The following pages link to James R. Luedtke (Q744204):
Displaying 35 items.
- (Q245519) (redirect page) (← links)
- Decomposition algorithms for two-stage chance-constrained programs (Q291060) (← links)
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644) (← links)
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs (Q517291) (← links)
- Branch-and-cut approaches for chance-constrained formulations of reliable network design problems (Q744205) (← links)
- Minotaur: a mixed-integer nonlinear optimization toolkit (Q823885) (← links)
- An integer programming approach for linear programs with probabilistic constraints (Q847852) (← links)
- Lift-and-project cuts for convex mixed integer nonlinear programs (Q1697971) (← links)
- Computing and maximizing the exact reliability of wireless backhaul networks (Q1742207) (← links)
- Exact algorithms for the chance-constrained vehicle routing problem (Q1800993) (← links)
- Valid inequalities for separable concave constraints with indicator variables (Q1801013) (← links)
- Some results on the strength of relaxations of multilinear functions (Q1925788) (← links)
- New solution approaches for the maximum-reliability stochastic network interdiction problem (Q1989731) (← links)
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs (Q2063194) (← links)
- On sample average approximation for two-stage stochastic programs without relatively complete recourse (Q2097656) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- Optimization-based dispatching policies for open-pit mining (Q2129198) (← links)
- Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables (Q2164683) (← links)
- Linearization-based algorithms for mixed-integer nonlinear programs with convex continuous relaxation (Q2250087) (← links)
- Models and solution techniques for production planning problems with increasing byproducts (Q2250099) (← links)
- Locally ideal formulations for piecewise linear functions with indicator variables (Q2450745) (← links)
- A Cycle-Based Formulation and Valid Inequalities for DC Power Transmission Problems with Switching (Q2830766) (← links)
- Chance-Constrained Binary Packing Problems (Q2940063) (← links)
- Valid Inequalities for the Pooling Problem with Binary Variables (Q3009755) (← links)
- Strategic Planning with Start-Time Dependent Variable Costs (Q3100421) (← links)
- Staffing Call Centers with Uncertain Demand Forecasts: A Chance-Constrained Optimization Approach (Q3117295) (← links)
- Exact Algorithms for the Chance-Constrained Vehicle Routing Problem (Q3186494) (← links)
- Valid Inequalities for Separable Concave Constraints with Indicator Variables (Q3186509) (← links)
- New Formulations for Optimization under Stochastic Dominance Constraints (Q3395025) (← links)
- Integer programming formulations for minimum deficiency interval coloring (Q4686679) (← links)
- Intersection Disjunctions for Reverse Convex Sets (Q5076701) (← links)
- On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs (Q5106425) (← links)
- Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse (Q5739131) (← links)
- New valid inequalities and formulations for the static joint chance-constrained lot-sizing problem (Q6038656) (← links)
- Lagrangian Dual Decision Rules for Multistage Stochastic Mixed Integer Programming (Q6332235) (← links)
