Volume 191, Number 2, February 2022
A hybrid stochastic optimization framework for composite nonconvex optimization.

Quoc Tran-Dinh Nhan H. Pham Dzung T. Phan Lam M. Nguyen

Sparse PSD approximation of the PSD cone.

Grigoriy Blekherman Santanu S. Dey Marco Molinaro Shengding Sun

General bounds for incremental maximization.

Aaron Bernstein Yann Disser Martin Groß Sandra Himburg

Optimal sampled-data controls with running inequality state constraints: Pontryagin maximum principle and bouncing trajectory phenomenon.

Loïc Bourdin Gaurav Dhar

A stability result for linear Markovian stochastic optimization problems.

Adriana Kiszka David Wozabal

Performance guarantees of local search for minsum scheduling problems.

José R. Correa Felipe T. Muñoz

An optimal monotone contention resolution scheme for bipartite matchings via a polyhedral viewpoint.

Simon Bruggmann Rico Zenklusen

Stochastic Lipschitz dynamic programming.

Shabbir Ahmed Filipe Goulart Cabral Bernardo Freitas Paulo da Costa

Complexity of stochastic dual dynamic programming.

Guanghui Lan

Accelerating variance-reduced stochastic gradient methods.

Derek Driggs Matthias J. Ehrhardt Carola-Bibiane Schönlieb

Projective splitting with forward steps.

Patrick R. Johnstone Jonathan Eckstein

Convex graph invariant relaxations for graph edit distance.

Utkan Onur Candogan Venkat Chandrasekaran

New limits of treewidth-based tractability in optimization.

Yuri Faenza Gonzalo Muñoz Sebastian Pokutta

Complete positivity and distance-avoiding sets.

Evan DeCorte Fernando Mário de Oliveira Filho Frank Vallentin

The generalized trust region subproblem: solution complexity and convex hull results.

Alex L. Wang Fatma Kilinç-Karzan


Volume 191, Number 1, January 2022
Nonlinear chance-constrained problems with applications to hydro scheduling.

Andrea Lodi Enrico Malaguti Giacomo Nannicini Dimitri Thomopulos

A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs.

Leonardo Lozano J. Cole Smith

Two-stage linear decision rules for multi-stage stochastic programming.

Merve Bodur James R. Luedtke

On rates of convergence for sample average approximations in the almost sure sense and in mean.

Dirk Banholzer Jörg Fliege Ralf Werner

Asymptotic behavior of solutions: An application to stochastic NLP.

Arnab Sur John R. Birge

Risk and complexity in scenario optimization.

Simone Garatti Marco C. Campi

Scenario reduction revisited: fundamental limits and guarantees.

Napat Rujeerapaiboon Kilian Schindler Daniel Kuhn Wolfram Wiesemann

Problem-based optimal scenario generation and reduction in stochastic programming.

René Henrion Werner Römisch

Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure.

Jamie Fairbrother Amanda Turner Stein W. Wallace

Process-based risk measures and risk-averse control of discrete-time systems.

Jingnan Fan Andrzej Ruszczynski

Optimized Bonferroni approximations of distributionally robust joint chance constraints.

Weijun Xie Shabbir Ahmed Ruiwei Jiang

Quantitative stability analysis for minimax distributionally robust risk optimization.

Alois Pichler Huifu Xu

Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design.

Nilay Noyan Merve Merakli Simge Küçükyavuz

Special Issue: Topics in Stochastic Programming.

Tito Homem-de-Mello Milos Kopa David P. Morton