Optimization Online


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 Two-Stage Stochastic Mixed Integer Programs
Lewis Ntaimo, Matthew Tanner

Self-concordant 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 chance-constrained combinatorial problems to optimality
Olivier Klopfenstein

On Adaptive Multicut Aggregation for Two-Stage Stochastic Linear Programs with Recourse
Svyatoslav Trukhanov, Lewis Ntaimo, Andrew Schaefer

December 2007

Sample Complexity of Smooth Stochastic Optimization
Benjamin Armbruster

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