Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds
From MaRDI portal
Publication:4652001
DOI10.1137/S1052623403430610zbMath1077.90047OpenAlexW2057626302MaRDI QIDQ4652001
Karthik Natarajan, Chung-Piaw Teo, Dimitris J. 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
Related Items (21)
A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing ⋮ Distributionally robust mixed integer linear programs: persistency models with applications ⋮ The Random QUBO ⋮ Extremal Probability Bounds in Combinatorial Optimization ⋮ A semidefinite optimization approach to the steady-state analysis of queueing systems ⋮ Stochastic semidefinite programming: a new paradigm for stochastic optimization ⋮ On the distribution of maximum of multivariate normal random vectors ⋮ Frameworks and results in distributionally robust optimization ⋮ An approach to the distributionally robust shortest path problem ⋮ Distributionally Robust Linear and Discrete Optimization with Marginals ⋮ Unnamed Item ⋮ Bounds for Random Binary Quadratic Programs ⋮ The value of side information in network flow optimization ⋮ Exploiting partial correlations in distributionally robust optimization ⋮ Stochastic 0-1 linear programming under limited distributional information ⋮ Maximizing the expected range from dependent observations under mean–variance information ⋮ Coarse-Convex-Compactification Approach to Numerical Solution of Nonconvex Variational Problems ⋮ Due-window assignment scheduling problem with stochastic processing times ⋮ A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming ⋮ Incorporating a Bayesian network into two-stage stochastic programming for blood bank location-inventory problem in case of disasters ⋮ TIGHT BOUNDS ON EXPECTED ORDER STATISTICS
This page was built for publication: Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds