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Mathematical Programming, Volume 196
Volume 196, Number 1, November 2022
- Santanu S. Dey, James R. Luedtke, Nikolaos V. Sahinidis:
Special Issue: Global Solution of Integer, Stochastic and Nonconvex Optimization Problems. 1-8 - Stefano Coniglio
, Fabio Furini
Submodular maximization of concave utility functions composed with a set-union operator with applications to maximal covering location problems. 9-56 - Alper Atamtürk
Submodular function minimization and polarity. 57-67 - Xueyu Shi, Oleg A. Prokopyev
Sequence independent lifting for a set of submodular maximization problems. 69-114 - Margarita P. Castro
A combinatorial cut-and-lift procedure with an application to 0-1 second-order conic programming. 115-171 - Myun-Seok Cheon
An outer-approximation guided optimization approach for constrained neural network inverse problems. 173-202 - Carlos J. Nohra, Arvind U. Raghunathan, Nikolaos V. Sahinidis
SDP-quality bounds via convex quadratic relaxations for global optimization of mixed-integer quadratic programs. 203-233 - M. Cordova, Weiner de Oliveira, Claudia A. Sagastizábal
Revisiting augmented Lagrangian duals. 235-277 - Vladimir Stozhkov, Austin Buchanan
Continuous cubic formulations for cluster detection problems in networks. 279-307 - Ashish Chandra
Probability estimation via policy restrictions, convexification, and approximate sampling. 309-345 - Hussein Hazimeh, Rahul Mazumder
Sparse regression at scale: branch-and-bound rooted in first-order optimization. 347-388 - Suresh Bolusani
A framework for generalized Benders' decomposition and its application to multilevel optimization. 389-426 - Merve Bodur
Decomposition of loosely coupled integer programs: a multiobjective perspective. 427-477 - Swati Gupta
Electrical flows over spanning trees. 479-519 - Yingkai Song
Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations. 521-565 - Enrico Malaguti, Michele Monaci
K-adaptability in stochastic optimization. 567-595 - Weijun Xie
Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making. 597-640 - Nam Ho-Nguyen
Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity. 641-672 - Fengqiao Luo, Sanjay Mehrotra
A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs. 673-717 - Rui Chen
On sample average approximation for two-stage stochastic programs without relatively complete recourse. 719-754 - Cristian Ramirez-Pico, Eduardo Moreno
Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse. 755-774 - Prasanna K. Ragavan, Susan R. Hunter
Adaptive Sampling line search for local stochastic optimization with integer variables. 775-804 - Johannes Wiebe
A robust approach to warped Gaussian process-constrained optimization. 805-839 - Çagil Koçyigit, Napat Rujeerapaiboon
Robust multidimensional pricing: separation without regret. 841-874 - Christopher Muir, Alejandro Toriello
Dynamic node packing. 875-906 - Oscar Dowson
Bi-objective multistage stochastic linear programming. 907-933 - Shixuan Zhang
Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization. 935-985 - Christian Füllner
Non-convex nested Benders decomposition. 987-1024 - Xian Yu
Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets. 1025-1064 - Tatiana González Grandón
Dynamic probabilistic constraints under continuous random distributions. 1065-1096
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