Mitra Gautam

Gautam Mitra

Information about the author Gautam Mitra will soon be added to the site.
Found 13 papers in total
Robust optimization and portfolio selection: The cost of robustness
Robust optimization and portfolio selection: The cost of robustness
2011
Robust optimization is a tractable alternative to stochastic programming particularly...
HMM based scenario generation for an investment optimisation problem
HMM based scenario generation for an investment optimisation problem
2012
The Geometric Brownian motion (GBM) is a standard method for modelling financial time...
Hidden Markov models for financial optimization problems
Hidden Markov models for financial optimization problems
2010
Many financial decision problems require scenarios for multivariate financial time...
Extending Algebraic Modelling Languages for Stochastic Programming
Extending Algebraic Modelling Languages for Stochastic Programming
2009
Algebraic modelling languages have gained wide acceptance and use by researchers and...
Stochastic programming and scenario generation within a simulation framework: An information systems perspective
Stochastic programming and scenario generation within a simulation framework: An information systems perspective
2007
Stochastic programming brings together models of optimum resource allocation and...
Detecting embedded pure network structures in LP problems
Detecting embedded pure network structures in LP problems
1998
Recently, linear programming problems with special structures have assumed growing...
Constraint classification, preprocessing and a branch and relax approach to solving mixed integer programming models
Constraint classification, preprocessing and a branch and relax approach to solving mixed integer programming models
2000
Preprocessing in Integer Programming (IP) is acknowledged to be an analytical as well...
A prototype decision support system for strategic planning under uncertainty
A prototype decision support system for strategic planning under uncertainty
2000
Strategic planning of the supply chain is an important decision problem determining...
Modelling of augmented makespan assignment problems: Computational experience of applying integer presolve at the modelling stage
Modelling of augmented makespan assignment problems: Computational experience of applying integer presolve at the modelling stage
1998
An Augmented Makespan Assignment Problem (AMAP), which is a variation of the...
Strategies for creating advanced bases for large-scale linear programming problems
Strategies for creating advanced bases for large-scale linear programming problems
1998
The performance of the revised sparse simplex method, or its variants, for the...
Graph theoretic relaxations of set covering and set partitioning problems
Graph theoretic relaxations of set covering and set partitioning problems
1995
In this paper we review the graph theoretic relaxations of the set covering problem...
An intelligent system for US Coast Guard cutter scheduling
An intelligent system for US Coast Guard cutter scheduling
1995
A software system developed for the United States Coast Guard for producing a day to...
Experimental investigations in combining primal dual interior point method and simplex based LP solvers
Experimental investigations in combining primal dual interior point method and simplex based LP solvers
1995
The use of a primal dual interior point method (PD) based optimizer as a robust linear...
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