Journal: Mathematics of Operations Research

Found 1103 papers in total
Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints
Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints
2011,
This paper considers a one‐stage stochastic mathematical program with a...
Optimal Selling Scheme for Heterogeneous Consumers with Uncertain Valuations
Optimal Selling Scheme for Heterogeneous Consumers with Uncertain Valuations
2011,
In this paper, we investigate the optimal selling scheme for a...
Maximal Lattice‐Free Polyhedra: Finiteness and an Explicit Description in Dimension Three
Maximal Lattice‐Free Polyhedra: Finiteness and an Explicit Description in Dimension Three
2011,
A convex set with nonempty interior is maximal lattice‐free if it is inclusion...
A Polynomial Time OPT + 1 Algorithm for the Cutting Stock Problem with a Constant Number of Object Lengths
A Polynomial Time OPT + 1 Algorithm for the Cutting Stock Problem with a Constant Number of Object Lengths
2011,
In the cutting stock problem, we are given a set of objects of different types, and...
An O(n 4) Algorithm for the QAP Linearization Problem
An O(n 4) Algorithm for the QAP Linearization Problem
2011,
An instance of the quadratic assignment problem (QAP) with cost matrix Q is said to be...
A Perfect Price Discrimination Market Model with Production, and a Rational Convex Program for It
A Perfect Price Discrimination Market Model with Production, and a Rational Convex Program for It
2011,
Recent results showing PPAD‐completeness of the problem of computing an...
Generalized Differentiation with Positively Homogeneous Maps: Applications in Set‐Valued Analysis and Metric Regularity
Generalized Differentiation with Positively Homogeneous Maps: Applications in Set‐Valued Analysis and Metric Regularity
2011,
We propose a new concept of generalized differentiation of set‐valued maps that...
Polynomial Matrix Inequality and Semidefinite Representation
Polynomial Matrix Inequality and Semidefinite Representation
2011,
Consider a convex set S = { x ∈ D : G ( x ) ⪰ 0 } , where G(x) is a...
Tight Approximation Algorithms for Maximum Separable Assignment Problems
Tight Approximation Algorithms for Maximum Separable Assignment Problems
2011,
A separable assignment problem ( SAP ) is defined by a set of bins and a set of items...
Split Rank of Triangle and Quadrilateral Inequalities
Split Rank of Triangle and Quadrilateral Inequalities
2011,
A simple relaxation consisting of two rows of a simplex tableau is a...
Projecting Lattice Polytopes Without Interior Lattice Points
Projecting Lattice Polytopes Without Interior Lattice Points
2011,
We show that up to unimodular equivalence in each dimension there are only finitely...
Perfect Information Games with Upper Semicontinuous Payoffs
Perfect Information Games with Upper Semicontinuous Payoffs
2011,
It has been shown that every n ‐person, perfect information game with no chance...
Flows and Decompositions of Games: Harmonic and Potential Games
Flows and Decompositions of Games: Harmonic and Potential Games
2011,
In this paper we introduce a novel flow representation for finite games in strategic...
The C‐Index: A New Stability Concept for Quadratic Programs with Complementarity Constraints
The C‐Index: A New Stability Concept for Quadratic Programs with Complementarity Constraints
2011,
We introduce nondegeneracy and the C‐index for C‐stationary points of a...
On the Convergence Rate for Stochastic Approximation in the Nonsmooth Setting
On the Convergence Rate for Stochastic Approximation in the Nonsmooth Setting
2011,
We consider a stochastic approximation (SA) method for finding the minimizer of a...
An Open Queueing Network with Asymptotically Stable Fluid Model and Unconventional Heavy Traffic Behavior
An Open Queueing Network with Asymptotically Stable Fluid Model and Unconventional Heavy Traffic Behavior
2011,
We provide an example of a feedforward first‐in‐system, first‐out...
Equilibrium Blocking in Large Quasilinear Economies
Equilibrium Blocking in Large Quasilinear Economies
2011,
We study information transmission in large interim quasilinear economies using the...
Convergence of Stationary Points of Sample Average Two‐Stage Stochastic Programs: A Generalized Equation Approach
Convergence of Stationary Points of Sample Average Two‐Stage Stochastic Programs: A Generalized Equation Approach
2011,
This paper presents an asymptotic analysis of a Monte Carlo method, variously known as...
Simultaneous Ad Auctions
Simultaneous Ad Auctions
2011,
We consider a model with two simultaneous VCG ad auctions A and B where each...
Near‐Optimal Solutions and Large Integrality Gaps for Almost All Instances of Single‐Machine Precedence‐Constrained Scheduling
Near‐Optimal Solutions and Large Integrality Gaps for Almost All Instances of Single‐Machine Precedence‐Constrained Scheduling
2011,
We consider the problem of minimizing the weighted sum of completion times on a single...
A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization
A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization
2011,
In this paper, we show a significant role that geometric properties of uncertainty...
Generic Optimality Conditions for Semialgebraic Convex Programs
Generic Optimality Conditions for Semialgebraic Convex Programs
2011,
We consider linear optimization over a nonempty convex semialgebraic feasible region F...
Buy‐at‐Bulk Network Design with Protection
Buy‐at‐Bulk Network Design with Protection
2011,
We consider approximation algorithms for buy‐at‐bulk network design,...
On Equivalence of Semidefinite Relaxations for Quadratic Matrix Programming
On Equivalence of Semidefinite Relaxations for Quadratic Matrix Programming
2011,
We analyze two popular semidefinite programming relaxations for quadratically...
Papers per page: