Journal: Math. Program.

Volume 191, Issue 2

445 -- 486Alex L. Wang, Fatma Kilinç-Karzan. The generalized trust region subproblem: solution complexity and convex hull results
487 -- 558Evan DeCorte, Fernando Mário de Oliveira Filho, Frank Vallentin. Complete positivity and distance-avoiding sets
559 -- 594Yuri Faenza, Gonzalo Muñoz, Sebastian Pokutta. New limits of treewidth-based tractability in optimization
595 -- 629Utkan Onur Candogan, Venkat Chandrasekaran. Convex graph invariant relaxations for graph edit distance
631 -- 670Patrick R. Johnstone, Jonathan Eckstein. Projective splitting with forward steps
671 -- 715Derek Driggs, Matthias J. Ehrhardt, Carola-Bibiane Schönlieb. Accelerating variance-reduced stochastic gradient methods
717 -- 754Guanghui Lan. Complexity of stochastic dual dynamic programming
755 -- 793Shabbir Ahmed 0001, Filipe Goulart Cabral, Bernardo Freitas Paulo da Costa. Stochastic Lipschitz dynamic programming
795 -- 845Simon Bruggmann, Rico Zenklusen. An optimal monotone contention resolution scheme for bipartite matchings via a polyhedral viewpoint
847 -- 869José R. Correa, Felipe T. Muñoz. Performance guarantees of local search for minsum scheduling problems
871 -- 906Adriana Kiszka, David Wozabal. A stability result for linear Markovian stochastic optimization problems
907 -- 951Loïc Bourdin, Gaurav Dhar. Optimal sampled-data controls with running inequality state constraints: Pontryagin maximum principle and bouncing trajectory phenomenon
953 -- 979Aaron Bernstein, Yann Disser, Martin Groß 0001, Sandra Himburg. General bounds for incremental maximization
981 -- 1004Grigoriy Blekherman, Santanu S. Dey, Marco Molinaro 0001, Shengding Sun. Sparse PSD approximation of the PSD cone
1005 -- 1071Quoc Tran-Dinh, Nhan H. Pham, Dzung T. Phan, Lam M. Nguyen. A hybrid stochastic optimization framework for composite nonconvex optimization

Volume 191, Issue 1

1 -- 5Tito Homem-de-Mello, Milos Kopa, David P. Morton. Special Issue: Topics in Stochastic Programming
7 -- 45Nilay Noyan, Merve Merakli, Simge Küçükyavuz. Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
47 -- 77Alois Pichler, Huifu Xu. Quantitative stability analysis for minimax distributionally robust risk optimization
79 -- 112Weijun Xie 0001, Shabbir Ahmed 0001, Ruiwei Jiang. Optimized Bonferroni approximations of distributionally robust joint chance constraints
113 -- 140Jingnan Fan, Andrzej Ruszczynski. Process-based risk measures and risk-averse control of discrete-time systems
141 -- 182Jamie Fairbrother, Amanda Turner, Stein W. Wallace. Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
183 -- 205René Henrion, Werner Römisch. Problem-based optimal scenario generation and reduction in stochastic programming
207 -- 242Napat Rujeerapaiboon, Kilian Schindler, Daniel Kuhn, Wolfram Wiesemann. Scenario reduction revisited: fundamental limits and guarantees
243 -- 279Simone Garatti, Marco C. Campi. Risk and complexity in scenario optimization
281 -- 306Arnab Sur, John R. Birge. Asymptotic behavior of solutions: An application to stochastic NLP
307 -- 345Dirk Banholzer, Jörg Fliege, Ralf Werner. On rates of convergence for sample average approximations in the almost sure sense and in mean
347 -- 380Merve Bodur, James R. Luedtke. Two-stage linear decision rules for multi-stage stochastic programming
381 -- 404Leonardo Lozano, J. Cole Smith. A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs
405 -- 444Andrea Lodi 0001, Enrico Malaguti, Giacomo Nannicini, Dimitri Thomopulos. Nonlinear chance-constrained problems with applications to hydro scheduling