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

DOI10.1137/S1052623403430610MaRDI QIDQ4652001zbMATH OpenOpenAlexFDO

Authors 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)

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(28)

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• Distributionally Robust Linear and Discrete Optimization with Marginals
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• Stochastic semidefinite programming: a new paradigm for stochastic optimization
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• The value of side information in network flow optimization
• A semidefinite optimization approach to the steady-state analysis of queueing systems
• On the distribution of maximum of multivariate normal random vectors
• An approach to the distributionally robust shortest path problem
• Coarse-convex-compactification approach to numerical solution of nonconvex variational problems
• 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
• Combinatorial optimization problems with normal random costs
• Bounds for random binary quadratic programs
• Incorporating a Bayesian network into two-stage stochastic programming for blood bank location-inventory problem in case of disasters
• On the complexity of nonoverlapping multivariate marginal bounds for probabilistic combinatorial optimization problems
• Frameworks and results in distributionally robust optimization
• Maximizing the expected range from dependent observations under mean-variance information

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