sum of job completion times problem. 115-126 - Gerard van der Laan, Dolf Talman, Zaifu Yang:
Solving discrete zero point problems. 127-134 - Dimitris Bertsimas, Constantine Caramanis:
Bounds on linear PDEs via semidefinite optimization. 135-158 - Jiawei Zhang:
Approximating the two-level facility location problem via a quasi-greedy approach. 159-176 - Yurii E. Nesterov, Boris T. Polyak:
Cubic regularization of Newton method and its global performance. 177-205
Volume 108, Number 2-3, September 2006
- Fabian Bastin, Cinzia Cirillo, Philippe L. Toint:
Convergence theory for nonconvex stochastic programming with an application to mixed logit. 207-234 - Alper Atamtürk:
Strong Formulations of Robust Mixed 0-1 Programming. 235-250 - Dimitris Bertsimas, Karthik Natarajan, Chung-Piaw Teo:
Persistence in discrete optimization under data uncertainty. 251-274 - Nan Kong, Andrew J. Schaefer, Brady Hunsaker:
Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach. 275-296 - Darinka Dentcheva, Andrzej Ruszczynski:
Inverse stochastic dominance constraints and rank dependent expected utility theory. 297-311 - Andy Philpott, Rüdiger Schultz:
Unit commitment in electricity pool markets. 313-337 - Georg Ch. Pflug:
Subdifferential representations of risk measures. 339-354 - Vikas Goel, Ignacio E. Grossmann:
A Class of stochastic programs with decision dependent uncertainty. 355-394 - Eduardo F. Silva, R. Kevin Wood:
Solving a class of stochastic mixed-integer programs with branch and price. 395-418 - Hideaki Yamashita, Yo Ishizuka, Shigemichi Suzuki:
Mean and variance of waiting time and their optimization for alternating traffic control systems. 419-433 - Willem K. Klein Haneveld, Leen Stougie, Maarten H. van der Vlerk:
Simple integer recourse models: convexity and convex approximations. 435-473 - Hemanshu Kaul, Sheldon H. Jacobson:
New global optima results for the Kauffman NK model: handling dependency. 475-494 - Güzin Bayraksan, David P. Morton:
Assessing solution quality in stochastic programs. 495-514 - R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin:
Optimality conditions in portfolio analysis with general deviation measures. 515-540 - Diana Roman, Ken Darby-Dowman, Gautam Mitra:
Portfolio construction based on stochastic dominance and target return distributions. 541-569 - Jörgen Blomvall, Alexander Shapiro:
Solving multistage asset investment problems by the sample average approximation method. 571-595 - Hanif D. Sherali, Xiaomei Zhu:
On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables. 597-616 - Myun-Seok Cheon, Shabbir Ahmed, Faiz A. Al-Khayyal:
A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs. 617-634
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