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ORCIDMathematical Programming, Volume 181
Volume 181, Number 1, May 2020
- Samuel Burer
, Yinyu Ye:
Exact semidefinite formulations for a class of (random and non-random) nonconvex quadratic programs. 1-17 - Andrew B. Philpott, F. Wahid, J. Frédéric Bonnans:
MIDAS: A mixed integer dynamic approximation scheme. 19-50 - Frank Permenter, Pablo A. Parrilo:
Dimension reduction for semidefinite programs via Jordan algebras. 51-84 - Csaba Király, Zoltán Szigeti, Shin-ichi Tanigawa:
Packing of arborescences with matroid constraints via matroid intersection. 85-117 - Sanjeeb Dash, Oktay Günlük, Diego A. Morán R.:
Lattice closures of polyhedra. 119-147 - Patrick Mehlitz:
Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. 149-186 - Reshad Hosseini, Suvrit Sra:
An alternative to EM for Gaussian mixture models: batch and stochastic Riemannian optimization. 187-223
Volume 181, Number 2, June 2020
- Raimund M. Kovacevic, Roger J.-B. Wets, David Wozabal:
Special Issue: On the interface between optimization and probability. 225-228 - James V. Burke, Xiaojun Chen, Hailin Sun:
The subdifferential of measurable composite max integrands and smoothing approximation. 229-264 - Etienne de Klerk, Daniel Kuhn, Krzysztof Postek:
Distributionally robust optimization with polynomial densities: theory, models and algorithms. 265-296 - Darinka Dentcheva, Andrzej Ruszczynski:
Risk forms: representation, disintegration, and application to partially observable two-stage systems. 297-317 - Paul Embrechts, Haiyan Liu, Tiantian Mao, Ruodu Wang:
Quantile-based risk sharing with heterogeneous beliefs. 319-347 - Mert Gürbüzbalaban, Asuman E. Ozdaglar, Nuri Denizcan Vanli, Stephen J. Wright:
Randomness and permutations in coordinate descent methods. 349-376 - Alois Pichler, Ruben Schlotter:
Martingale characterizations of risk-averse stochastic optimization problems. 377-403 - Mathias Pohl, Alexander Ristig, Walter Schachermayer, Ludovic Tangpi:
Theoretical and empirical analysis of trading activity. 405-434 - R. Tyrrell Rockafellar, Jie Sun:
Solving Lagrangian variational inequalities with applications to stochastic programming. 435-451 - R. Tyrrell Rockafellar, Stan Uryasev:
Minimizing buffered probability of exceedance by progressive hedging. 453-472 - E. Ruben van Beesten, Ward Romeijnders:
Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk. 473-507 - Jie Sun, Xinmin Yang, Qiang Yao, Min Zhang:
Risk minimization, regret minimization and progressive hedging algorithms. 509-530
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