The following pages link to Sanjay Mehrotra (Q173876):
Displayed 50 items.
- Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
- Branching on hyperplane methods for mixed integer linear and convex programming using adjoint lattices (Q537960) (← links)
- A computational comparison of the network simplex method with the dual affine scaling method (Q806669) (← links)
- Relaxed variants of Karmarkar's algorithm for linear programs with unknown optimal objective value (Q1103522) (← links)
- A relaxed version of Karmarkar's method (Q1108926) (← links)
- On finding a vertex solution using interior point methods (Q1174841) (← links)
- Finding an interior point in the optimal face of linear programs (Q1319020) (← links)
- Solving symmetric indefinite systems in an interior-point method for linear programming (Q1321659) (← links)
- Asymptotic convergence in a generalized predictor-corrector method (Q1352296) (← links)
- Segment LLL reduction of lattice bases using modular arithmetic (Q1662551) (← links)
- Generation of feasible integer solutions on a massively parallel computer using the feasibility pump (Q1728378) (← links)
- Robust decision making using a general utility set (Q1750483) (← links)
- Generating convex polynomial inequalities for mixed 0-1 programs (Q1810867) (← links)
- A general parametric analysis approach and its implication to sensitivity analysis in interior point methods (Q1919814) (← links)
- A branch-and-cut method for 0-1 mixed convex programming (Q1968795) (← links)
- A geometric branch and bound method for robust maximization of convex functions (Q2052396) (← links)
- A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs (Q2097655) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Distributionally robust optimization with decision dependent ambiguity sets (Q2228422) (← links)
- Stochastically weighted stochastic dominance concepts with an application in capital budgeting (Q2255976) (← links)
- On computing the center of a convex quadratically constrained set (Q2276879) (← links)
- On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
- An empirical evaluation of a walk-relax-round heuristic for mixed integer convex programs (Q2352416) (← links)
- An empirical evaluation of walk-and-round heuristics for mixed integer linear programs (Q2393650) (← links)
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
- A Two-Stage Stochastic Integer Programming Approach to Integrated Staffing and Scheduling with Application to Nurse Management (Q2797463) (← links)
- Generating Moment Matching Scenarios Using Optimization Techniques (Q2848181) (← links)
- Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support (Q3083296) (← links)
- Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse (Q3100401) (← links)
- (Q3125523) (← links)
- Quadratic Convergence in a Primal-Dual Method (Q3140544) (← links)
- Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations (Q3144406) (← links)
- An Algorithm for Convex Quadratic Programming That Requires <i>O</i>(<i>n</i><sup>3.5</sup><i>L</i>) Arithmetic Operations (Q3200887) (← links)
- A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints (Q3586134) (← links)
- (Q3632455) (← links)
- On the Value of Binary Expansions for General Mixed-Integer Linear Programs (Q3635140) (← links)
- On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs (Q3648533) (← links)
- A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs (Q3971871) (← links)
- On the Implementation of a Primal-Dual Interior Point Method (Q4015447) (← links)
- Implementations of Affine Scaling Methods: Approximate Solutions of Systems of Linear Equations Using Preconditioned Conjugate Gradient Methods (Q4030782) (← links)
- Predictor-corrector Methods for a Class of Linear Complementarity Problems (Q4302321) (← links)
- Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method (Q4389258) (← links)
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
- Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs (Q4609472) (← links)
- A Self-Correcting Version of Karmarkar’s Algorithm (Q4730699) (← links)
- A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods (Q4869762) (← links)
- Numerical Methods for Integral Equations of the Second Kind with NonSmooth Solutions of Bounded Variation (Q5043631) (← links)
- Chance-Constrained Multiple Bin Packing Problem with an Application to Operating Room Planning (Q5084621) (← links)
- Distributionally Robust Two-Stage Stochastic Programming (Q5093642) (← links)
- A Data-Driven Functionally Robust Approach for Simultaneous Pricing and Order Quantity Decisions with Unknown Demand Function (Q5129212) (← links)