24 citations · 24 across the 5 of their papers we have counts for
6 papers
Testing idealness in the filter oracle model
Ahmad Abdi, Gérard Cornuéjols, Bertrand Guenin +1
A filter oracle for a clutter consists of a finite set along with an oracle which, given any set , decides in unit time whether or not contains a member of th…
On packing dijoins in digraphs and weighted digraphs
Ahmad Abdi, Gérard Cornuéjols, Michael Zlatin
Let be a digraph. A dicut is a cut for some nonempty proper vertex subset such that , a dijoin is an arc subset that intersects…
Total dual dyadicness and dyadic generating sets
Ahmad Abdi, Gérard Cornuéjols, Bertrand Guenin +1
A vector is \emph{dyadic} if each of its entries is a dyadic rational number, i.e. of the form for some integers with . A linear system wi…
Idealness of -wise intersecting families
Ahmad Abdi, Gérard Cornuéjols, Tony Huynh +1
A clutter is \emph{-wise intersecting} if every members have a common element, yet no element belongs to all members. We conjecture that, for some integer , every $…
Clean tangled clutters, simplices, and projective geometries
Ahmad Abdi, Gérard Cornuéjols, Matt Superdock
A clutter is \emph{clean} if it has no delta or the blocker of an extended odd hole minor, and it is \emph{tangled} if its covering number is two and every element appears in a min…
Incorporating Black-Litterman Views in Portfolio Construction when Stock Returns are a Mixture of Normals
Burak Kocuk, Gérard Cornuéjols
In this paper, we consider the basic problem of portfolio construction in financial engineering, and analyze how market-based and analytical approaches can be combined to obtain ef…