Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds

DOI10.1137/S1052623403430610zbMATH Open1077.90047OpenAlexW2057626302MaRDI QIDQ4652001FDOQ4652001

Karthik Natarajan, Chung-Piaw Teo, Dimitris Bertsimas

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623403430610

zbMATH Keywords

combinatorial optimizationconvex optimizationprobabilistic analysismoments problem

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Semidefinite programming (90C22) Boolean programming (90C09)

Cited In (24)

• Controlling estimation error in reinforcement learning via reinforced operation
• A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing
• Exploiting partial correlations in distributionally robust optimization
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• Distributionally Robust Linear and Discrete Optimization with Marginals
• Bounds for Random Binary Quadratic Programs
• Distributionally robust mixed integer linear programs: persistency models with applications
• Stochastic semidefinite programming: a new paradigm for stochastic optimization
• Approximating the Expected Values for Combinatorial Optimization Problems over Stochastic Points
• On the distribution of maximum of multivariate normal random vectors
• Due-window assignment scheduling problem with stochastic processing times
• A semidefinite optimization approach to the steady-state analysis of queueing systems
• The value of side information in network flow optimization
• An approach to the distributionally robust shortest path problem
• Stochastic 0-1 linear programming under limited distributional information
• A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
• Maximizing the expected range from dependent observations under mean–variance information
• The Random QUBO
• Incorporating a Bayesian network into two-stage stochastic programming for blood bank location-inventory problem in case of disasters
• Coarse-Convex-Compactification Approach to Numerical Solution of Nonconvex Variational Problems
• On the complexity of nonoverlapping multivariate marginal bounds for probabilistic combinatorial optimization problems
• Extremal Probability Bounds in Combinatorial Optimization
• Frameworks and results in distributionally robust optimization
• TIGHT BOUNDS ON EXPECTED ORDER STATISTICS

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