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Araceli Garn
Information about the author Araceli Garn will soon be added to the site.
Found
3 papers
in total
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On multistage Stochastic Integer Programming (SIP) for incorporating logical constraints in asset and liability management under uncertainty
2009
We present a model for optimizing a mean-risk function of the terminal wealth for a...
An O(n log n) procedure for identifying facets of the knapsack polytope
2003
An O(n log n) procedure is presented for obtaining facets of the knapsack polytope by...
On using an automatic scheme for obtaining the convex hull defining inequalities of a Weismantel 0–1 knapsack constraint
1999
In this short note we obtain the full set of inequalities that define the convex hull...
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