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math.OC2020
Fractional 0-1 programming and submodularity
Shaoning Han, Andres Gomez, Oleg A Prokopyev
In this note we study multiple-ratio fractional 0--1 programs, a broad class of NP-hard combinatorial optimization problems. In particular, under some relatively mild assumptions w…
math.OC2019
An approach to the distributionally robust shortest path problem
Sergey S. Ketkov, Oleg A. Prokopyev, Evgenii P. Burashnikov
In this study we consider the shortest path problem, where the arc costs are subject to distributional uncertainty. Basically, the decision-maker attempts to minimize her worst-cas…