This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange mul...
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
The paper deals with the calmness of a class of multifunctions in finite dimensions. Its first part is devoted to various conditions for calmness, which are derived in terms of cod...
Query ambiguity is a generally recognized problem, particularly in Web environments where queries are commonly only one or two words in length. In this study, we explore one techn...