Stochastic Programming Submissions  2007
January 2007
Extending Algebraic Modelling Languages for Stochastic Programming
Christian Valente, Gautam Mitra, Mustapha Sadki, Robert Fourer
Inverse Stochastic Linear Programming
Gorkem Saka, Andrew J. Schaefer, Lewis Ntaimo
February 2007
A Stochastic Algorithm for Engineering Optimization Problems
Thong Nguyen Huu, Hao Tran Van
MIP Reformulations of the Probabilistic Set Covering Problem
Anureet Saxena, Vineet Goyal, Miguel A. Lejeune
An Exact Solution Approach for Portfolio Optimization Problems under Stochastic and Integer Constraints
Pierre Bonami, Miguel A. Lejeune
March 2007
A Short Note on the Probabilistic Set Covering Problem
Anureet Saxena
April 2007
On the solution of stochastic multiobjective integer linear programming problems with a parametric study
Oma M. Saad, Osama E. Imam
May 2007
An integer programming approach for
linear programs with probabilistic constraints
James Luedtke, Shabbir Ahmed, George Nemhauser
Computations with Disjunctive Cuts for TwoStage Stochastic Mixed Integer Programs
Lewis Ntaimo, Matthew Tanner
Selfconcordant Tree and Decomposition Based Interior Point Methods for Stochastic Convex Optimization Problem
Michael Chen, Sanjay Mehrotra
August 2007
Tabu Search for Probabilistically Constrained Stochastic Programs with Application to Vaccine Allocation
Matthew W. Tanner, Eric B. Beier
September 2007
A Sample Approximation Approach for Optimization with Probabilistic Constraints
James Luedtke, Shabbir Ahmed
November 2007
New Formulations for Optimization Under Stochastic Dominance Constraints
James Luedtke
Sample Average Approximation of Expected Value Constrained Stochastic Programs
W. Wang, S. Ahmed
Solving chanceconstrained combinatorial problems to optimality
Olivier Klopfenstein
On Adaptive Multicut Aggregation for TwoStage Stochastic Linear Programs with Recourse
Svyatoslav Trukhanov, Lewis Ntaimo, Andrew Schaefer
December 2007
Sample Complexity of Smooth Stochastic Optimization
Benjamin Armbruster
