3 papers
math.OC2026
Stochastic Quadratic Dynamic Programming
Vincent Guigues, Adriana Washington
We introduce an algorithm called SQDP (Stochastic Quadratic Dynamic Programming) to solve some multistage stochastic optimization problems having strongly convex recourse functions…
math.OC2024
Bundle methods with quadratic cuts for deterministic and stochastic strongly convex optimization problems
Vincent Guigues, Adriana Washington
We introduce two new methods for deterministic convex optimization problems: QCC (Quadratic Cuts for Convex optimization) and QB (Quadratic Bundle method). We prove the complexity…
math.OC2024
Operation of an ambulance fleet under uncertainty
Vincent Guigues, Anton Kleywegt, Victor Hugo Nascimento
We introduce two new optimization models for the dispatch of ambulances. The first model, called the ambulance selection problem, is used when an emergency call arrives to decide w…