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Mathematical 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
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
Packing of arborescences with matroid constraints via matroid intersection. 85-117 - Sanjeeb Dash
Lattice closures of polyhedra. 119-147 - Patrick Mehlitz
Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. 149-186 - Reshad Hosseini
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
The subdifferential of measurable composite max integrands and smoothing approximation. 229-264 - Etienne de Klerk
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
Martingale characterizations of risk-averse stochastic optimization problems. 377-403 - Mathias Pohl
Theoretical and empirical analysis of trading activity. 405-434 - R. Tyrrell Rockafellar
Solving Lagrangian variational inequalities with applications to stochastic programming. 435-451 - R. Tyrrell Rockafellar
Minimizing buffered probability of exceedance by progressive hedging. 453-472 - E. Ruben van Beesten
Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk. 473-507 - Jie Sun
Risk minimization, regret minimization and progressive hedging algorithms. 509-530
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